NYMEX Light Sweet Crude Oil Future November 2014

Trading Metrics calculated at close of trading on 20-Mar-2014

Day Change Summary
	Previous	Current
	19-Mar-2014	20-Mar-2014	Change	Change %	Previous Week
Open	93.34	93.08	-0.26	-0.3%	96.03
High	93.53	93.66	0.13	0.1%	96.03
Low	93.00	93.03	0.03	0.0%	93.30
Close	93.46	93.66	0.20	0.2%	94.40
Range	0.53	0.63	0.10	18.9%	2.73
ATR	0.84	0.82	-0.01	-1.8%	0.00
Volume	5,144	7,393	2,249	43.7%	26,820

Daily Pivots for day following 20-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	95.34	95.13	94.01
R3	94.71	94.50	93.83
R2	94.08	94.08	93.78
R1	93.87	93.87	93.72	93.98
PP	93.45	93.45	93.45	93.50
S1	93.24	93.24	93.60	93.35
S2	92.82	92.82	93.54
S3	92.19	92.61	93.49
S4	91.56	91.98	93.31

Weekly Pivots for week ending 14-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	102.77	101.31	95.90
R3	100.04	98.58	95.15
R2	97.31	97.31	94.90
R1	95.85	95.85	94.65	95.22
PP	94.58	94.58	94.58	94.26
S1	93.12	93.12	94.15	92.49
S2	91.85	91.85	93.90
S3	89.12	90.39	93.65
S4	86.39	87.66	92.90

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	94.48	93.00	1.48	1.6%	0.50	0.5%	45%	False	False	4,819
10	96.33	93.00	3.33	3.6%	0.55	0.6%	20%	False	False	5,327
20	97.71	93.00	4.71	5.0%	0.61	0.6%	14%	False	False	4,941

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	0.08
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	96.34
2.618	95.31
1.618	94.68
1.000	94.29
0.618	94.05
HIGH	93.66
0.618	93.42
0.500	93.35
0.382	93.27
LOW	93.03
0.618	92.64
1.000	92.40
1.618	92.01
2.618	91.38
4.250	90.35

Fisher Pivots for day following 20-Mar-2014
Pivot	1 day	3 day
R1	93.56	93.57
PP	93.45	93.47
S1	93.35	93.38

Download as Excel Spreadsheet

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

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