NYMEX Light Sweet Crude Oil Future March 2021

Trading Metrics calculated at close of trading on 17-Nov-2020

Day Change Summary
	Previous	Current
	16-Nov-2020	17-Nov-2020	Change	Change %	Previous Week
Open	41.10	42.18	1.08	2.6%	38.56
High	42.86	42.44	-0.42	-1.0%	43.80
Low	41.01	41.35	0.34	0.8%	38.39
Close	42.09	42.17	0.08	0.2%	41.01
Range	1.85	1.09	-0.76	-41.1%	5.41
ATR	1.71	1.67	-0.04	-2.6%	0.00
Volume	51,251	37,711	-13,540	-26.4%	336,819

Daily Pivots for day following 17-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	45.26	44.80	42.77
R3	44.17	43.71	42.47
R2	43.08	43.08	42.37
R1	42.62	42.62	42.27	42.31
PP	41.99	41.99	41.99	41.83
S1	41.53	41.53	42.07	41.22
S2	40.90	40.90	41.97
S3	39.81	40.44	41.87
S4	38.72	39.35	41.57

Weekly Pivots for week ending 13-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	57.30	54.56	43.99
R3	51.89	49.15	42.50
R2	46.48	46.48	42.00
R1	43.74	43.74	41.51	45.11
PP	41.07	41.07	41.07	41.75
S1	38.33	38.33	40.51	39.70
S2	35.66	35.66	40.02
S3	30.25	32.92	39.52
S4	24.84	27.51	38.03

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	43.80	40.94	2.86	6.8%	1.31	3.1%	43%	False	False	50,442
10	43.80	38.21	5.59	13.3%	1.70	4.0%	71%	False	False	54,738
20	43.80	35.00	8.80	20.9%	1.72	4.1%	81%	False	False	46,076
40	43.80	35.00	8.80	20.9%	1.56	3.7%	81%	False	False	39,619
60	45.07	35.00	10.07	23.9%	1.47	3.5%	71%	False	False	35,615
80	45.07	35.00	10.07	23.9%	1.35	3.2%	71%	False	False	30,299
100	45.07	35.00	10.07	23.9%	1.29	3.1%	71%	False	False	26,540
120	45.07	35.00	10.07	23.9%	1.35	3.2%	71%	False	False	23,934

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.29
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	47.07
2.618	45.29
1.618	44.20
1.000	43.53
0.618	43.11
HIGH	42.44
0.618	42.02
0.500	41.90
0.382	41.77
LOW	41.35
0.618	40.68
1.000	40.26
1.618	39.59
2.618	38.50
4.250	36.72

Fisher Pivots for day following 17-Nov-2020
Pivot	1 day	3 day
R1	42.08	42.08
PP	41.99	41.99
S1	41.90	41.90

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

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