NYMEX Light Sweet Crude Oil Future January 2021
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 13-Jul-2020 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 10-Jul-2020 | 13-Jul-2020 | Change | Change % | Previous Week |  
                        | Open | 40.54 | 41.26 | 0.72 | 1.8% | 40.96 |  
                        | High | 41.47 | 41.44 | -0.03 | -0.1% | 41.70 |  
                        | Low | 39.69 | 40.40 | 0.71 | 1.8% | 39.69 |  
                        | Close | 41.40 | 40.93 | -0.47 | -1.1% | 41.40 |  
                        | Range | 1.78 | 1.04 | -0.74 | -41.6% | 2.01 |  
                        | ATR | 1.57 | 1.53 | -0.04 | -2.4% | 0.00 |  
                        | Volume | 14,789 | 14,639 | -150 | -1.0% | 71,611 |  | 
    
| 
        
            | Daily Pivots for day following 13-Jul-2020 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 44.04 | 43.53 | 41.50 |  |  
                | R3 | 43.00 | 42.49 | 41.22 |  |  
                | R2 | 41.96 | 41.96 | 41.12 |  |  
                | R1 | 41.45 | 41.45 | 41.03 | 41.19 |  
                | PP | 40.92 | 40.92 | 40.92 | 40.79 |  
                | S1 | 40.41 | 40.41 | 40.83 | 40.15 |  
                | S2 | 39.88 | 39.88 | 40.74 |  |  
                | S3 | 38.84 | 39.37 | 40.64 |  |  
                | S4 | 37.80 | 38.33 | 40.36 |  |  | 
        
            | Weekly Pivots for week ending 10-Jul-2020 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 46.96 | 46.19 | 42.51 |  |  
                | R3 | 44.95 | 44.18 | 41.95 |  |  
                | R2 | 42.94 | 42.94 | 41.77 |  |  
                | R1 | 42.17 | 42.17 | 41.58 | 42.56 |  
                | PP | 40.93 | 40.93 | 40.93 | 41.12 |  
                | S1 | 40.16 | 40.16 | 41.22 | 40.55 |  
                | S2 | 38.92 | 38.92 | 41.03 |  |  
                | S3 | 36.91 | 38.15 | 40.85 |  |  
                | S4 | 34.90 | 36.14 | 40.29 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 41.60 | 39.69 | 1.91 | 4.7% | 1.15 | 2.8% | 65% | False | False | 14,036 |  
                | 10 | 41.70 | 38.46 | 3.24 | 7.9% | 1.25 | 3.0% | 76% | False | False | 15,687 |  
                | 20 | 42.02 | 36.07 | 5.95 | 14.5% | 1.53 | 3.7% | 82% | False | False | 13,731 |  
                | 40 | 42.02 | 31.32 | 10.70 | 26.1% | 1.65 | 4.0% | 90% | False | False | 12,657 |  
                | 60 | 42.02 | 26.22 | 15.80 | 38.6% | 1.82 | 4.5% | 93% | False | False | 12,108 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 45.86 |  
            | 2.618 | 44.16 |  
            | 1.618 | 43.12 |  
            | 1.000 | 42.48 |  
            | 0.618 | 42.08 |  
            | HIGH | 41.44 |  
            | 0.618 | 41.04 |  
            | 0.500 | 40.92 |  
            | 0.382 | 40.80 |  
            | LOW | 40.40 |  
            | 0.618 | 39.76 |  
            | 1.000 | 39.36 |  
            | 1.618 | 38.72 |  
            | 2.618 | 37.68 |  
            | 4.250 | 35.98 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 13-Jul-2020 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 40.93 | 40.83 |  
                                | PP | 40.92 | 40.72 |  
                                | S1 | 40.92 | 40.62 |  |