NYMEX Light Sweet Crude Oil Future May 2021

Trading Metrics calculated at close of trading on 06-Oct-2020

Day Change Summary
	Previous	Current
	05-Oct-2020	06-Oct-2020	Change	Change %	Previous Week
Open	39.41	41.21	1.80	4.6%	41.74
High	41.62	42.60	0.98	2.4%	42.50
Low	39.41	41.21	1.80	4.6%	38.85
Close	41.29	42.49	1.20	2.9%	39.26
Range	2.21	1.39	-0.82	-37.1%	3.65
ATR	1.42	1.42	0.00	-0.1%	0.00
Volume	8,717	8,390	-327	-3.8%	39,149

Daily Pivots for day following 06-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	46.27	45.77	43.25
R3	44.88	44.38	42.87
R2	43.49	43.49	42.74
R1	42.99	42.99	42.62	43.24
PP	42.10	42.10	42.10	42.23
S1	41.60	41.60	42.36	41.85
S2	40.71	40.71	42.24
S3	39.32	40.21	42.11
S4	37.93	38.82	41.73

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	42.60	38.85	3.75	8.8%	1.83	4.3%	97%	True	False	9,276
10	42.60	38.85	3.75	8.8%	1.50	3.5%	97%	True	False	7,262
20	43.45	38.85	4.60	10.8%	1.35	3.2%	79%	False	False	7,659
40	45.42	38.85	6.57	15.5%	1.15	2.7%	55%	False	False	6,116

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	False
Bull Hook	False
Stretch	0.10
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	48.51
2.618	46.24
1.618	44.85
1.000	43.99
0.618	43.46
HIGH	42.60
0.618	42.07
0.500	41.91
0.382	41.74
LOW	41.21
0.618	40.35
1.000	39.82
1.618	38.96
2.618	37.57
4.250	35.30

Fisher Pivots for day following 06-Oct-2020
Pivot	1 day	3 day
R1	42.30	41.90
PP	42.10	41.31
S1	41.91	40.73

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

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