NYMEX Light Sweet Crude Oil Future February 2021

Trading Metrics calculated at close of trading on 07-Jul-2020

Day Change Summary
	Previous	Current
	06-Jul-2020	07-Jul-2020	Change	Change %	Previous Week
Open	41.23	41.05	-0.18	-0.4%	38.90
High	41.79	41.59	-0.20	-0.5%	41.31
Low	40.71	40.79	0.08	0.2%	38.63
Close	41.30	41.29	-0.01	0.0%	41.26
Range	1.08	0.80	-0.28	-25.9%	2.68
ATR	1.56	1.50	-0.05	-3.5%	0.00
Volume	6,894	3,796	-3,098	-44.9%	35,325

Daily Pivots for day following 07-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	43.62	43.26	41.73
R3	42.82	42.46	41.51
R2	42.02	42.02	41.44
R1	41.66	41.66	41.36	41.84
PP	41.22	41.22	41.22	41.32
S1	40.86	40.86	41.22	41.04
S2	40.42	40.42	41.14
S3	39.62	40.06	41.07
S4	38.82	39.26	40.85

Weekly Pivots for week ending 03-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	48.44	47.53	42.73
R3	45.76	44.85	42.00
R2	43.08	43.08	41.75
R1	42.17	42.17	41.51	42.63
PP	40.40	40.40	40.40	40.63
S1	39.49	39.49	41.01	39.95
S2	37.72	37.72	40.77
S3	35.04	36.81	40.52
S4	32.36	34.13	39.79

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	41.79	39.66	2.13	5.2%	1.01	2.4%	77%	False	False	8,186
10	41.97	38.37	3.60	8.7%	1.40	3.4%	81%	False	False	7,336
20	41.97	36.26	5.71	13.8%	1.58	3.8%	88%	False	False	7,023
40	41.97	30.75	11.22	27.2%	1.53	3.7%	94%	False	False	6,247

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.36
Narrowest range in 31 trading days

Fibonacci Retracements and Extensions
4.250	44.99
2.618	43.68
1.618	42.88
1.000	42.39
0.618	42.08
HIGH	41.59
0.618	41.28
0.500	41.19
0.382	41.10
LOW	40.79
0.618	40.30
1.000	39.99
1.618	39.50
2.618	38.70
4.250	37.39

Fisher Pivots for day following 07-Jul-2020
Pivot	1 day	3 day
R1	41.26	41.20
PP	41.22	41.11
S1	41.19	41.02

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

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