NYMEX Light Sweet Crude Oil Future March 2021

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

Day Change Summary
	Previous	Current
	04-Nov-2020	05-Nov-2020	Change	Change %	Previous Week
Open	39.32	40.18	0.86	2.2%	40.52
High	40.32	40.40	0.08	0.2%	40.71
Low	38.44	39.40	0.96	2.5%	36.09
Close	40.24	39.87	-0.37	-0.9%	37.00
Range	1.88	1.00	-0.88	-46.8%	4.62
ATR	1.65	1.60	-0.05	-2.8%	0.00
Volume	30,583	30,346	-237	-0.8%	209,453

Daily Pivots for day following 05-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	42.89	42.38	40.42
R3	41.89	41.38	40.15
R2	40.89	40.89	40.05
R1	40.38	40.38	39.96	40.14
PP	39.89	39.89	39.89	39.77
S1	39.38	39.38	39.78	39.14
S2	38.89	38.89	39.69
S3	37.89	38.38	39.60
S4	36.89	37.38	39.32

Weekly Pivots for week ending 30-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	51.79	49.02	39.54
R3	47.17	44.40	38.27
R2	42.55	42.55	37.85
R1	39.78	39.78	37.42	38.86
PP	37.93	37.93	37.93	37.47
S1	35.16	35.16	36.58	34.24
S2	33.31	33.31	36.15
S3	28.69	30.54	35.73
S4	24.07	25.92	34.46

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	40.40	35.00	5.40	13.5%	1.82	4.6%	90%	True	False	38,722
10	41.75	35.00	6.75	16.9%	1.74	4.4%	72%	False	False	38,037
20	42.64	35.00	7.64	19.2%	1.46	3.7%	64%	False	False	33,430
40	42.95	35.00	7.95	19.9%	1.47	3.7%	61%	False	False	33,520
60	45.07	35.00	10.07	25.3%	1.34	3.4%	48%	False	False	29,472
80	45.07	35.00	10.07	25.3%	1.27	3.2%	48%	False	False	25,105
100	45.07	35.00	10.07	25.3%	1.28	3.2%	48%	False	False	22,424

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 13 trading days

Fibonacci Retracements and Extensions
4.250	44.65
2.618	43.02
1.618	42.02
1.000	41.40
0.618	41.02
HIGH	40.40
0.618	40.02
0.500	39.90
0.382	39.78
LOW	39.40
0.618	38.78
1.000	38.40
1.618	37.78
2.618	36.78
4.250	35.15

Fisher Pivots for day following 05-Nov-2020
Pivot	1 day	3 day
R1	39.90	39.61
PP	39.89	39.35
S1	39.88	39.10

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

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