NYMEX Light Sweet Crude Oil Future February 2021

Trading Metrics calculated at close of trading on 27-Nov-2020

Day Change Summary
	Previous	Current
	25-Nov-2020	27-Nov-2020	Change	Change %	Previous Week
Open	45.05	46.12	1.07	2.4%	42.64
High	46.44	46.27	-0.17	-0.4%	46.44
Low	44.87	44.77	-0.10	-0.2%	42.52
Close	45.91	45.74	-0.17	-0.4%	45.74
Range	1.57	1.50	-0.07	-4.5%	3.92
ATR	1.60	1.59	-0.01	-0.4%	0.00
Volume	120,318	77,044	-43,274	-36.0%	446,273

Daily Pivots for day following 27-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	50.09	49.42	46.57
R3	48.59	47.92	46.15
R2	47.09	47.09	46.02
R1	46.42	46.42	45.88	46.01
PP	45.59	45.59	45.59	45.39
S1	44.92	44.92	45.60	44.51
S2	44.09	44.09	45.47
S3	42.59	43.42	45.33
S4	41.09	41.92	44.92

Weekly Pivots for week ending 27-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	56.66	55.12	47.90
R3	52.74	51.20	46.82
R2	48.82	48.82	46.46
R1	47.28	47.28	46.10	48.05
PP	44.90	44.90	44.90	45.29
S1	43.36	43.36	45.38	44.13
S2	40.98	40.98	45.02
S3	37.06	39.44	44.66
S4	33.14	35.52	43.58

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	46.44	41.84	4.60	10.1%	1.47	3.2%	85%	False	False	106,196
10	46.44	40.64	5.80	12.7%	1.35	2.9%	88%	False	False	94,675
20	46.44	34.50	11.94	26.1%	1.68	3.7%	94%	False	False	88,732
40	46.44	34.50	11.94	26.1%	1.58	3.5%	94%	False	False	62,980
60	46.44	34.50	11.94	26.1%	1.57	3.4%	94%	False	False	50,672
80	46.44	34.50	11.94	26.1%	1.40	3.1%	94%	False	False	41,351
100	46.44	34.50	11.94	26.1%	1.34	2.9%	94%	False	False	34,625
120	46.44	34.50	11.94	26.1%	1.38	3.0%	94%	False	False	29,986

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	0.15
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	52.65
2.618	50.20
1.618	48.70
1.000	47.77
0.618	47.20
HIGH	46.27
0.618	45.70
0.500	45.52
0.382	45.34
LOW	44.77
0.618	43.84
1.000	43.27
1.618	42.34
2.618	40.84
4.250	38.40

Fisher Pivots for day following 27-Nov-2020
Pivot	1 day	3 day
R1	45.67	45.41
PP	45.59	45.07
S1	45.52	44.74

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

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