NYMEX Light Sweet Crude Oil Future May 2021

Trading Metrics calculated at close of trading on 03-Dec-2020

Day Change Summary
	Previous	Current
	02-Dec-2020	03-Dec-2020	Change	Change %	Previous Week
Open	44.80	45.37	0.57	1.3%	43.21
High	46.18	46.12	-0.06	-0.1%	46.53
Low	44.49	45.09	0.60	1.3%	43.07
Close	45.66	45.97	0.31	0.7%	46.06
Range	1.69	1.03	-0.66	-39.1%	3.46
ATR	1.41	1.38	-0.03	-1.9%	0.00
Volume	27,553	23,328	-4,225	-15.3%	155,850

Daily Pivots for day following 03-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	48.82	48.42	46.54
R3	47.79	47.39	46.25
R2	46.76	46.76	46.16
R1	46.36	46.36	46.06	46.56
PP	45.73	45.73	45.73	45.83
S1	45.33	45.33	45.88	45.53
S2	44.70	44.70	45.78
S3	43.67	44.30	45.69
S4	42.64	43.27	45.40

Weekly Pivots for week ending 27-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	55.60	54.29	47.96
R3	52.14	50.83	47.01
R2	48.68	48.68	46.69
R1	47.37	47.37	46.38	48.03
PP	45.22	45.22	45.22	45.55
S1	43.91	43.91	45.74	44.57
S2	41.76	41.76	45.43
S3	38.30	40.45	45.11
S4	34.84	36.99	44.16

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	46.42	44.49	1.93	4.2%	1.30	2.8%	77%	False	False	26,741
10	46.53	42.27	4.26	9.3%	1.23	2.7%	87%	False	False	28,536
20	46.53	38.99	7.54	16.4%	1.37	3.0%	93%	False	False	22,790
40	46.53	36.00	10.53	22.9%	1.36	3.0%	95%	False	False	16,321
60	46.53	36.00	10.53	22.9%	1.34	2.9%	95%	False	False	13,203
80	46.53	36.00	10.53	22.9%	1.25	2.7%	95%	False	False	11,233

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.22
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	50.50
2.618	48.82
1.618	47.79
1.000	47.15
0.618	46.76
HIGH	46.12
0.618	45.73
0.500	45.61
0.382	45.48
LOW	45.09
0.618	44.45
1.000	44.06
1.618	43.42
2.618	42.39
4.250	40.71

Fisher Pivots for day following 03-Dec-2020
Pivot	1 day	3 day
R1	45.85	45.76
PP	45.73	45.55
S1	45.61	45.34

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

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