NYMEX Light Sweet Crude Oil Future January 2021

Trading Metrics calculated at close of trading on 21-May-2020

Day Change Summary
	Previous	Current
	20-May-2020	21-May-2020	Change	Change %	Previous Week
Open	34.31	35.67	1.36	4.0%	32.07
High	35.80	36.24	0.44	1.2%	32.63
Low	34.29	35.54	1.25	3.6%	30.35
Close	35.48	35.94	0.46	1.3%	32.40
Range	1.51	0.70	-0.81	-53.6%	2.28
ATR	1.89	1.81	-0.08	-4.3%	0.00
Volume	8,186	14,824	6,638	81.1%	55,819

Daily Pivots for day following 21-May-2020
	Classic	Woodie	Camarilla	DeMark
R4	38.01	37.67	36.33
R3	37.31	36.97	36.13
R2	36.61	36.61	36.07
R1	36.27	36.27	36.00	36.44
PP	35.91	35.91	35.91	35.99
S1	35.57	35.57	35.88	35.74
S2	35.21	35.21	35.81
S3	34.51	34.87	35.75
S4	33.81	34.17	35.56

Weekly Pivots for week ending 15-May-2020
	Classic	Woodie	Camarilla	DeMark
R4	38.63	37.80	33.65
R3	36.35	35.52	33.03
R2	34.07	34.07	32.82
R1	33.24	33.24	32.61	33.66
PP	31.79	31.79	31.79	32.00
S1	30.96	30.96	32.19	31.38
S2	29.51	29.51	31.98
S3	27.23	28.68	31.77
S4	24.95	26.40	31.15

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	36.24	31.32	4.92	13.7%	1.40	3.9%	94%	True	False	9,736
10	36.24	30.35	5.89	16.4%	1.37	3.8%	95%	True	False	10,137
20	36.24	27.77	8.47	23.6%	1.73	4.8%	96%	True	False	10,320

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	0.21
Narrowest range in 38 trading days

Fibonacci Retracements and Extensions
4.250	39.22
2.618	38.07
1.618	37.37
1.000	36.94
0.618	36.67
HIGH	36.24
0.618	35.97
0.500	35.89
0.382	35.81
LOW	35.54
0.618	35.11
1.000	34.84
1.618	34.41
2.618	33.71
4.250	32.57

Fisher Pivots for day following 21-May-2020
Pivot	1 day	3 day
R1	35.92	35.68
PP	35.91	35.43
S1	35.89	35.17

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

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