NYMEX Light Sweet Crude Oil Future July 2021

Trading Metrics calculated at close of trading on 07-Oct-2020

Day Change Summary
	Previous	Current
	06-Oct-2020	07-Oct-2020	Change	Change %	Previous Week
Open	41.95	42.13	0.18	0.4%	42.09
High	43.00	42.61	-0.39	-0.9%	42.87
Low	41.71	41.73	0.02	0.0%	39.47
Close	42.90	42.24	-0.66	-1.5%	39.81
Range	1.29	0.88	-0.41	-31.8%	3.40
ATR	1.29	1.28	-0.01	-0.7%	0.00
Volume	2,987	6,392	3,405	114.0%	15,988

Daily Pivots for day following 07-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	44.83	44.42	42.72
R3	43.95	43.54	42.48
R2	43.07	43.07	42.40
R1	42.66	42.66	42.32	42.87
PP	42.19	42.19	42.19	42.30
S1	41.78	41.78	42.16	41.99
S2	41.31	41.31	42.08
S3	40.43	40.90	42.00
S4	39.55	40.02	41.76

Weekly Pivots for week ending 02-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	50.92	48.76	41.68
R3	47.52	45.36	40.75
R2	44.12	44.12	40.43
R1	41.96	41.96	40.12	41.34
PP	40.72	40.72	40.72	40.41
S1	38.56	38.56	39.50	37.94
S2	37.32	37.32	39.19
S3	33.92	35.16	38.88
S4	30.52	31.76	37.94

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	43.00	39.47	3.53	8.4%	1.63	3.9%	78%	False	False	3,909
10	43.00	39.47	3.53	8.4%	1.37	3.2%	78%	False	False	3,215

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.13
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	46.35
2.618	44.91
1.618	44.03
1.000	43.49
0.618	43.15
HIGH	42.61
0.618	42.27
0.500	42.17
0.382	42.07
LOW	41.73
0.618	41.19
1.000	40.85
1.618	40.31
2.618	39.43
4.250	37.99

Fisher Pivots for day following 07-Oct-2020
Pivot	1 day	3 day
R1	42.22	41.99
PP	42.19	41.75
S1	42.17	41.50

Download as Excel Spreadsheet

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

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