NYMEX Light Sweet Crude Oil Future February 2021

Trading Metrics calculated at close of trading on 03-Nov-2020

Day Change Summary
	Previous	Current
	02-Nov-2020	03-Nov-2020	Change	Change %	Previous Week
Open	36.07	37.82	1.75	4.9%	40.27
High	37.92	39.02	1.10	2.9%	40.43
Low	34.50	37.35	2.85	8.3%	35.69
Close	37.63	38.41	0.78	2.1%	36.57
Range	3.42	1.67	-1.75	-51.2%	4.74
ATR	1.68	1.68	0.00	0.0%	0.00
Volume	75,595	86,546	10,951	14.5%	301,269

Daily Pivots for day following 03-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	43.27	42.51	39.33
R3	41.60	40.84	38.87
R2	39.93	39.93	38.72
R1	39.17	39.17	38.56	39.55
PP	38.26	38.26	38.26	38.45
S1	37.50	37.50	38.26	37.88
S2	36.59	36.59	38.10
S3	34.92	35.83	37.95
S4	33.25	34.16	37.49

Weekly Pivots for week ending 30-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	51.78	48.92	39.18
R3	47.04	44.18	37.87
R2	42.30	42.30	37.44
R1	39.44	39.44	37.00	38.50
PP	37.56	37.56	37.56	37.10
S1	34.70	34.70	36.14	33.76
S2	32.82	32.82	35.70
S3	28.08	29.96	35.27
S4	23.34	25.22	33.96

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	39.65	34.50	5.15	13.4%	2.22	5.8%	76%	False	False	77,843
10	42.12	34.50	7.62	19.8%	1.81	4.7%	51%	False	False	54,744
20	42.41	34.50	7.91	20.6%	1.49	3.9%	49%	False	False	43,430
40	42.67	34.50	8.17	21.3%	1.51	3.9%	48%	False	False	35,184
60	44.84	34.50	10.34	26.9%	1.37	3.6%	38%	False	False	28,590
80	44.84	34.50	10.34	26.9%	1.29	3.4%	38%	False	False	23,536
100	44.84	34.50	10.34	26.9%	1.31	3.4%	38%	False	False	20,133
120	44.84	31.75	13.09	34.1%	1.37	3.6%	51%	False	False	17,743

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	0.41
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	46.12
2.618	43.39
1.618	41.72
1.000	40.69
0.618	40.05
HIGH	39.02
0.618	38.38
0.500	38.19
0.382	37.99
LOW	37.35
0.618	36.32
1.000	35.68
1.618	34.65
2.618	32.98
4.250	30.25

Fisher Pivots for day following 03-Nov-2020
Pivot	1 day	3 day
R1	38.34	37.86
PP	38.26	37.31
S1	38.19	36.76

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

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