NYMEX Light Sweet Crude Oil Future March 2021

Trading Metrics calculated at close of trading on 11-Nov-2020

Day Change Summary
	Previous	Current
	10-Nov-2020	11-Nov-2020	Change	Change %	Previous Week
Open	40.87	42.63	1.76	4.3%	36.37
High	42.68	43.80	1.12	2.6%	40.40
Low	40.46	42.24	1.78	4.4%	35.00
Close	42.27	42.37	0.10	0.2%	38.34
Range	2.22	1.56	-0.66	-29.7%	5.40
ATR	1.81	1.79	-0.02	-1.0%	0.00
Volume	69,892	66,212	-3,680	-5.3%	218,349

Daily Pivots for day following 11-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	47.48	46.49	43.23
R3	45.92	44.93	42.80
R2	44.36	44.36	42.66
R1	43.37	43.37	42.51	43.09
PP	42.80	42.80	42.80	42.66
S1	41.81	41.81	42.23	41.53
S2	41.24	41.24	42.08
S3	39.68	40.25	41.94
S4	38.12	38.69	41.51

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	43.80	38.21	5.59	13.2%	2.02	4.8%	74%	True	False	66,161
10	43.80	35.00	8.80	20.8%	2.09	4.9%	84%	True	False	56,758
20	43.80	35.00	8.80	20.8%	1.70	4.0%	84%	True	False	42,078
40	43.80	35.00	8.80	20.8%	1.58	3.7%	84%	True	False	37,672
60	45.07	35.00	10.07	23.8%	1.45	3.4%	73%	False	False	33,547
80	45.07	35.00	10.07	23.8%	1.34	3.2%	73%	False	False	28,447
100	45.07	35.00	10.07	23.8%	1.31	3.1%	73%	False	False	25,111

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	0.47
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	50.43
2.618	47.88
1.618	46.32
1.000	45.36
0.618	44.76
HIGH	43.80
0.618	43.20
0.500	43.02
0.382	42.84
LOW	42.24
0.618	41.28
1.000	40.68
1.618	39.72
2.618	38.16
4.250	35.61

Fisher Pivots for day following 11-Nov-2020
Pivot	1 day	3 day
R1	43.02	41.95
PP	42.80	41.52
S1	42.59	41.10

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

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