NYMEX Light Sweet Crude Oil Future July 2021

Trading Metrics calculated at close of trading on 04-Nov-2020

Day Change Summary
	Previous	Current
	03-Nov-2020	04-Nov-2020	Change	Change %	Previous Week
Open	39.55	40.66	1.11	2.8%	41.26
High	40.63	41.40	0.77	1.9%	41.47
Low	39.30	39.79	0.49	1.2%	37.49
Close	40.11	41.38	1.27	3.2%	38.35
Range	1.33	1.61	0.28	21.1%	3.98
ATR	1.39	1.40	0.02	1.1%	0.00
Volume	5,124	5,396	272	5.3%	22,441

Daily Pivots for day following 04-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	45.69	45.14	42.27
R3	44.08	43.53	41.82
R2	42.47	42.47	41.68
R1	41.92	41.92	41.53	42.20
PP	40.86	40.86	40.86	40.99
S1	40.31	40.31	41.23	40.59
S2	39.25	39.25	41.08
S3	37.64	38.70	40.94
S4	36.03	37.09	40.49

Weekly Pivots for week ending 30-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	51.04	48.68	40.54
R3	47.06	44.70	39.44
R2	43.08	43.08	39.08
R1	40.72	40.72	38.71	39.91
PP	39.10	39.10	39.10	38.70
S1	36.74	36.74	37.99	35.93
S2	35.12	35.12	37.62
S3	31.14	32.76	37.26
S4	27.16	28.78	36.16

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	41.40	36.69	4.71	11.4%	1.84	4.5%	100%	True	False	6,230
10	42.57	36.69	5.88	14.2%	1.49	3.6%	80%	False	False	4,653
20	43.33	36.69	6.64	16.0%	1.23	3.0%	71%	False	False	4,630

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.19
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	48.24
2.618	45.61
1.618	44.00
1.000	43.01
0.618	42.39
HIGH	41.40
0.618	40.78
0.500	40.60
0.382	40.41
LOW	39.79
0.618	38.80
1.000	38.18
1.618	37.19
2.618	35.58
4.250	32.95

Fisher Pivots for day following 04-Nov-2020
Pivot	1 day	3 day
R1	41.12	40.60
PP	40.86	39.82
S1	40.60	39.05

Download as Excel Spreadsheet

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

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