NYMEX Light Sweet Crude Oil Future February 2021

Trading Metrics calculated at close of trading on 05-Oct-2020

Day Change Summary
	Previous	Current
	02-Oct-2020	05-Oct-2020	Change	Change %	Previous Week
Open	39.60	38.18	-1.42	-3.6%	40.91
High	39.62	40.70	1.08	2.7%	41.67
Low	37.71	38.18	0.47	1.2%	37.71
Close	38.15	40.28	2.13	5.6%	38.15
Range	1.91	2.52	0.61	31.9%	3.96
ATR	1.49	1.56	0.08	5.1%	0.00
Volume	25,061	31,997	6,936	27.7%	133,858

Daily Pivots for day following 05-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	47.28	46.30	41.67
R3	44.76	43.78	40.97
R2	42.24	42.24	40.74
R1	41.26	41.26	40.51	41.75
PP	39.72	39.72	39.72	39.97
S1	38.74	38.74	40.05	39.23
S2	37.20	37.20	39.82
S3	34.68	36.22	39.59
S4	32.16	33.70	38.89

Weekly Pivots for week ending 02-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	51.06	48.56	40.33
R3	47.10	44.60	39.24
R2	43.14	43.14	38.88
R1	40.64	40.64	38.51	39.91
PP	39.18	39.18	39.18	38.81
S1	36.68	36.68	37.79	35.95
S2	35.22	35.22	37.42
S3	31.26	32.72	37.06
S4	27.30	28.76	35.97

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	41.55	37.71	3.84	9.5%	2.16	5.4%	67%	False	False	30,727
10	41.67	37.71	3.96	9.8%	1.61	4.0%	65%	False	False	28,092
20	42.67	37.71	4.96	12.3%	1.61	4.0%	52%	False	False	27,279
40	44.84	37.71	7.13	17.7%	1.29	3.2%	36%	False	False	20,650
60	44.84	37.71	7.13	17.7%	1.21	3.0%	36%	False	False	16,474
80	44.84	36.26	8.58	21.3%	1.27	3.2%	47%	False	False	14,035
100	44.84	30.75	14.09	35.0%	1.34	3.3%	68%	False	False	12,394

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.26
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	51.41
2.618	47.30
1.618	44.78
1.000	43.22
0.618	42.26
HIGH	40.70
0.618	39.74
0.500	39.44
0.382	39.14
LOW	38.18
0.618	36.62
1.000	35.66
1.618	34.10
2.618	31.58
4.250	27.47

Fisher Pivots for day following 05-Oct-2020
Pivot	1 day	3 day
R1	40.00	40.03
PP	39.72	39.78
S1	39.44	39.53

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

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