NYMEX Light Sweet Crude Oil Future January 2021
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 13-Oct-2020 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 12-Oct-2020 | 13-Oct-2020 | Change | Change % | Previous Week |  
                        | Open | 41.10 | 40.20 | -0.90 | -2.2% | 37.74 |  
                        | High | 41.11 | 41.12 | 0.01 | 0.0% | 42.06 |  
                        | Low | 39.74 | 40.05 | 0.31 | 0.8% | 37.72 |  
                        | Close | 40.11 | 40.85 | 0.74 | 1.8% | 41.27 |  
                        | Range | 1.37 | 1.07 | -0.30 | -21.9% | 4.34 |  
                        | ATR | 1.56 | 1.52 | -0.03 | -2.2% | 0.00 |  
                        | Volume | 77,915 | 93,995 | 16,080 | 20.6% | 439,658 |  | 
    
| 
        
            | Daily Pivots for day following 13-Oct-2020 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 43.88 | 43.44 | 41.44 |  |  
                | R3 | 42.81 | 42.37 | 41.14 |  |  
                | R2 | 41.74 | 41.74 | 41.05 |  |  
                | R1 | 41.30 | 41.30 | 40.95 | 41.52 |  
                | PP | 40.67 | 40.67 | 40.67 | 40.79 |  
                | S1 | 40.23 | 40.23 | 40.75 | 40.45 |  
                | S2 | 39.60 | 39.60 | 40.65 |  |  
                | S3 | 38.53 | 39.16 | 40.56 |  |  
                | S4 | 37.46 | 38.09 | 40.26 |  |  | 
        
            | Weekly Pivots for week ending 09-Oct-2020 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 53.37 | 51.66 | 43.66 |  |  
                | R3 | 49.03 | 47.32 | 42.46 |  |  
                | R2 | 44.69 | 44.69 | 42.07 |  |  
                | R1 | 42.98 | 42.98 | 41.67 | 43.84 |  
                | PP | 40.35 | 40.35 | 40.35 | 40.78 |  
                | S1 | 38.64 | 38.64 | 40.87 | 39.50 |  
                | S2 | 36.01 | 36.01 | 40.47 |  |  
                | S3 | 31.67 | 34.30 | 40.08 |  |  
                | S4 | 27.33 | 29.96 | 38.88 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 42.06 | 39.74 | 2.32 | 5.7% | 1.19 | 2.9% | 48% | False | False | 90,242 |  
                | 10 | 42.06 | 37.30 | 4.76 | 11.7% | 1.66 | 4.1% | 75% | False | False | 81,475 |  
                | 20 | 42.36 | 37.30 | 5.06 | 12.4% | 1.58 | 3.9% | 70% | False | False | 62,102 |  
                | 40 | 44.60 | 37.30 | 7.30 | 17.9% | 1.40 | 3.4% | 49% | False | False | 45,897 |  
                | 60 | 44.60 | 37.30 | 7.30 | 17.9% | 1.31 | 3.2% | 49% | False | False | 38,242 |  
                | 80 | 44.60 | 37.30 | 7.30 | 17.9% | 1.31 | 3.2% | 49% | False | False | 32,087 |  
                | 100 | 44.60 | 33.62 | 10.98 | 26.9% | 1.42 | 3.5% | 66% | False | False | 28,021 |  
                | 120 | 44.60 | 27.77 | 16.83 | 41.2% | 1.47 | 3.6% | 78% | False | False | 25,071 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 45.67 |  
            | 2.618 | 43.92 |  
            | 1.618 | 42.85 |  
            | 1.000 | 42.19 |  
            | 0.618 | 41.78 |  
            | HIGH | 41.12 |  
            | 0.618 | 40.71 |  
            | 0.500 | 40.59 |  
            | 0.382 | 40.46 |  
            | LOW | 40.05 |  
            | 0.618 | 39.39 |  
            | 1.000 | 38.98 |  
            | 1.618 | 38.32 |  
            | 2.618 | 37.25 |  
            | 4.250 | 35.50 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 13-Oct-2020 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 40.76 | 40.90 |  
                                | PP | 40.67 | 40.88 |  
                                | S1 | 40.59 | 40.87 |  |