NYMEX Light Sweet Crude Oil Future December 2020

Trading Metrics calculated at close of trading on 05-Nov-2020

Day Change Summary
	Previous	Current
	04-Nov-2020	05-Nov-2020	Change	Change %	Previous Week
Open	38.15	39.17	1.02	2.7%	39.69
High	39.25	39.35	0.10	0.3%	39.83
Low	37.26	38.27	1.01	2.7%	34.92
Close	39.15	38.79	-0.36	-0.9%	35.79
Range	1.99	1.08	-0.91	-45.7%	4.91
ATR	1.78	1.73	-0.05	-2.8%	0.00
Volume	437,000	298,366	-138,634	-31.7%	2,147,460

Daily Pivots for day following 05-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	42.04	41.50	39.38
R3	40.96	40.42	39.09
R2	39.88	39.88	38.99
R1	39.34	39.34	38.89	39.07
PP	38.80	38.80	38.80	38.67
S1	38.26	38.26	38.69	37.99
S2	37.72	37.72	38.59
S3	36.64	37.18	38.49
S4	35.56	36.10	38.20

Weekly Pivots for week ending 30-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	51.58	48.59	38.49
R3	46.67	43.68	37.14
R2	41.76	41.76	36.69
R1	38.77	38.77	36.24	37.81
PP	36.85	36.85	36.85	36.37
S1	33.86	33.86	35.34	32.90
S2	31.94	31.94	34.89
S3	27.03	28.95	34.44
S4	22.12	24.04	33.09

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	39.35	33.64	5.71	14.7%	1.94	5.0%	90%	True	False	404,830
10	40.92	33.64	7.28	18.8%	1.87	4.8%	71%	False	False	405,157
20	41.90	33.64	8.26	21.3%	1.59	4.1%	62%	False	False	340,644
40	42.02	33.64	8.38	21.6%	1.60	4.1%	61%	False	False	241,488
60	44.33	33.64	10.69	27.6%	1.48	3.8%	48%	False	False	194,783
80	44.33	33.64	10.69	27.6%	1.41	3.6%	48%	False	False	165,004
100	44.33	33.64	10.69	27.6%	1.43	3.7%	48%	False	False	146,593
120	44.33	33.12	11.21	28.9%	1.52	3.9%	51%	False	False	135,137

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.45
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	43.94
2.618	42.18
1.618	41.10
1.000	40.43
0.618	40.02
HIGH	39.35
0.618	38.94
0.500	38.81
0.382	38.68
LOW	38.27
0.618	37.60
1.000	37.19
1.618	36.52
2.618	35.44
4.250	33.68

Fisher Pivots for day following 05-Nov-2020
Pivot	1 day	3 day
R1	38.81	38.51
PP	38.80	38.24
S1	38.80	37.96

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These figures are updated between 7pm and 10pm EST after a trading day.

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