NYMEX Light Sweet Crude Oil Future February 2021

Trading Metrics calculated at close of trading on 21-Sep-2020

Day Change Summary
	Previous	Current
	18-Sep-2020	21-Sep-2020	Change	Change %	Previous Week
Open	42.16	42.06	-0.10	-0.2%	38.88
High	42.67	42.35	-0.32	-0.7%	42.67
Low	41.61	39.96	-1.65	-4.0%	38.49
Close	42.24	40.54	-1.70	-4.0%	42.24
Range	1.06	2.39	1.33	125.5%	4.18
ATR	1.29	1.37	0.08	6.0%	0.00
Volume	17,781	16,509	-1,272	-7.2%	142,057

Daily Pivots for day following 21-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	48.12	46.72	41.85
R3	45.73	44.33	41.20
R2	43.34	43.34	40.98
R1	41.94	41.94	40.76	41.45
PP	40.95	40.95	40.95	40.70
S1	39.55	39.55	40.32	39.06
S2	38.56	38.56	40.10
S3	36.17	37.16	39.88
S4	33.78	34.77	39.23

Weekly Pivots for week ending 18-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	53.67	52.14	44.54
R3	49.49	47.96	43.39
R2	45.31	45.31	43.01
R1	43.78	43.78	42.62	44.55
PP	41.13	41.13	41.13	41.52
S1	39.60	39.60	41.86	40.37
S2	36.95	36.95	41.47
S3	32.77	35.42	41.09
S4	28.59	31.24	39.94

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	42.67	38.76	3.91	9.6%	1.63	4.0%	46%	False	False	27,544
10	42.67	38.09	4.58	11.3%	1.60	4.0%	53%	False	False	26,467
20	44.84	38.09	6.75	16.7%	1.33	3.3%	36%	False	False	21,181
40	44.84	38.09	6.75	16.7%	1.18	2.9%	36%	False	False	16,151
60	44.84	38.09	6.75	16.7%	1.14	2.8%	36%	False	False	12,995
80	44.84	35.19	9.65	23.8%	1.28	3.2%	55%	False	False	11,327
100	44.84	29.00	15.84	39.1%	1.37	3.4%	73%	False	False	10,320

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	0.34
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	52.51
2.618	48.61
1.618	46.22
1.000	44.74
0.618	43.83
HIGH	42.35
0.618	41.44
0.500	41.16
0.382	40.87
LOW	39.96
0.618	38.48
1.000	37.57
1.618	36.09
2.618	33.70
4.250	29.80

Fisher Pivots for day following 21-Sep-2020
Pivot	1 day	3 day
R1	41.16	41.32
PP	40.95	41.06
S1	40.75	40.80

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

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