NYMEX Light Sweet Crude Oil Future April 2014

Trading Metrics calculated at close of trading on 12-Feb-2014

Day Change Summary
	Previous	Current
	11-Feb-2014	12-Feb-2014	Change	Change %	Previous Week
Open	99.30	99.89	0.59	0.6%	96.62
High	100.00	100.79	0.79	0.8%	99.65
Low	99.04	99.63	0.59	0.6%	95.46
Close	99.44	99.92	0.48	0.5%	99.35
Range	0.96	1.16	0.20	20.8%	4.19
ATR	1.48	1.47	-0.01	-0.6%	0.00
Volume	117,229	185,433	68,204	58.2%	510,718

Daily Pivots for day following 12-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	103.59	102.92	100.56
R3	102.43	101.76	100.24
R2	101.27	101.27	100.13
R1	100.60	100.60	100.03	100.94
PP	100.11	100.11	100.11	100.28
S1	99.44	99.44	99.81	99.78
S2	98.95	98.95	99.71
S3	97.79	98.28	99.60
S4	96.63	97.12	99.28

Weekly Pivots for week ending 07-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	110.72	109.23	101.65
R3	106.53	105.04	100.50
R2	102.34	102.34	100.12
R1	100.85	100.85	99.73	101.60
PP	98.15	98.15	98.15	98.53
S1	96.66	96.66	98.97	97.41
S2	93.96	93.96	98.58
S3	89.77	92.47	98.20
S4	85.58	88.28	97.05

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	100.79	96.61	4.18	4.2%	1.58	1.6%	79%	True	False	125,954
10	100.79	95.46	5.33	5.3%	1.43	1.4%	84%	True	False	108,200
20	100.79	92.47	8.32	8.3%	1.48	1.5%	90%	True	False	87,193
40	100.79	91.48	9.31	9.3%	1.37	1.4%	91%	True	False	59,049
60	100.79	91.48	9.31	9.3%	1.33	1.3%	91%	True	False	46,823
80	100.79	91.48	9.31	9.3%	1.31	1.3%	91%	True	False	39,279
100	101.00	91.48	9.52	9.5%	1.30	1.3%	89%	False	False	33,146
120	103.06	91.48	11.58	11.6%	1.29	1.3%	73%	False	False	28,440

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	0.29
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	105.72
2.618	103.83
1.618	102.67
1.000	101.95
0.618	101.51
HIGH	100.79
0.618	100.35
0.500	100.21
0.382	100.07
LOW	99.63
0.618	98.91
1.000	98.47
1.618	97.75
2.618	96.59
4.250	94.70

Fisher Pivots for day following 12-Feb-2014
Pivot	1 day	3 day
R1	100.21	99.84
PP	100.11	99.77
S1	100.02	99.69

Download as Excel Spreadsheet

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

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