NYMEX Light Sweet Crude Oil Future February 2021

Trading Metrics calculated at close of trading on 08-Sep-2020

Day Change Summary
	Previous	Current
	04-Sep-2020	08-Sep-2020	Change	Change %	Previous Week
Open	42.78	41.14	-1.64	-3.8%	44.25
High	43.24	41.14	-2.10	-4.9%	44.77
Low	41.09	38.09	-3.00	-7.3%	41.09
Close	41.44	38.68	-2.76	-6.7%	41.44
Range	2.15	3.05	0.90	41.9%	3.68
ATR	1.11	1.27	0.16	14.5%	0.00
Volume	18,447	37,527	19,080	103.4%	89,514

Daily Pivots for day following 08-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	48.45	46.62	40.36
R3	45.40	43.57	39.52
R2	42.35	42.35	39.24
R1	40.52	40.52	38.96	39.91
PP	39.30	39.30	39.30	39.00
S1	37.47	37.47	38.40	36.86
S2	36.25	36.25	38.12
S3	33.20	34.42	37.84
S4	30.15	31.37	37.00

Weekly Pivots for week ending 04-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	53.47	51.14	43.46
R3	49.79	47.46	42.45
R2	46.11	46.11	42.11
R1	43.78	43.78	41.78	43.11
PP	42.43	42.43	42.43	42.10
S1	40.10	40.10	41.10	39.43
S2	38.75	38.75	40.77
S3	35.07	36.42	40.43
S4	31.39	32.74	39.42

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	44.51	38.09	6.42	16.6%	1.76	4.6%	9%	False	True	22,600
10	44.84	38.09	6.75	17.5%	1.30	3.4%	9%	False	True	18,663
20	44.84	38.09	6.75	17.5%	1.08	2.8%	9%	False	True	15,401
40	44.84	38.09	6.75	17.5%	1.06	2.7%	9%	False	True	11,887
60	44.84	36.33	8.51	22.0%	1.18	3.0%	28%	False	False	10,099
80	44.84	31.75	13.09	33.8%	1.30	3.4%	53%	False	False	9,023

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.20
Widest range in 93 trading days

Fibonacci Retracements and Extensions
4.250	54.10
2.618	49.12
1.618	46.07
1.000	44.19
0.618	43.02
HIGH	41.14
0.618	39.97
0.500	39.62
0.382	39.26
LOW	38.09
0.618	36.21
1.000	35.04
1.618	33.16
2.618	30.11
4.250	25.13

Fisher Pivots for day following 08-Sep-2020
Pivot	1 day	3 day
R1	39.62	40.67
PP	39.30	40.01
S1	38.99	39.34

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

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