NYMEX Light Sweet Crude Oil Future May 2021

Trading Metrics calculated at close of trading on 24-Sep-2020

Day Change Summary
	Previous	Current
	23-Sep-2020	24-Sep-2020	Change	Change %	Previous Week
Open	41.48	41.02	-0.46	-1.1%	40.07
High	42.45	42.16	-0.29	-0.7%	43.45
Low	41.18	41.02	-0.16	-0.4%	39.80
Close	41.73	42.14	0.41	1.0%	43.04
Range	1.27	1.14	-0.13	-10.2%	3.65
ATR	1.19	1.19	0.00	-0.3%	0.00
Volume	2,950	9,299	6,349	215.2%	32,694

Daily Pivots for day following 24-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	45.19	44.81	42.77
R3	44.05	43.67	42.45
R2	42.91	42.91	42.35
R1	42.53	42.53	42.24	42.72
PP	41.77	41.77	41.77	41.87
S1	41.39	41.39	42.04	41.58
S2	40.63	40.63	41.93
S3	39.49	40.25	41.83
S4	38.35	39.11	41.51

Weekly Pivots for week ending 18-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	53.05	51.69	45.05
R3	49.40	48.04	44.04
R2	45.75	45.75	43.71
R1	44.39	44.39	43.37	45.07
PP	42.10	42.10	42.10	42.44
S1	40.74	40.74	42.71	41.42
S2	38.45	38.45	42.37
S3	34.80	37.09	42.04
S4	31.15	33.44	41.03

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	43.45	40.93	2.52	6.0%	1.28	3.0%	48%	False	False	5,114
10	43.45	39.80	3.65	8.7%	1.20	2.8%	64%	False	False	5,883
20	45.36	39.36	6.00	14.2%	1.22	2.9%	46%	False	False	6,701
40	45.42	39.36	6.06	14.4%	1.06	2.5%	46%	False	False	5,498

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	True
Bull Hook	False
Stretch	0.26
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	47.01
2.618	45.14
1.618	44.00
1.000	43.30
0.618	42.86
HIGH	42.16
0.618	41.72
0.500	41.59
0.382	41.46
LOW	41.02
0.618	40.32
1.000	39.88
1.618	39.18
2.618	38.04
4.250	36.18

Fisher Pivots for day following 24-Sep-2020
Pivot	1 day	3 day
R1	41.96	42.01
PP	41.77	41.87
S1	41.59	41.74

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

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