NYMEX Light Sweet Crude Oil Future January 2021

Trading Metrics calculated at close of trading on 16-Jun-2020

Day Change Summary
	Previous	Current
	15-Jun-2020	16-Jun-2020	Change	Change %	Previous Week
Open	37.28	38.80	1.52	4.1%	40.57
High	38.68	40.25	1.57	4.1%	41.23
Low	36.07	38.00	1.93	5.4%	35.94
Close	38.64	39.69	1.05	2.7%	37.62
Range	2.61	2.25	-0.36	-13.8%	5.29
ATR	1.97	1.99	0.02	1.0%	0.00
Volume	8,169	5,958	-2,211	-27.1%	64,807

Daily Pivots for day following 16-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	46.06	45.13	40.93
R3	43.81	42.88	40.31
R2	41.56	41.56	40.10
R1	40.63	40.63	39.90	41.10
PP	39.31	39.31	39.31	39.55
S1	38.38	38.38	39.48	38.85
S2	37.06	37.06	39.28
S3	34.81	36.13	39.07
S4	32.56	33.88	38.45

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	40.71	35.94	4.77	12.0%	2.35	5.9%	79%	False	False	10,422
10	41.23	35.94	5.29	13.3%	1.99	5.0%	71%	False	False	11,938
20	41.23	33.62	7.61	19.2%	1.82	4.6%	80%	False	False	11,243
40	41.23	26.22	15.01	37.8%	2.02	5.1%	90%	False	False	11,252

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	0.52
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	49.81
2.618	46.14
1.618	43.89
1.000	42.50
0.618	41.64
HIGH	40.25
0.618	39.39
0.500	39.13
0.382	38.86
LOW	38.00
0.618	36.61
1.000	35.75
1.618	34.36
2.618	32.11
4.250	28.44

Fisher Pivots for day following 16-Jun-2020
Pivot	1 day	3 day
R1	39.50	39.16
PP	39.31	38.63
S1	39.13	38.10

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

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