NYMEX Light Sweet Crude Oil Future January 2021

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

Day Change Summary
	Previous	Current
	15-Jul-2020	16-Jul-2020	Change	Change %	Previous Week
Open	41.44	41.69	0.25	0.6%	40.96
High	41.93	41.82	-0.11	-0.3%	41.70
Low	40.94	41.29	0.35	0.9%	39.69
Close	41.91	41.51	-0.40	-1.0%	41.40
Range	0.99	0.53	-0.46	-46.5%	2.01
ATR	1.47	1.41	-0.06	-4.1%	0.00
Volume	10,183	10,336	153	1.5%	71,611

Daily Pivots for day following 16-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	43.13	42.85	41.80
R3	42.60	42.32	41.66
R2	42.07	42.07	41.61
R1	41.79	41.79	41.56	41.67
PP	41.54	41.54	41.54	41.48
S1	41.26	41.26	41.46	41.14
S2	41.01	41.01	41.41
S3	40.48	40.73	41.36
S4	39.95	40.20	41.22

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	41.93	39.69	2.24	5.4%	1.12	2.7%	81%	False	False	12,702
10	41.93	39.69	2.24	5.4%	1.09	2.6%	81%	False	False	13,759
20	42.02	38.20	3.82	9.2%	1.37	3.3%	87%	False	False	14,336
40	42.02	33.62	8.40	20.2%	1.60	3.8%	94%	False	False	12,868
60	42.02	26.22	15.80	38.1%	1.72	4.1%	97%	False	False	11,968

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.32
Narrowest range in 76 trading days

Fibonacci Retracements and Extensions
4.250	44.07
2.618	43.21
1.618	42.68
1.000	42.35
0.618	42.15
HIGH	41.82
0.618	41.62
0.500	41.56
0.382	41.49
LOW	41.29
0.618	40.96
1.000	40.76
1.618	40.43
2.618	39.90
4.250	39.04

Fisher Pivots for day following 16-Jul-2020
Pivot	1 day	3 day
R1	41.56	41.35
PP	41.54	41.18
S1	41.53	41.02

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

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