NYMEX Light Sweet Crude Oil Future August 2021

Trading Metrics calculated at close of trading on 16-Dec-2020

Day Change Summary
	Previous	Current
	15-Dec-2020	16-Dec-2020	Change	Change %	Previous Week
Open	47.12	47.55	0.43	0.9%	46.33
High	47.68	47.96	0.28	0.6%	47.72
Low	46.85	47.40	0.55	1.2%	45.50
Close	47.66	47.90	0.24	0.5%	46.78
Range	0.83	0.56	-0.27	-32.5%	2.22
ATR	1.09	1.06	-0.04	-3.5%	0.00
Volume	2,629	4,694	2,065	78.5%	33,980

Daily Pivots for day following 16-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	49.43	49.23	48.21
R3	48.87	48.67	48.05
R2	48.31	48.31	48.00
R1	48.11	48.11	47.95	48.21
PP	47.75	47.75	47.75	47.81
S1	47.55	47.55	47.85	47.65
S2	47.19	47.19	47.80
S3	46.63	46.99	47.75
S4	46.07	46.43	47.59

Weekly Pivots for week ending 11-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	53.33	52.27	48.00
R3	51.11	50.05	47.39
R2	48.89	48.89	47.19
R1	47.83	47.83	46.98	48.36
PP	46.67	46.67	46.67	46.93
S1	45.61	45.61	46.58	46.14
S2	44.45	44.45	46.37
S3	42.23	43.39	46.17
S4	40.01	41.17	45.56

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	47.96	46.03	1.93	4.0%	1.01	2.1%	97%	True	False	5,503
10	47.96	44.90	3.06	6.4%	0.91	1.9%	98%	True	False	5,587
20	47.96	42.69	5.27	11.0%	0.95	2.0%	99%	True	False	5,753
40	47.96	37.08	10.88	22.7%	1.17	2.4%	99%	True	False	4,680

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
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	0.20
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	50.34
2.618	49.43
1.618	48.87
1.000	48.52
0.618	48.31
HIGH	47.96
0.618	47.75
0.500	47.68
0.382	47.61
LOW	47.40
0.618	47.05
1.000	46.84
1.618	46.49
2.618	45.93
4.250	45.02

Fisher Pivots for day following 16-Dec-2020
Pivot	1 day	3 day
R1	47.83	47.62
PP	47.75	47.33
S1	47.68	47.05

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

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