NYMEX Light Sweet Crude Oil Future June 2021

Trading Metrics calculated at close of trading on 27-Oct-2020

Day Change Summary
	Previous	Current
	26-Oct-2020	27-Oct-2020	Change	Change %	Previous Week
Open	41.12	40.30	-0.82	-2.0%	42.42
High	41.18	41.38	0.20	0.5%	43.19
Low	40.03	40.23	0.20	0.5%	41.13
Close	40.28	41.14	0.86	2.1%	41.36
Range	1.15	1.15	0.00	0.0%	2.06
ATR	1.27	1.26	-0.01	-0.7%	0.00
Volume	27,268	21,947	-5,321	-19.5%	121,174

Daily Pivots for day following 27-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	44.37	43.90	41.77
R3	43.22	42.75	41.46
R2	42.07	42.07	41.35
R1	41.60	41.60	41.25	41.84
PP	40.92	40.92	40.92	41.03
S1	40.45	40.45	41.03	40.69
S2	39.77	39.77	40.93
S3	38.62	39.30	40.82
S4	37.47	38.15	40.51

Weekly Pivots for week ending 23-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	48.07	46.78	42.49
R3	46.01	44.72	41.93
R2	43.95	43.95	41.74
R1	42.66	42.66	41.55	42.28
PP	41.89	41.89	41.89	41.70
S1	40.60	40.60	41.17	40.22
S2	39.83	39.83	40.98
S3	37.77	38.54	40.79
S4	35.71	36.48	40.23

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	42.94	40.03	2.91	7.1%	1.25	3.0%	38%	False	False	23,393
10	43.19	40.03	3.16	7.7%	1.15	2.8%	35%	False	False	25,834
20	43.26	39.16	4.10	10.0%	1.31	3.2%	48%	False	False	33,497
40	45.36	39.16	6.20	15.1%	1.33	3.2%	32%	False	False	33,579

Crabel Price Patterns
NR	False
NR4	False
NR5	False
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	0.21

Fibonacci Retracements and Extensions
4.250	46.27
2.618	44.39
1.618	43.24
1.000	42.53
0.618	42.09
HIGH	41.38
0.618	40.94
0.500	40.81
0.382	40.67
LOW	40.23
0.618	39.52
1.000	39.08
1.618	38.37
2.618	37.22
4.250	35.34

Fisher Pivots for day following 27-Oct-2020
Pivot	1 day	3 day
R1	41.03	41.18
PP	40.92	41.16
S1	40.81	41.15

Download as Excel Spreadsheet

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

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