NYMEX Light Sweet Crude Oil Future May 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	98.55	98.97	0.42	0.4%	95.65
High	99.11	99.91	0.80	0.8%	98.82
Low	98.31	98.84	0.53	0.5%	94.62
Close	98.70	99.17	0.47	0.5%	98.62
Range	0.80	1.07	0.27	33.8%	4.20
ATR	1.34	1.33	-0.01	-0.7%	0.00
Volume	70,130	53,589	-16,541	-23.6%	232,222

Daily Pivots for day following 12-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	102.52	101.91	99.76
R3	101.45	100.84	99.46
R2	100.38	100.38	99.37
R1	99.77	99.77	99.27	100.08
PP	99.31	99.31	99.31	99.46
S1	98.70	98.70	99.07	99.01
S2	98.24	98.24	98.97
S3	97.17	97.63	98.88
S4	96.10	96.56	98.58

Weekly Pivots for week ending 07-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	109.95	108.49	100.93
R3	105.75	104.29	99.78
R2	101.55	101.55	99.39
R1	100.09	100.09	99.01	100.82
PP	97.35	97.35	97.35	97.72
S1	95.89	95.89	98.24	96.62
S2	93.15	93.15	97.85
S3	88.95	91.69	97.47
S4	84.75	87.49	96.31

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	99.91	95.95	3.96	4.0%	1.44	1.4%	81%	True	False	53,172
10	99.91	94.62	5.29	5.3%	1.31	1.3%	86%	True	False	47,173
20	99.91	92.13	7.78	7.8%	1.34	1.4%	90%	True	False	40,418
40	99.91	91.35	8.56	8.6%	1.26	1.3%	91%	True	False	30,004
60	99.91	91.35	8.56	8.6%	1.21	1.2%	91%	True	False	25,056
80	99.91	91.35	8.56	8.6%	1.17	1.2%	91%	True	False	21,518
100	100.11	91.35	8.76	8.8%	1.16	1.2%	89%	False	False	18,339
120	101.55	91.35	10.20	10.3%	1.11	1.1%	77%	False	False	15,895

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	0.30
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	104.46
2.618	102.71
1.618	101.64
1.000	100.98
0.618	100.57
HIGH	99.91
0.618	99.50
0.500	99.38
0.382	99.25
LOW	98.84
0.618	98.18
1.000	97.77
1.618	97.11
2.618	96.04
4.250	94.29

Fisher Pivots for day following 12-Feb-2014
Pivot	1 day	3 day
R1	99.38	99.08
PP	99.31	98.99
S1	99.24	98.90

Download as Excel Spreadsheet

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

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