NYMEX Light Sweet Crude Oil Future June 2021

Trading Metrics calculated at close of trading on 09-Nov-2020

Day Change Summary
	Previous	Current
	06-Nov-2020	09-Nov-2020	Change	Change %	Previous Week
Open	40.67	39.41	-1.26	-3.1%	37.50
High	40.67	43.04	2.37	5.8%	41.29
Low	39.23	39.38	0.15	0.4%	36.26
Close	39.40	42.09	2.69	6.8%	39.40
Range	1.44	3.66	2.22	154.2%	5.03
ATR	1.51	1.66	0.15	10.2%	0.00
Volume	38,515	99,009	60,494	157.1%	215,382

Daily Pivots for day following 09-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	52.48	50.95	44.10
R3	48.82	47.29	43.10
R2	45.16	45.16	42.76
R1	43.63	43.63	42.43	44.40
PP	41.50	41.50	41.50	41.89
S1	39.97	39.97	41.75	40.74
S2	37.84	37.84	41.42
S3	34.18	36.31	41.08
S4	30.52	32.65	40.08

Weekly Pivots for week ending 06-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	54.07	51.77	42.17
R3	49.04	46.74	40.78
R2	44.01	44.01	40.32
R1	41.71	41.71	39.86	42.86
PP	38.98	38.98	38.98	39.56
S1	36.68	36.68	38.94	37.83
S2	33.95	33.95	38.48
S3	28.92	31.65	38.02
S4	23.89	26.62	36.63

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	43.04	38.89	4.15	9.9%	1.87	4.5%	77%	True	False	49,675
10	43.04	36.26	6.78	16.1%	1.91	4.5%	86%	True	False	47,312
20	43.19	36.26	6.93	16.5%	1.51	3.6%	84%	False	False	37,165
40	43.66	36.26	7.40	17.6%	1.46	3.5%	79%	False	False	35,704

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	0.35
Widest range in 56 trading days

Fibonacci Retracements and Extensions
4.250	58.60
2.618	52.62
1.618	48.96
1.000	46.70
0.618	45.30
HIGH	43.04
0.618	41.64
0.500	41.21
0.382	40.78
LOW	39.38
0.618	37.12
1.000	35.72
1.618	33.46
2.618	29.80
4.250	23.83

Fisher Pivots for day following 09-Nov-2020
Pivot	1 day	3 day
R1	41.80	41.77
PP	41.50	41.45
S1	41.21	41.14

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

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