NYMEX Light Sweet Crude Oil Future February 2021

Trading Metrics calculated at close of trading on 09-Sep-2020

Day Change Summary
	Previous	Current
	08-Sep-2020	09-Sep-2020	Change	Change %	Previous Week
Open	41.14	38.62	-2.52	-6.1%	44.25
High	41.14	40.05	-1.09	-2.6%	44.77
Low	38.09	38.09	0.00	0.0%	41.09
Close	38.68	39.78	1.10	2.8%	41.44
Range	3.05	1.96	-1.09	-35.7%	3.68
ATR	1.27	1.32	0.05	3.9%	0.00
Volume	37,527	24,616	-12,911	-34.4%	89,514

Daily Pivots for day following 09-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	45.19	44.44	40.86
R3	43.23	42.48	40.32
R2	41.27	41.27	40.14
R1	40.52	40.52	39.96	40.90
PP	39.31	39.31	39.31	39.49
S1	38.56	38.56	39.60	38.94
S2	37.35	37.35	39.42
S3	35.39	36.60	39.24
S4	33.43	34.64	38.70

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	44.46	38.09	6.37	16.0%	2.05	5.2%	27%	False	True	22,482
10	44.84	38.09	6.75	17.0%	1.40	3.5%	25%	False	True	18,964
20	44.84	38.09	6.75	17.0%	1.12	2.8%	25%	False	True	16,155
40	44.84	38.09	6.75	17.0%	1.08	2.7%	25%	False	True	12,400
60	44.84	38.09	6.75	17.0%	1.17	2.9%	25%	False	True	10,399
80	44.84	32.58	12.26	30.8%	1.31	3.3%	59%	False	False	9,270

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.25
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	48.38
2.618	45.18
1.618	43.22
1.000	42.01
0.618	41.26
HIGH	40.05
0.618	39.30
0.500	39.07
0.382	38.84
LOW	38.09
0.618	36.88
1.000	36.13
1.618	34.92
2.618	32.96
4.250	29.76

Fisher Pivots for day following 09-Sep-2020
Pivot	1 day	3 day
R1	39.54	40.67
PP	39.31	40.37
S1	39.07	40.08

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

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