NYMEX Light Sweet Crude Oil Future May 2021

Trading Metrics calculated at close of trading on 09-Sep-2020

Day Change Summary
	Previous	Current
	08-Sep-2020	09-Sep-2020	Change	Change %	Previous Week
Open	41.45	39.43	-2.02	-4.9%	45.21
High	42.00	41.09	-0.91	-2.2%	45.36
Low	39.36	39.43	0.07	0.2%	42.21
Close	39.88	40.88	1.00	2.5%	42.53
Range	2.64	1.66	-0.98	-37.1%	3.15
ATR	1.13	1.17	0.04	3.3%	0.00
Volume	13,892	22,924	9,032	65.0%	22,184

Daily Pivots for day following 09-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	45.45	44.82	41.79
R3	43.79	43.16	41.34
R2	42.13	42.13	41.18
R1	41.50	41.50	41.03	41.82
PP	40.47	40.47	40.47	40.62
S1	39.84	39.84	40.73	40.16
S2	38.81	38.81	40.58
S3	37.15	38.18	40.42
S4	35.49	36.52	39.97

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	14.2%	1.77	4.3%	26%	False	False	10,283
10	45.42	39.36	6.06	14.8%	1.20	2.9%	25%	False	False	6,631
20	45.42	39.36	6.06	14.8%	0.97	2.4%	25%	False	False	5,321

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	0.22
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	48.15
2.618	45.44
1.618	43.78
1.000	42.75
0.618	42.12
HIGH	41.09
0.618	40.46
0.500	40.26
0.382	40.06
LOW	39.43
0.618	38.40
1.000	37.77
1.618	36.74
2.618	35.08
4.250	32.38

Fisher Pivots for day following 09-Sep-2020
Pivot	1 day	3 day
R1	40.67	41.75
PP	40.47	41.46
S1	40.26	41.17

Download as Excel Spreadsheet

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

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