NYMEX Light Sweet Crude Oil Future December 2014

Trading Metrics calculated at close of trading on 01-Oct-2014

Day Change Summary
	Previous	Current
	30-Sep-2014	01-Oct-2014	Change	Change %	Previous Week
Open	93.29	90.54	-2.75	-2.9%	91.08
High	93.82	91.95	-1.87	-2.0%	92.90
Low	89.97	89.47	-0.50	-0.6%	89.87
Close	90.27	89.74	-0.53	-0.6%	92.62
Range	3.85	2.48	-1.37	-35.6%	3.03
ATR	1.76	1.81	0.05	2.9%	0.00
Volume	114,166	168,573	54,407	47.7%	463,637

Daily Pivots for day following 01-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	97.83	96.26	91.10
R3	95.35	93.78	90.42
R2	92.87	92.87	90.19
R1	91.30	91.30	89.97	90.85
PP	90.39	90.39	90.39	90.16
S1	88.82	88.82	89.51	88.37
S2	87.91	87.91	89.29
S3	85.43	86.34	89.06
S4	82.95	83.86	88.38

Weekly Pivots for week ending 26-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	100.89	99.78	94.29
R3	97.86	96.75	93.45
R2	94.83	94.83	93.18
R1	93.72	93.72	92.90	94.28
PP	91.80	91.80	91.80	92.07
S1	90.69	90.69	92.34	91.25
S2	88.77	88.77	92.06
S3	85.74	87.66	91.79
S4	82.71	84.63	90.95

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	93.82	89.47	4.35	4.8%	2.18	2.4%	6%	False	True	121,715
10	93.82	89.47	4.35	4.8%	1.85	2.1%	6%	False	True	101,398
20	94.10	89.13	4.97	5.5%	1.83	2.0%	12%	False	False	94,481
40	96.98	89.13	7.85	8.7%	1.61	1.8%	8%	False	False	78,671
60	100.54	89.13	11.41	12.7%	1.52	1.7%	5%	False	False	74,982
80	103.66	89.13	14.53	16.2%	1.40	1.6%	4%	False	False	71,006
100	103.66	89.13	14.53	16.2%	1.29	1.4%	4%	False	False	65,000
120	103.66	89.13	14.53	16.2%	1.24	1.4%	4%	False	False	60,859

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.50
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	102.49
2.618	98.44
1.618	95.96
1.000	94.43
0.618	93.48
HIGH	91.95
0.618	91.00
0.500	90.71
0.382	90.42
LOW	89.47
0.618	87.94
1.000	86.99
1.618	85.46
2.618	82.98
4.250	78.93

Fisher Pivots for day following 01-Oct-2014
Pivot	1 day	3 day
R1	90.71	91.65
PP	90.39	91.01
S1	90.06	90.38

Download as Excel Spreadsheet

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

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