NYMEX Light Sweet Crude Oil Future May 2021

Trading Metrics calculated at close of trading on 08-Sep-2020

Day Change Summary
	Previous	Current
	04-Sep-2020	08-Sep-2020	Change	Change %	Previous Week
Open	43.47	41.45	-2.02	-4.6%	45.21
High	44.14	42.00	-2.14	-4.8%	45.36
Low	42.21	39.36	-2.85	-6.8%	42.21
Close	42.53	39.88	-2.65	-6.2%	42.53
Range	1.93	2.64	0.71	36.8%	3.15
ATR	0.98	1.13	0.16	16.0%	0.00
Volume	5,333	13,892	8,559	160.5%	22,184

Daily Pivots for day following 08-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	48.33	46.75	41.33
R3	45.69	44.11	40.61
R2	43.05	43.05	40.36
R1	41.47	41.47	40.12	40.94
PP	40.41	40.41	40.41	40.15
S1	38.83	38.83	39.64	38.30
S2	37.77	37.77	39.40
S3	35.13	36.19	39.15
S4	32.49	33.55	38.43

Weekly Pivots for week ending 04-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	52.82	50.82	44.26
R3	49.67	47.67	43.40
R2	46.52	46.52	43.11
R1	44.52	44.52	42.82	43.95
PP	43.37	43.37	43.37	43.08
S1	41.37	41.37	42.24	40.80
S2	40.22	40.22	41.95
S3	37.07	38.22	41.66
S4	33.92	35.07	40.80

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	45.18	39.36	5.82	14.6%	1.51	3.8%	9%	False	True	6,620
10	45.42	39.36	6.06	15.2%	1.11	2.8%	9%	False	True	4,931
20	45.42	39.36	6.06	15.2%	0.94	2.4%	9%	False	True	4,574

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.22
Widest range in 32 trading days

Fibonacci Retracements and Extensions
4.250	53.22
2.618	48.91
1.618	46.27
1.000	44.64
0.618	43.63
HIGH	42.00
0.618	40.99
0.500	40.68
0.382	40.37
LOW	39.36
0.618	37.73
1.000	36.72
1.618	35.09
2.618	32.45
4.250	28.14

Fisher Pivots for day following 08-Sep-2020
Pivot	1 day	3 day
R1	40.68	41.75
PP	40.41	41.13
S1	40.15	40.50

Download as Excel Spreadsheet

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

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