NYMEX Light Sweet Crude Oil Future January 2021
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 27-Oct-2020 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 26-Oct-2020 | 27-Oct-2020 | Change | Change % | Previous Week |  
                        | Open | 39.98 | 38.95 | -1.03 | -2.6% | 41.21 |  
                        | High | 40.04 | 40.13 | 0.09 | 0.2% | 42.15 |  
                        | Low | 38.61 | 38.83 | 0.22 | 0.6% | 39.88 |  
                        | Close | 38.89 | 39.87 | 0.98 | 2.5% | 40.15 |  
                        | Range | 1.43 | 1.30 | -0.13 | -9.1% | 2.27 |  
                        | ATR | 1.45 | 1.44 | -0.01 | -0.7% | 0.00 |  
                        | Volume | 102,216 | 93,875 | -8,341 | -8.2% | 427,798 |  | 
    
| 
        
            | Daily Pivots for day following 27-Oct-2020 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 43.51 | 42.99 | 40.59 |  |  
                | R3 | 42.21 | 41.69 | 40.23 |  |  
                | R2 | 40.91 | 40.91 | 40.11 |  |  
                | R1 | 40.39 | 40.39 | 39.99 | 40.65 |  
                | PP | 39.61 | 39.61 | 39.61 | 39.74 |  
                | S1 | 39.09 | 39.09 | 39.75 | 39.35 |  
                | S2 | 38.31 | 38.31 | 39.63 |  |  
                | S3 | 37.01 | 37.79 | 39.51 |  |  
                | S4 | 35.71 | 36.49 | 39.16 |  |  | 
        
            | Weekly Pivots for week ending 23-Oct-2020 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 47.54 | 46.11 | 41.40 |  |  
                | R3 | 45.27 | 43.84 | 40.77 |  |  
                | R2 | 43.00 | 43.00 | 40.57 |  |  
                | R1 | 41.57 | 41.57 | 40.36 | 41.15 |  
                | PP | 40.73 | 40.73 | 40.73 | 40.52 |  
                | S1 | 39.30 | 39.30 | 39.94 | 38.88 |  
                | S2 | 38.46 | 38.46 | 39.73 |  |  
                | S3 | 36.19 | 37.03 | 39.53 |  |  
                | S4 | 33.92 | 34.76 | 38.90 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 41.85 | 38.61 | 3.24 | 8.1% | 1.43 | 3.6% | 39% | False | False | 90,634 |  
                | 10 | 42.15 | 38.61 | 3.54 | 8.9% | 1.34 | 3.4% | 36% | False | False | 85,007 |  
                | 20 | 42.15 | 37.30 | 4.85 | 12.2% | 1.50 | 3.8% | 53% | False | False | 83,241 |  
                | 40 | 44.27 | 37.30 | 6.97 | 17.5% | 1.52 | 3.8% | 37% | False | False | 61,322 |  
                | 60 | 44.60 | 37.30 | 7.30 | 18.3% | 1.34 | 3.4% | 35% | False | False | 49,376 |  
                | 80 | 44.60 | 37.30 | 7.30 | 18.3% | 1.28 | 3.2% | 35% | False | False | 40,809 |  
                | 100 | 44.60 | 35.94 | 8.66 | 21.7% | 1.38 | 3.5% | 45% | False | False | 35,340 |  
                | 120 | 44.60 | 30.35 | 14.25 | 35.7% | 1.41 | 3.5% | 67% | False | False | 31,279 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 45.66 |  
            | 2.618 | 43.53 |  
            | 1.618 | 42.23 |  
            | 1.000 | 41.43 |  
            | 0.618 | 40.93 |  
            | HIGH | 40.13 |  
            | 0.618 | 39.63 |  
            | 0.500 | 39.48 |  
            | 0.382 | 39.33 |  
            | LOW | 38.83 |  
            | 0.618 | 38.03 |  
            | 1.000 | 37.53 |  
            | 1.618 | 36.73 |  
            | 2.618 | 35.43 |  
            | 4.250 | 33.31 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 27-Oct-2020 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 39.74 | 39.91 |  
                                | PP | 39.61 | 39.90 |  
                                | S1 | 39.48 | 39.88 |  |