NYMEX Light Sweet Crude Oil Future May 2014

Trading Metrics calculated at close of trading on 14-Oct-2013

Day Change Summary
	Previous	Current
	11-Oct-2013	14-Oct-2013	Change	Change %	Previous Week
Open	98.58	99.26	0.68	0.7%	98.54
High	99.22	99.55	0.33	0.3%	99.70
Low	98.25	98.56	0.31	0.3%	97.50
Close	99.22	99.46	0.24	0.2%	99.22
Range	0.97	0.99	0.02	2.1%	2.20
ATR	1.18	1.17	-0.01	-1.2%	0.00
Volume	7,528	10,975	3,447	45.8%	28,307

Daily Pivots for day following 14-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	102.16	101.80	100.00
R3	101.17	100.81	99.73
R2	100.18	100.18	99.64
R1	99.82	99.82	99.55	100.00
PP	99.19	99.19	99.19	99.28
S1	98.83	98.83	99.37	99.01
S2	98.20	98.20	99.28
S3	97.21	97.84	99.19
S4	96.22	96.85	98.92

Weekly Pivots for week ending 11-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	105.41	104.51	100.43
R3	103.21	102.31	99.83
R2	101.01	101.01	99.62
R1	100.11	100.11	99.42	100.56
PP	98.81	98.81	98.81	99.03
S1	97.91	97.91	99.02	98.36
S2	96.61	96.61	98.82
S3	94.41	95.71	98.62
S4	92.21	93.51	98.01

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	99.70	97.50	2.20	2.2%	1.16	1.2%	89%	False	False	7,375
10	99.70	96.39	3.31	3.3%	1.11	1.1%	93%	False	False	5,509
20	99.89	96.19	3.70	3.7%	1.16	1.2%	88%	False	False	4,717
40	101.55	96.19	5.36	5.4%	0.92	0.9%	61%	False	False	4,038

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	0.15
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	103.76
2.618	102.14
1.618	101.15
1.000	100.54
0.618	100.16
HIGH	99.55
0.618	99.17
0.500	99.06
0.382	98.94
LOW	98.56
0.618	97.95
1.000	97.57
1.618	96.96
2.618	95.97
4.250	94.35

Fisher Pivots for day following 14-Oct-2013
Pivot	1 day	3 day
R1	99.33	99.30
PP	99.19	99.14
S1	99.06	98.98

Download as Excel Spreadsheet

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

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