NYMEX Light Sweet Crude Oil Future June 2021

Trading Metrics calculated at close of trading on 12-Nov-2020

Day Change Summary
	Previous	Current
	11-Nov-2020	12-Nov-2020	Change	Change %	Previous Week
Open	43.20	42.98	-0.22	-0.5%	37.50
High	44.33	43.58	-0.75	-1.7%	41.29
Low	42.89	42.50	-0.39	-0.9%	36.26
Close	43.04	42.71	-0.33	-0.8%	39.40
Range	1.44	1.08	-0.36	-25.0%	5.03
ATR	1.66	1.62	-0.04	-2.5%	0.00
Volume	64,277	44,326	-19,951	-31.0%	215,382

Daily Pivots for day following 12-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	46.17	45.52	43.30
R3	45.09	44.44	43.01
R2	44.01	44.01	42.91
R1	43.36	43.36	42.81	43.15
PP	42.93	42.93	42.93	42.82
S1	42.28	42.28	42.61	42.07
S2	41.85	41.85	42.51
S3	40.77	41.20	42.41
S4	39.69	40.12	42.12

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	44.33	39.23	5.10	11.9%	1.91	4.5%	68%	False	False	62,109
10	44.33	36.26	8.07	18.9%	1.82	4.3%	80%	False	False	52,589
20	44.33	36.26	8.07	18.9%	1.55	3.6%	80%	False	False	40,732
40	44.33	36.26	8.07	18.9%	1.47	3.4%	80%	False	False	36,936

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.44
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	48.17
2.618	46.41
1.618	45.33
1.000	44.66
0.618	44.25
HIGH	43.58
0.618	43.17
0.500	43.04
0.382	42.91
LOW	42.50
0.618	41.83
1.000	41.42
1.618	40.75
2.618	39.67
4.250	37.91

Fisher Pivots for day following 12-Nov-2020
Pivot	1 day	3 day
R1	43.04	42.83
PP	42.93	42.79
S1	42.82	42.75

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

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