NYMEX Light Sweet Crude Oil Future July 2021

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

Day Change Summary
	Previous	Current
	08-Oct-2020	09-Oct-2020	Change	Change %	Previous Week
Open	42.34	43.09	0.75	1.8%	40.08
High	43.27	43.33	0.06	0.1%	43.33
Low	42.34	42.49	0.15	0.4%	40.00
Close	43.22	42.71	-0.51	-1.2%	42.71
Range	0.93	0.84	-0.09	-9.7%	3.33
ATR	1.27	1.24	-0.03	-2.4%	0.00
Volume	7,207	5,890	-1,317	-18.3%	24,892

Daily Pivots for day following 09-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	45.36	44.88	43.17
R3	44.52	44.04	42.94
R2	43.68	43.68	42.86
R1	43.20	43.20	42.79	43.02
PP	42.84	42.84	42.84	42.76
S1	42.36	42.36	42.63	42.18
S2	42.00	42.00	42.56
S3	41.16	41.52	42.48
S4	40.32	40.68	42.25

Weekly Pivots for week ending 09-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	52.00	50.69	44.54
R3	48.67	47.36	43.63
R2	45.34	45.34	43.32
R1	44.03	44.03	43.02	44.69
PP	42.01	42.01	42.01	42.34
S1	40.70	40.70	42.40	41.36
S2	38.68	38.68	42.10
S3	35.35	37.37	41.79
S4	32.02	34.04	40.88

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	43.33	40.00	3.33	7.8%	1.21	2.8%	81%	True	False	4,978
10	43.33	39.47	3.86	9.0%	1.39	3.2%	84%	True	False	4,088
20	43.70	39.47	4.23	9.9%	1.21	2.8%	77%	False	False	3,628

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.15
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	46.90
2.618	45.53
1.618	44.69
1.000	44.17
0.618	43.85
HIGH	43.33
0.618	43.01
0.500	42.91
0.382	42.81
LOW	42.49
0.618	41.97
1.000	41.65
1.618	41.13
2.618	40.29
4.250	38.92

Fisher Pivots for day following 09-Oct-2020
Pivot	1 day	3 day
R1	42.91	42.65
PP	42.84	42.59
S1	42.78	42.53

Download as Excel Spreadsheet

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

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