NYMEX Light Sweet Crude Oil Future June 2021

Trading Metrics calculated at close of trading on 28-Oct-2020

Day Change Summary
	Previous	Current
	27-Oct-2020	28-Oct-2020	Change	Change %	Previous Week
Open	40.30	40.58	0.28	0.7%	42.42
High	41.38	40.60	-0.78	-1.9%	43.19
Low	40.23	38.92	-1.31	-3.3%	41.13
Close	41.14	39.30	-1.84	-4.5%	41.36
Range	1.15	1.68	0.53	46.1%	2.06
ATR	1.26	1.33	0.07	5.4%	0.00
Volume	21,947	36,169	14,222	64.8%	121,174

Daily Pivots for day following 28-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	44.65	43.65	40.22
R3	42.97	41.97	39.76
R2	41.29	41.29	39.61
R1	40.29	40.29	39.45	39.95
PP	39.61	39.61	39.61	39.44
S1	38.61	38.61	39.15	38.27
S2	37.93	37.93	38.99
S3	36.25	36.93	38.84
S4	34.57	35.25	38.38

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	42.46	38.92	3.54	9.0%	1.27	3.2%	11%	False	True	24,707
10	43.19	38.92	4.27	10.9%	1.21	3.1%	9%	False	True	26,034
20	43.26	38.92	4.34	11.0%	1.32	3.4%	9%	False	True	33,808
40	45.36	38.92	6.44	16.4%	1.36	3.5%	6%	False	True	33,835

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.18
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	47.74
2.618	45.00
1.618	43.32
1.000	42.28
0.618	41.64
HIGH	40.60
0.618	39.96
0.500	39.76
0.382	39.56
LOW	38.92
0.618	37.88
1.000	37.24
1.618	36.20
2.618	34.52
4.250	31.78

Fisher Pivots for day following 28-Oct-2020
Pivot	1 day	3 day
R1	39.76	40.15
PP	39.61	39.87
S1	39.45	39.58

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

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