NYMEX Light Sweet Crude Oil Future January 2021

Trading Metrics calculated at close of trading on 18-Sep-2020

Day Change Summary
	Previous	Current
	17-Sep-2020	18-Sep-2020	Change	Change %	Previous Week
Open	41.20	41.88	0.68	1.7%	38.47
High	42.12	42.36	0.24	0.6%	42.36
Low	40.37	41.25	0.88	2.2%	38.02
Close	41.87	41.93	0.06	0.1%	41.93
Range	1.75	1.11	-0.64	-36.6%	4.34
ATR	1.37	1.35	-0.02	-1.4%	0.00
Volume	44,773	40,727	-4,046	-9.0%	214,441

Daily Pivots for day following 18-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	45.18	44.66	42.54
R3	44.07	43.55	42.24
R2	42.96	42.96	42.13
R1	42.44	42.44	42.03	42.70
PP	41.85	41.85	41.85	41.98
S1	41.33	41.33	41.83	41.59
S2	40.74	40.74	41.73
S3	39.63	40.22	41.62
S4	38.52	39.11	41.32

Weekly Pivots for week ending 18-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	53.79	52.20	44.32
R3	49.45	47.86	43.12
R2	45.11	45.11	42.73
R1	43.52	43.52	42.33	44.32
PP	40.77	40.77	40.77	41.17
S1	39.18	39.18	41.53	39.98
S2	36.43	36.43	41.13
S3	32.09	34.84	40.74
S4	27.75	30.50	39.54

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	42.36	38.02	4.34	10.4%	1.37	3.3%	90%	True	False	42,888
10	42.92	37.60	5.32	12.7%	1.66	3.9%	81%	False	False	41,592
20	44.60	37.60	7.00	16.7%	1.33	3.2%	62%	False	False	33,605
40	44.60	37.60	7.00	16.7%	1.21	2.9%	62%	False	False	28,685
60	44.60	37.60	7.00	16.7%	1.20	2.9%	62%	False	False	23,923
80	44.60	33.95	10.65	25.4%	1.36	3.2%	75%	False	False	20,822
100	44.60	28.01	16.59	39.6%	1.45	3.5%	84%	False	False	18,870
120	44.60	26.22	18.38	43.8%	1.57	3.7%	85%	False	False	17,680

Crabel Price Patterns
NR	True
NR4	True
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	0.41
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	47.08
2.618	45.27
1.618	44.16
1.000	43.47
0.618	43.05
HIGH	42.36
0.618	41.94
0.500	41.81
0.382	41.67
LOW	41.25
0.618	40.56
1.000	40.14
1.618	39.45
2.618	38.34
4.250	36.53

Fisher Pivots for day following 18-Sep-2020
Pivot	1 day	3 day
R1	41.89	41.59
PP	41.85	41.24
S1	41.81	40.90

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

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