NYMEX Light Sweet Crude Oil Future May 2021

Trading Metrics calculated at close of trading on 05-Oct-2020

Day Change Summary
	Previous	Current
	02-Oct-2020	05-Oct-2020	Change	Change %	Previous Week
Open	40.44	39.41	-1.03	-2.5%	41.74
High	40.51	41.62	1.11	2.7%	42.50
Low	38.85	39.41	0.56	1.4%	38.85
Close	39.26	41.29	2.03	5.2%	39.26
Range	1.66	2.21	0.55	33.1%	3.65
ATR	1.35	1.42	0.07	5.4%	0.00
Volume	6,598	8,717	2,119	32.1%	39,149

Daily Pivots for day following 05-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	47.40	46.56	42.51
R3	45.19	44.35	41.90
R2	42.98	42.98	41.70
R1	42.14	42.14	41.49	42.56
PP	40.77	40.77	40.77	40.99
S1	39.93	39.93	41.09	40.35
S2	38.56	38.56	40.88
S3	36.35	37.72	40.68
S4	34.14	35.51	40.07

Weekly Pivots for week ending 02-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	51.15	48.86	41.27
R3	47.50	45.21	40.26
R2	43.85	43.85	39.93
R1	41.56	41.56	39.59	40.88
PP	40.20	40.20	40.20	39.87
S1	37.91	37.91	38.93	37.23
S2	36.55	36.55	38.59
S3	32.90	34.26	38.26
S4	29.25	30.61	37.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	42.25	38.85	3.40	8.2%	1.92	4.6%	72%	False	False	8,831
10	42.50	38.85	3.65	8.8%	1.45	3.5%	67%	False	False	7,037
20	43.45	38.85	4.60	11.1%	1.42	3.4%	53%	False	False	7,934
40	45.42	38.85	6.57	15.9%	1.13	2.7%	37%	False	False	6,065

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	51.01
2.618	47.41
1.618	45.20
1.000	43.83
0.618	42.99
HIGH	41.62
0.618	40.78
0.500	40.52
0.382	40.25
LOW	39.41
0.618	38.04
1.000	37.20
1.618	35.83
2.618	33.62
4.250	30.02

Fisher Pivots for day following 05-Oct-2020
Pivot	1 day	3 day
R1	41.03	41.04
PP	40.77	40.80
S1	40.52	40.55

Download as Excel Spreadsheet

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

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