NYMEX Light Sweet Crude Oil Future August 2021

Trading Metrics calculated at close of trading on 06-Nov-2020

Day Change Summary
	Previous	Current
	05-Nov-2020	06-Nov-2020	Change	Change %	Previous Week
Open	41.41	40.60	-0.81	-2.0%	37.80
High	41.68	40.95	-0.73	-1.8%	41.68
Low	40.80	39.76	-1.04	-2.5%	37.08
Close	41.20	39.90	-1.30	-3.2%	39.90
Range	0.88	1.19	0.31	35.2%	4.60
ATR	1.33	1.34	0.01	0.6%	0.00
Volume	1,843	2,833	990	53.7%	16,310

Daily Pivots for day following 06-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	43.77	43.03	40.55
R3	42.58	41.84	40.23
R2	41.39	41.39	40.12
R1	40.65	40.65	40.01	40.43
PP	40.20	40.20	40.20	40.09
S1	39.46	39.46	39.79	39.24
S2	39.01	39.01	39.68
S3	37.82	38.27	39.57
S4	36.63	37.08	39.25

Weekly Pivots for week ending 06-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	53.35	51.23	42.43
R3	48.75	46.63	41.17
R2	44.15	44.15	40.74
R1	42.03	42.03	40.32	43.09
PP	39.55	39.55	39.55	40.09
S1	37.43	37.43	39.48	38.49
S2	34.95	34.95	39.06
S3	30.35	32.83	38.64
S4	25.75	28.23	37.37

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	41.68	37.08	4.60	11.5%	1.58	4.0%	61%	False	False	3,262
10	41.68	37.08	4.60	11.5%	1.43	3.6%	61%	False	False	3,193

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	0.30
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	46.01
2.618	44.07
1.618	42.88
1.000	42.14
0.618	41.69
HIGH	40.95
0.618	40.50
0.500	40.36
0.382	40.21
LOW	39.76
0.618	39.02
1.000	38.57
1.618	37.83
2.618	36.64
4.250	34.70

Fisher Pivots for day following 06-Nov-2020
Pivot	1 day	3 day
R1	40.36	40.72
PP	40.20	40.45
S1	40.05	40.17

Download as Excel Spreadsheet

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

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