NYMEX Light Sweet Crude Oil Future April 2015

Trading Metrics calculated at close of trading on 11-Sep-2014

Day Change Summary
	Previous	Current
	10-Sep-2014	11-Sep-2014	Change	Change %	Previous Week
Open	91.07	89.95	-1.12	-1.2%	93.23
High	91.07	91.16	0.09	0.1%	93.43
Low	89.66	89.09	-0.57	-0.6%	91.41
Close	90.09	90.68	0.59	0.7%	91.96
Range	1.41	2.07	0.66	46.8%	2.02
ATR	1.04	1.11	0.07	7.1%	0.00
Volume	6,450	6,293	-157	-2.4%	16,101

Daily Pivots for day following 11-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	96.52	95.67	91.82
R3	94.45	93.60	91.25
R2	92.38	92.38	91.06
R1	91.53	91.53	90.87	91.96
PP	90.31	90.31	90.31	90.52
S1	89.46	89.46	90.49	89.89
S2	88.24	88.24	90.30
S3	86.17	87.39	90.11
S4	84.10	85.32	89.54

Weekly Pivots for week ending 05-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	98.33	97.16	93.07
R3	96.31	95.14	92.52
R2	94.29	94.29	92.33
R1	93.12	93.12	92.15	92.70
PP	92.27	92.27	92.27	92.05
S1	91.10	91.10	91.77	90.68
S2	90.25	90.25	91.59
S3	88.23	89.08	91.40
S4	86.21	87.06	90.85

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	93.03	89.09	3.94	4.3%	1.21	1.3%	40%	False	True	4,371
10	93.50	89.09	4.41	4.9%	1.15	1.3%	36%	False	True	4,450
20	94.52	89.09	5.43	6.0%	1.01	1.1%	29%	False	True	3,613
40	97.35	89.09	8.26	9.1%	0.90	1.0%	19%	False	True	3,259

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.19
Widest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	99.96
2.618	96.58
1.618	94.51
1.000	93.23
0.618	92.44
HIGH	91.16
0.618	90.37
0.500	90.13
0.382	89.88
LOW	89.09
0.618	87.81
1.000	87.02
1.618	85.74
2.618	83.67
4.250	80.29

Fisher Pivots for day following 11-Sep-2014
Pivot	1 day	3 day
R1	90.50	90.58
PP	90.31	90.47
S1	90.13	90.37

Download as Excel Spreadsheet

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

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