NYMEX Light Sweet Crude Oil Future March 2021

Trading Metrics calculated at close of trading on 10-Nov-2020

Day Change Summary
	Previous	Current
	09-Nov-2020	10-Nov-2020	Change	Change %	Previous Week
Open	38.56	40.87	2.31	6.0%	36.37
High	42.29	42.68	0.39	0.9%	40.40
Low	38.39	40.46	2.07	5.4%	35.00
Close	41.31	42.27	0.96	2.3%	38.34
Range	3.90	2.22	-1.68	-43.1%	5.40
ATR	1.77	1.81	0.03	1.8%	0.00
Volume	103,678	69,892	-33,786	-32.6%	218,349

Daily Pivots for day following 10-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	48.46	47.59	43.49
R3	46.24	45.37	42.88
R2	44.02	44.02	42.68
R1	43.15	43.15	42.47	43.59
PP	41.80	41.80	41.80	42.02
S1	40.93	40.93	42.07	41.37
S2	39.58	39.58	41.86
S3	37.36	38.71	41.66
S4	35.14	36.49	41.05

Weekly Pivots for week ending 06-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	54.11	51.63	41.31
R3	48.71	46.23	39.83
R2	43.31	43.31	39.33
R1	40.83	40.83	38.84	42.07
PP	37.91	37.91	37.91	38.54
S1	35.43	35.43	37.85	36.67
S2	32.51	32.51	37.35
S3	27.11	30.03	36.86
S4	21.71	24.63	35.37

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	42.68	38.21	4.47	10.6%	2.08	4.9%	91%	True	False	59,035
10	42.68	35.00	7.68	18.2%	2.12	5.0%	95%	True	False	55,050
20	42.68	35.00	7.68	18.2%	1.68	4.0%	95%	True	False	40,384
40	42.95	35.00	7.95	18.8%	1.58	3.7%	91%	False	False	36,833
60	45.07	35.00	10.07	23.8%	1.43	3.4%	72%	False	False	32,623
80	45.07	35.00	10.07	23.8%	1.34	3.2%	72%	False	False	27,783
100	45.07	35.00	10.07	23.8%	1.31	3.1%	72%	False	False	24,536

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	0.43
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	52.12
2.618	48.49
1.618	46.27
1.000	44.90
0.618	44.05
HIGH	42.68
0.618	41.83
0.500	41.57
0.382	41.31
LOW	40.46
0.618	39.09
1.000	38.24
1.618	36.87
2.618	34.65
4.250	31.03

Fisher Pivots for day following 10-Nov-2020
Pivot	1 day	3 day
R1	42.04	41.66
PP	41.80	41.05
S1	41.57	40.45

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

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