NYMEX Light Sweet Crude Oil Future January 2021
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 22-Sep-2020 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 21-Sep-2020 | 22-Sep-2020 | Change | Change % | Previous Week |  
                        | Open | 41.80 | 40.40 | -1.40 | -3.3% | 38.47 |  
                        | High | 42.10 | 40.87 | -1.23 | -2.9% | 42.36 |  
                        | Low | 39.59 | 39.84 | 0.25 | 0.6% | 38.02 |  
                        | Close | 40.19 | 40.40 | 0.21 | 0.5% | 41.93 |  
                        | Range | 2.51 | 1.03 | -1.48 | -59.0% | 4.34 |  
                        | ATR | 1.44 | 1.41 | -0.03 | -2.0% | 0.00 |  
                        | Volume | 39,688 | 41,829 | 2,141 | 5.4% | 214,441 |  | 
    
| 
        
            | Daily Pivots for day following 22-Sep-2020 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 43.46 | 42.96 | 40.97 |  |  
                | R3 | 42.43 | 41.93 | 40.68 |  |  
                | R2 | 41.40 | 41.40 | 40.59 |  |  
                | R1 | 40.90 | 40.90 | 40.49 | 40.92 |  
                | PP | 40.37 | 40.37 | 40.37 | 40.38 |  
                | S1 | 39.87 | 39.87 | 40.31 | 39.89 |  
                | S2 | 39.34 | 39.34 | 40.21 |  |  
                | S3 | 38.31 | 38.84 | 40.12 |  |  
                | S4 | 37.28 | 37.81 | 39.83 |  |  | 
        
            | 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 | 39.44 | 2.92 | 7.2% | 1.65 | 4.1% | 33% | False | False | 44,560 |  
                | 10 | 42.36 | 37.60 | 4.76 | 11.8% | 1.46 | 3.6% | 59% | False | False | 40,207 |  
                | 20 | 44.60 | 37.60 | 7.00 | 17.3% | 1.41 | 3.5% | 40% | False | False | 35,025 |  
                | 40 | 44.60 | 37.60 | 7.00 | 17.3% | 1.24 | 3.1% | 40% | False | False | 29,651 |  
                | 60 | 44.60 | 37.60 | 7.00 | 17.3% | 1.20 | 3.0% | 40% | False | False | 24,702 |  
                | 80 | 44.60 | 35.94 | 8.66 | 21.4% | 1.35 | 3.3% | 52% | False | False | 21,632 |  
                | 100 | 44.60 | 28.36 | 16.24 | 40.2% | 1.45 | 3.6% | 74% | False | False | 19,401 |  
                | 120 | 44.60 | 26.22 | 18.38 | 45.5% | 1.57 | 3.9% | 77% | False | False | 18,145 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 45.25 |  
            | 2.618 | 43.57 |  
            | 1.618 | 42.54 |  
            | 1.000 | 41.90 |  
            | 0.618 | 41.51 |  
            | HIGH | 40.87 |  
            | 0.618 | 40.48 |  
            | 0.500 | 40.36 |  
            | 0.382 | 40.23 |  
            | LOW | 39.84 |  
            | 0.618 | 39.20 |  
            | 1.000 | 38.81 |  
            | 1.618 | 38.17 |  
            | 2.618 | 37.14 |  
            | 4.250 | 35.46 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 22-Sep-2020 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 40.39 | 40.98 |  
                                | PP | 40.37 | 40.78 |  
                                | S1 | 40.36 | 40.59 |  |