NYMEX Light Sweet Crude Oil Future May 2021

Trading Metrics calculated at close of trading on 25-Sep-2020

Day Change Summary
	Previous	Current
	24-Sep-2020	25-Sep-2020	Change	Change %	Previous Week
Open	41.02	42.33	1.31	3.2%	42.86
High	42.16	42.34	0.18	0.4%	43.18
Low	41.02	41.70	0.68	1.7%	40.93
Close	42.14	42.00	-0.14	-0.3%	42.00
Range	1.14	0.64	-0.50	-43.9%	2.25
ATR	1.19	1.15	-0.04	-3.3%	0.00
Volume	9,299	4,118	-5,181	-55.7%	26,076

Daily Pivots for day following 25-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	43.93	43.61	42.35
R3	43.29	42.97	42.18
R2	42.65	42.65	42.12
R1	42.33	42.33	42.06	42.17
PP	42.01	42.01	42.01	41.94
S1	41.69	41.69	41.94	41.53
S2	41.37	41.37	41.88
S3	40.73	41.05	41.82
S4	40.09	40.41	41.65

Weekly Pivots for week ending 25-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	48.79	47.64	43.24
R3	46.54	45.39	42.62
R2	44.29	44.29	42.41
R1	43.14	43.14	42.21	42.59
PP	42.04	42.04	42.04	41.76
S1	40.89	40.89	41.79	40.34
S2	39.79	39.79	41.59
S3	37.54	38.64	41.38
S4	35.29	36.39	40.76

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	43.18	40.93	2.25	5.4%	1.25	3.0%	48%	False	False	5,215
10	43.45	39.80	3.65	8.7%	1.18	2.8%	60%	False	False	5,877
20	45.36	39.36	6.00	14.3%	1.20	2.9%	44%	False	False	6,725
40	45.42	39.36	6.06	14.4%	1.03	2.4%	44%	False	False	5,538

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	True
Stretch	0.23
Narrowest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	45.06
2.618	44.02
1.618	43.38
1.000	42.98
0.618	42.74
HIGH	42.34
0.618	42.10
0.500	42.02
0.382	41.94
LOW	41.70
0.618	41.30
1.000	41.06
1.618	40.66
2.618	40.02
4.250	38.98

Fisher Pivots for day following 25-Sep-2020
Pivot	1 day	3 day
R1	42.02	41.91
PP	42.01	41.82
S1	42.01	41.74

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

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