NYMEX Light Sweet Crude Oil Future May 2021

Trading Metrics calculated at close of trading on 19-Nov-2020

Day Change Summary
	Previous	Current
	18-Nov-2020	19-Nov-2020	Change	Change %	Previous Week
Open	42.57	42.77	0.20	0.5%	39.28
High	43.56	42.97	-0.59	-1.4%	44.14
Low	42.37	42.27	-0.10	-0.2%	39.13
Close	42.92	42.74	-0.18	-0.4%	41.55
Range	1.19	0.70	-0.49	-41.2%	5.01
ATR	1.52	1.46	-0.06	-3.8%	0.00
Volume	17,095	13,603	-3,492	-20.4%	99,835

Daily Pivots for day following 19-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	44.76	44.45	43.13
R3	44.06	43.75	42.93
R2	43.36	43.36	42.87
R1	43.05	43.05	42.80	42.86
PP	42.66	42.66	42.66	42.56
S1	42.35	42.35	42.68	42.16
S2	41.96	41.96	42.61
S3	41.26	41.65	42.55
S4	40.56	40.95	42.36

Weekly Pivots for week ending 13-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	56.64	54.10	44.31
R3	51.63	49.09	42.93
R2	46.62	46.62	42.47
R1	44.08	44.08	42.01	45.35
PP	41.61	41.61	41.61	42.24
S1	39.07	39.07	41.09	40.34
S2	36.60	36.60	40.63
S3	31.59	34.06	40.17
S4	26.58	29.05	38.79

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	43.56	41.49	2.07	4.8%	1.06	2.5%	60%	False	False	13,637
10	44.14	38.99	5.15	12.0%	1.49	3.5%	73%	False	False	16,903
20	44.14	36.00	8.14	19.0%	1.54	3.6%	83%	False	False	14,511
40	44.14	36.00	8.14	19.0%	1.40	3.3%	83%	False	False	11,264
60	45.36	36.00	9.36	21.9%	1.34	3.1%	72%	False	False	9,743
80	45.42	36.00	9.42	22.0%	1.23	2.9%	72%	False	False	8,381

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.20
Narrowest range in 23 trading days

Fibonacci Retracements and Extensions
4.250	45.95
2.618	44.80
1.618	44.10
1.000	43.67
0.618	43.40
HIGH	42.97
0.618	42.70
0.500	42.62
0.382	42.54
LOW	42.27
0.618	41.84
1.000	41.57
1.618	41.14
2.618	40.44
4.250	39.30

Fisher Pivots for day following 19-Nov-2020
Pivot	1 day	3 day
R1	42.70	42.73
PP	42.66	42.71
S1	42.62	42.70

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

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