NYMEX Light Sweet Crude Oil Future May 2014

Trading Metrics calculated at close of trading on 02-Oct-2013

Day Change Summary
	Previous	Current
	01-Oct-2013	02-Oct-2013	Change	Change %	Previous Week
Open	96.98	96.83	-0.15	-0.2%	98.30
High	97.22	98.61	1.39	1.4%	98.34
Low	96.39	96.83	0.44	0.5%	96.73
Close	97.22	98.61	1.39	1.4%	97.43
Range	0.83	1.78	0.95	114.5%	1.61
ATR	1.07	1.12	0.05	4.7%	0.00
Volume	2,717	3,681	964	35.5%	17,145

Daily Pivots for day following 02-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	103.36	102.76	99.59
R3	101.58	100.98	99.10
R2	99.80	99.80	98.94
R1	99.20	99.20	98.77	99.50
PP	98.02	98.02	98.02	98.17
S1	97.42	97.42	98.45	97.72
S2	96.24	96.24	98.28
S3	94.46	95.64	98.12
S4	92.68	93.86	97.63

Weekly Pivots for week ending 27-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	102.33	101.49	98.32
R3	100.72	99.88	97.87
R2	99.11	99.11	97.73
R1	98.27	98.27	97.58	97.89
PP	97.50	97.50	97.50	97.31
S1	96.66	96.66	97.28	96.28
S2	95.89	95.89	97.13
S3	94.28	95.05	96.99
S4	92.67	93.44	96.54

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	98.61	96.19	2.42	2.5%	1.19	1.2%	100%	True	False	3,333
10	99.89	96.19	3.70	3.8%	1.09	1.1%	65%	False	False	3,646
20	100.38	96.19	4.19	4.2%	1.02	1.0%	58%	False	False	3,686

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	0.17
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	106.18
2.618	103.27
1.618	101.49
1.000	100.39
0.618	99.71
HIGH	98.61
0.618	97.93
0.500	97.72
0.382	97.51
LOW	96.83
0.618	95.73
1.000	95.05
1.618	93.95
2.618	92.17
4.250	89.27

Fisher Pivots for day following 02-Oct-2013
Pivot	1 day	3 day
R1	98.31	98.21
PP	98.02	97.80
S1	97.72	97.40

Download as Excel Spreadsheet

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

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