NYMEX Light Sweet Crude Oil Future May 2021

Trading Metrics calculated at close of trading on 03-Sep-2020

Day Change Summary
	Previous	Current
	02-Sep-2020	03-Sep-2020	Change	Change %	Previous Week
Open	45.04	43.82	-1.22	-2.7%	44.36
High	45.18	43.99	-1.19	-2.6%	45.42
Low	43.60	42.97	-0.63	-1.4%	44.12
Close	43.82	43.79	-0.03	-0.1%	44.95
Range	1.58	1.02	-0.56	-35.4%	1.30
ATR	0.89	0.90	0.01	1.0%	0.00
Volume	4,688	4,579	-109	-2.3%	16,168

Daily Pivots for day following 03-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	46.64	46.24	44.35
R3	45.62	45.22	44.07
R2	44.60	44.60	43.98
R1	44.20	44.20	43.88	43.89
PP	43.58	43.58	43.58	43.43
S1	43.18	43.18	43.70	42.87
S2	42.56	42.56	43.60
S3	41.54	42.16	43.51
S4	40.52	41.14	43.23

Weekly Pivots for week ending 28-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	48.73	48.14	45.67
R3	47.43	46.84	45.31
R2	46.13	46.13	45.19
R1	45.54	45.54	45.07	45.84
PP	44.83	44.83	44.83	44.98
S1	44.24	44.24	44.83	44.54
S2	43.53	43.53	44.71
S3	42.23	42.94	44.59
S4	40.93	41.64	44.24

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	45.36	42.97	2.39	5.5%	0.87	2.0%	34%	False	True	3,671
10	45.42	42.97	2.45	5.6%	0.82	1.9%	33%	False	True	3,484
20	45.42	42.97	2.45	5.6%	0.78	1.8%	33%	False	True	4,326

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	0.13
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	48.33
2.618	46.66
1.618	45.64
1.000	45.01
0.618	44.62
HIGH	43.99
0.618	43.60
0.500	43.48
0.382	43.36
LOW	42.97
0.618	42.34
1.000	41.95
1.618	41.32
2.618	40.30
4.250	38.64

Fisher Pivots for day following 03-Sep-2020
Pivot	1 day	3 day
R1	43.69	44.08
PP	43.58	43.98
S1	43.48	43.89

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

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