NYMEX Light Sweet Crude Oil Future May 2014

Trading Metrics calculated at close of trading on 10-Sep-2013

Day Change Summary
	Previous	Current
	09-Sep-2013	10-Sep-2013	Change	Change %	Previous Week
Open	99.93	98.73	-1.20	-1.2%	98.94
High	100.10	98.73	-1.37	-1.4%	100.38
Low	99.17	97.74	-1.43	-1.4%	98.41
Close	99.71	98.40	-1.31	-1.3%	100.38
Range	0.93	0.99	0.06	6.5%	1.97
ATR	0.88	0.96	0.08	8.8%	0.00
Volume	3,383	4,251	868	25.7%	14,130

Daily Pivots for day following 10-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	101.26	100.82	98.94
R3	100.27	99.83	98.67
R2	99.28	99.28	98.58
R1	98.84	98.84	98.49	98.57
PP	98.29	98.29	98.29	98.15
S1	97.85	97.85	98.31	97.58
S2	97.30	97.30	98.22
S3	96.31	96.86	98.13
S4	95.32	95.87	97.86

Weekly Pivots for week ending 06-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	105.63	104.98	101.46
R3	103.66	103.01	100.92
R2	101.69	101.69	100.74
R1	101.04	101.04	100.56	101.37
PP	99.72	99.72	99.72	99.89
S1	99.07	99.07	100.20	99.40
S2	97.75	97.75	100.02
S3	95.78	97.10	99.84
S4	93.81	95.13	99.30

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	100.38	97.74	2.64	2.7%	0.74	0.8%	25%	False	True	3,589
10	101.55	97.74	3.81	3.9%	0.77	0.8%	17%	False	True	3,653
20	101.55	97.20	4.35	4.4%	0.68	0.7%	28%	False	False	3,384

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.09
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	102.94
2.618	101.32
1.618	100.33
1.000	99.72
0.618	99.34
HIGH	98.73
0.618	98.35
0.500	98.24
0.382	98.12
LOW	97.74
0.618	97.13
1.000	96.75
1.618	96.14
2.618	95.15
4.250	93.53

Fisher Pivots for day following 10-Sep-2013
Pivot	1 day	3 day
R1	98.35	99.06
PP	98.29	98.84
S1	98.24	98.62

Download as Excel Spreadsheet

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

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