NYMEX Light Sweet Crude Oil Future March 2021

Trading Metrics calculated at close of trading on 29-Jul-2020

Day Change Summary
	Previous	Current
	28-Jul-2020	29-Jul-2020	Change	Change %	Previous Week
Open	42.77	42.50	-0.27	-0.6%	41.66
High	42.84	42.79	-0.05	-0.1%	43.14
Low	42.17	42.26	0.09	0.2%	41.10
Close	42.35	42.65	0.30	0.7%	42.35
Range	0.67	0.53	-0.14	-20.9%	2.04
ATR	1.14	1.09	-0.04	-3.8%	0.00
Volume	8,225	10,760	2,535	30.8%	45,452

Daily Pivots for day following 29-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	44.16	43.93	42.94
R3	43.63	43.40	42.80
R2	43.10	43.10	42.75
R1	42.87	42.87	42.70	42.99
PP	42.57	42.57	42.57	42.62
S1	42.34	42.34	42.60	42.46
S2	42.04	42.04	42.55
S3	41.51	41.81	42.50
S4	40.98	41.28	42.36

Weekly Pivots for week ending 24-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	48.32	47.37	43.47
R3	46.28	45.33	42.91
R2	44.24	44.24	42.72
R1	43.29	43.29	42.54	43.77
PP	42.20	42.20	42.20	42.43
S1	41.25	41.25	42.16	41.73
S2	40.16	40.16	41.98
S3	38.12	39.21	41.79
S4	36.08	37.17	41.23

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	43.04	41.66	1.38	3.2%	0.87	2.0%	72%	False	False	10,252
10	43.14	41.10	2.04	4.8%	0.83	1.9%	76%	False	False	8,992
20	43.14	39.65	3.49	8.2%	0.97	2.3%	86%	False	False	11,352
40	43.14	36.55	6.59	15.5%	1.33	3.1%	93%	False	False	11,053

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.19
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	45.04
2.618	44.18
1.618	43.65
1.000	43.32
0.618	43.12
HIGH	42.79
0.618	42.59
0.500	42.53
0.382	42.46
LOW	42.26
0.618	41.93
1.000	41.73
1.618	41.40
2.618	40.87
4.250	40.01

Fisher Pivots for day following 29-Jul-2020
Pivot	1 day	3 day
R1	42.61	42.52
PP	42.57	42.39
S1	42.53	42.26

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

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