NYMEX Light Sweet Crude Oil Future December 2014

Trading Metrics calculated at close of trading on 24-Sep-2014

Day Change Summary
	Previous	Current
	23-Sep-2014	24-Sep-2014	Change	Change %	Previous Week
Open	90.21	90.98	0.77	0.9%	90.60
High	91.42	92.52	1.10	1.2%	93.41
Low	90.04	90.43	0.39	0.4%	89.30
Close	90.91	92.07	1.16	1.3%	91.14
Range	1.38	2.09	0.71	51.4%	4.11
ATR	1.58	1.62	0.04	2.3%	0.00
Volume	75,743	95,069	19,326	25.5%	414,205

Daily Pivots for day following 24-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	97.94	97.10	93.22
R3	95.85	95.01	92.64
R2	93.76	93.76	92.45
R1	92.92	92.92	92.26	93.34
PP	91.67	91.67	91.67	91.89
S1	90.83	90.83	91.88	91.25
S2	89.58	89.58	91.69
S3	87.49	88.74	91.50
S4	85.40	86.65	90.92

Weekly Pivots for week ending 19-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	103.61	101.49	93.40
R3	99.50	97.38	92.27
R2	95.39	95.39	91.89
R1	93.27	93.27	91.52	94.33
PP	91.28	91.28	91.28	91.82
S1	89.16	89.16	90.76	90.22
S2	87.17	87.17	90.39
S3	83.06	85.05	90.01
S4	78.95	80.94	88.88

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	92.88	89.87	3.01	3.3%	1.52	1.7%	73%	False	False	81,082
10	93.41	89.13	4.28	4.6%	1.79	1.9%	69%	False	False	89,289
20	94.42	89.13	5.29	5.7%	1.70	1.9%	56%	False	False	81,653
40	98.67	89.13	9.54	10.4%	1.50	1.6%	31%	False	False	71,450
60	102.71	89.13	13.58	14.7%	1.41	1.5%	22%	False	False	69,075
80	103.66	89.13	14.53	15.8%	1.32	1.4%	20%	False	False	66,004
100	103.66	89.13	14.53	15.8%	1.24	1.3%	20%	False	False	60,704
120	103.66	89.13	14.53	15.8%	1.19	1.3%	20%	False	False	57,641

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.56
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	101.40
2.618	97.99
1.618	95.90
1.000	94.61
0.618	93.81
HIGH	92.52
0.618	91.72
0.500	91.48
0.382	91.23
LOW	90.43
0.618	89.14
1.000	88.34
1.618	87.05
2.618	84.96
4.250	81.55

Fisher Pivots for day following 24-Sep-2014
Pivot	1 day	3 day
R1	91.87	91.78
PP	91.67	91.49
S1	91.48	91.20

Download as Excel Spreadsheet

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

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