NYMEX Light Sweet Crude Oil Future March 2021

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

Day Change Summary
	Previous	Current
	04-Aug-2020	05-Aug-2020	Change	Change %	Previous Week
Open	42.48	42.96	0.48	1.1%	42.43
High	43.50	44.75	1.25	2.9%	42.84
Low	42.04	42.88	0.84	2.0%	40.46
Close	43.25	43.80	0.55	1.3%	41.99
Range	1.46	1.87	0.41	28.1%	2.38
ATR	1.19	1.23	0.05	4.1%	0.00
Volume	16,894	25,414	8,520	50.4%	44,448

Daily Pivots for day following 05-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	49.42	48.48	44.83
R3	47.55	46.61	44.31
R2	45.68	45.68	44.14
R1	44.74	44.74	43.97	45.21
PP	43.81	43.81	43.81	44.05
S1	42.87	42.87	43.63	43.34
S2	41.94	41.94	43.46
S3	40.07	41.00	43.29
S4	38.20	39.13	42.77

Weekly Pivots for week ending 31-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	48.90	47.83	43.30
R3	46.52	45.45	42.64
R2	44.14	44.14	42.43
R1	43.07	43.07	42.21	42.42
PP	41.76	41.76	41.76	41.44
S1	40.69	40.69	41.77	40.04
S2	39.38	39.38	41.55
S3	37.00	38.31	41.34
S4	34.62	35.93	40.68

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	44.75	40.46	4.29	9.8%	1.55	3.5%	78%	True	False	15,436
10	44.75	40.46	4.29	9.8%	1.21	2.8%	78%	True	False	12,844
20	44.75	40.13	4.62	10.5%	1.10	2.5%	79%	True	False	11,716
40	44.75	36.55	8.20	18.7%	1.33	3.0%	88%	True	False	11,308

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.22
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	52.70
2.618	49.65
1.618	47.78
1.000	46.62
0.618	45.91
HIGH	44.75
0.618	44.04
0.500	43.82
0.382	43.59
LOW	42.88
0.618	41.72
1.000	41.01
1.618	39.85
2.618	37.98
4.250	34.93

Fisher Pivots for day following 05-Aug-2020
Pivot	1 day	3 day
R1	43.82	43.57
PP	43.81	43.34
S1	43.81	43.11

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

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