NYMEX Light Sweet Crude Oil Future January 2021

Trading Metrics calculated at close of trading on 17-Jun-2020

Day Change Summary
	Previous	Current
	16-Jun-2020	17-Jun-2020	Change	Change %	Previous Week
Open	38.80	39.03	0.23	0.6%	40.57
High	40.25	39.92	-0.33	-0.8%	41.23
Low	38.00	38.65	0.65	1.7%	35.94
Close	39.69	39.06	-0.63	-1.6%	37.62
Range	2.25	1.27	-0.98	-43.6%	5.29
ATR	1.99	1.94	-0.05	-2.6%	0.00
Volume	5,958	7,845	1,887	31.7%	64,807

Daily Pivots for day following 17-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	43.02	42.31	39.76
R3	41.75	41.04	39.41
R2	40.48	40.48	39.29
R1	39.77	39.77	39.18	40.13
PP	39.21	39.21	39.21	39.39
S1	38.50	38.50	38.94	38.86
S2	37.94	37.94	38.83
S3	36.67	37.23	38.71
S4	35.40	35.96	38.36

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	40.25	35.94	4.31	11.0%	2.25	5.8%	72%	False	False	9,587
10	41.23	35.94	5.29	13.5%	1.98	5.1%	59%	False	False	11,549
20	41.23	33.62	7.61	19.5%	1.83	4.7%	71%	False	False	11,399
40	41.23	26.22	15.01	38.4%	1.89	4.8%	86%	False	False	10,784

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.49
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	45.32
2.618	43.24
1.618	41.97
1.000	41.19
0.618	40.70
HIGH	39.92
0.618	39.43
0.500	39.29
0.382	39.14
LOW	38.65
0.618	37.87
1.000	37.38
1.618	36.60
2.618	35.33
4.250	33.25

Fisher Pivots for day following 17-Jun-2020
Pivot	1 day	3 day
R1	39.29	38.76
PP	39.21	38.46
S1	39.14	38.16

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

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