NYMEX Light Sweet Crude Oil Future January 2021

Trading Metrics calculated at close of trading on 12-Jun-2020

Day Change Summary
	Previous	Current
	11-Jun-2020	12-Jun-2020	Change	Change %	Previous Week
Open	39.80	37.52	-2.28	-5.7%	40.57
High	39.80	38.17	-1.63	-4.1%	41.23
Low	36.89	35.94	-0.95	-2.6%	35.94
Close	37.59	37.62	0.03	0.1%	37.62
Range	2.91	2.23	-0.68	-23.4%	5.29
ATR	1.90	1.92	0.02	1.3%	0.00
Volume	14,589	11,374	-3,215	-22.0%	64,807

Daily Pivots for day following 12-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	43.93	43.01	38.85
R3	41.70	40.78	38.23
R2	39.47	39.47	38.03
R1	38.55	38.55	37.82	39.01
PP	37.24	37.24	37.24	37.48
S1	36.32	36.32	37.42	36.78
S2	35.01	35.01	37.21
S3	32.78	34.09	37.01
S4	30.55	31.86	36.39

Weekly Pivots for week ending 12-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	54.13	51.17	40.53
R3	48.84	45.88	39.07
R2	43.55	43.55	38.59
R1	40.59	40.59	38.10	39.43
PP	38.26	38.26	38.26	37.68
S1	35.30	35.30	37.14	34.14
S2	32.97	32.97	36.65
S3	27.68	30.01	36.17
S4	22.39	24.72	34.71

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	41.23	35.94	5.29	14.1%	2.11	5.6%	32%	False	True	12,961
10	41.23	35.94	5.29	14.1%	1.75	4.6%	32%	False	True	13,072
20	41.23	31.32	9.91	26.3%	1.76	4.7%	64%	False	False	11,584
40	41.23	26.22	15.01	39.9%	1.97	5.2%	76%	False	False	11,296

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.39
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	47.65
2.618	44.01
1.618	41.78
1.000	40.40
0.618	39.55
HIGH	38.17
0.618	37.32
0.500	37.06
0.382	36.79
LOW	35.94
0.618	34.56
1.000	33.71
1.618	32.33
2.618	30.10
4.250	26.46

Fisher Pivots for day following 12-Jun-2020
Pivot	1 day	3 day
R1	37.43	38.33
PP	37.24	38.09
S1	37.06	37.86

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

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