NYMEX Light Sweet Crude Oil Future January 2021

Trading Metrics calculated at close of trading on 12-Nov-2020

Day Change Summary
	Previous	Current
	11-Nov-2020	12-Nov-2020	Change	Change %	Previous Week
Open	42.08	41.72	-0.36	-0.9%	35.50
High	43.33	42.45	-0.88	-2.0%	39.67
Low	41.61	41.16	-0.45	-1.1%	34.04
Close	41.74	41.41	-0.33	-0.8%	37.49
Range	1.72	1.29	-0.43	-25.0%	5.63
ATR	1.90	1.85	-0.04	-2.3%	0.00
Volume	216,248	180,091	-36,157	-16.7%	763,896

Daily Pivots for day following 12-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	45.54	44.77	42.12
R3	44.25	43.48	41.76
R2	42.96	42.96	41.65
R1	42.19	42.19	41.53	41.93
PP	41.67	41.67	41.67	41.55
S1	40.90	40.90	41.29	40.64
S2	40.38	40.38	41.17
S3	39.09	39.61	41.06
S4	37.80	38.32	40.70

Weekly Pivots for week ending 06-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	53.96	51.35	40.59
R3	48.33	45.72	39.04
R2	42.70	42.70	38.52
R1	40.09	40.09	38.01	41.40
PP	37.07	37.07	37.07	37.72
S1	34.46	34.46	36.97	35.77
S2	31.44	31.44	36.46
S3	25.81	28.83	35.94
S4	20.18	23.20	34.39

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	43.33	37.40	5.93	14.3%	2.21	5.3%	68%	False	False	214,940
10	43.33	34.04	9.29	22.4%	2.06	5.0%	79%	False	False	178,103
20	43.33	34.04	9.29	22.4%	1.78	4.3%	79%	False	False	140,694
40	43.33	34.04	9.29	22.4%	1.67	4.0%	79%	False	False	103,042
60	44.60	34.04	10.56	25.5%	1.56	3.8%	70%	False	False	79,692
80	44.60	34.04	10.56	25.5%	1.44	3.5%	70%	False	False	65,587
100	44.60	34.04	10.56	25.5%	1.40	3.4%	70%	False	False	55,318
120	44.60	33.95	10.65	25.7%	1.47	3.6%	70%	False	False	48,002

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.53
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	47.93
2.618	45.83
1.618	44.54
1.000	43.74
0.618	43.25
HIGH	42.45
0.618	41.96
0.500	41.81
0.382	41.65
LOW	41.16
0.618	40.36
1.000	39.87
1.618	39.07
2.618	37.78
4.250	35.68

Fisher Pivots for day following 12-Nov-2020
Pivot	1 day	3 day
R1	41.81	41.53
PP	41.67	41.49
S1	41.54	41.45

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

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