NYMEX Light Sweet Crude Oil Future July 2021

Trading Metrics calculated at close of trading on 29-Oct-2020

Day Change Summary
	Previous	Current
	28-Oct-2020	29-Oct-2020	Change	Change %	Previous Week
Open	40.68	39.70	-0.98	-2.4%	42.90
High	40.68	39.86	-0.82	-2.0%	43.28
Low	39.17	37.49	-1.68	-4.3%	41.34
Close	39.51	38.41	-1.10	-2.8%	41.51
Range	1.51	2.37	0.86	57.0%	1.94
ATR	1.21	1.30	0.08	6.8%	0.00
Volume	4,137	5,833	1,696	41.0%	12,903

Daily Pivots for day following 29-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	45.70	44.42	39.71
R3	43.33	42.05	39.06
R2	40.96	40.96	38.84
R1	39.68	39.68	38.63	39.14
PP	38.59	38.59	38.59	38.31
S1	37.31	37.31	38.19	36.77
S2	36.22	36.22	37.98
S3	33.85	34.94	37.76
S4	31.48	32.57	37.11

Weekly Pivots for week ending 23-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	47.86	46.63	42.58
R3	45.92	44.69	42.04
R2	43.98	43.98	41.87
R1	42.75	42.75	41.69	42.40
PP	42.04	42.04	42.04	41.87
S1	40.81	40.81	41.33	40.46
S2	40.10	40.10	41.15
S3	38.16	38.87	40.98
S4	36.22	36.93	40.44

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	42.40	37.49	4.91	12.8%	1.40	3.6%	19%	False	True	3,804
10	43.28	37.49	5.79	15.1%	1.18	3.1%	16%	False	True	3,066
20	43.33	37.49	5.84	15.2%	1.18	3.1%	16%	False	True	4,061

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	0.12
Widest range in 35 trading days

Fibonacci Retracements and Extensions
4.250	49.93
2.618	46.06
1.618	43.69
1.000	42.23
0.618	41.32
HIGH	39.86
0.618	38.95
0.500	38.68
0.382	38.40
LOW	37.49
0.618	36.03
1.000	35.12
1.618	33.66
2.618	31.29
4.250	27.42

Fisher Pivots for day following 29-Oct-2020
Pivot	1 day	3 day
R1	38.68	39.48
PP	38.59	39.12
S1	38.50	38.77

Download as Excel Spreadsheet

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

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