NYMEX Light Sweet Crude Oil Future June 2014

Trading Metrics calculated at close of trading on 25-Mar-2014

Day Change Summary
	Previous	Current
	24-Mar-2014	25-Mar-2014	Change	Change %	Previous Week
Open	98.70	98.63	-0.07	-0.1%	98.09
High	99.48	99.50	0.02	0.0%	99.45
Low	98.29	98.14	-0.15	-0.2%	96.42
Close	98.83	98.53	-0.30	-0.3%	98.65
Range	1.19	1.36	0.17	14.3%	3.03
ATR	1.45	1.45	-0.01	-0.5%	0.00
Volume	70,329	47,851	-22,478	-32.0%	432,766

Daily Pivots for day following 25-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	102.80	102.03	99.28
R3	101.44	100.67	98.90
R2	100.08	100.08	98.78
R1	99.31	99.31	98.65	99.02
PP	98.72	98.72	98.72	98.58
S1	97.95	97.95	98.41	97.66
S2	97.36	97.36	98.28
S3	96.00	96.59	98.16
S4	94.64	95.23	97.78

Weekly Pivots for week ending 21-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	107.26	105.99	100.32
R3	104.23	102.96	99.48
R2	101.20	101.20	99.21
R1	99.93	99.93	98.93	100.57
PP	98.17	98.17	98.17	98.49
S1	96.90	96.90	98.37	97.54
S2	95.14	95.14	98.09
S3	92.11	93.87	97.82
S4	89.08	90.84	96.98

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	99.50	97.26	2.24	2.3%	1.32	1.3%	57%	True	False	84,377
10	99.50	96.42	3.08	3.1%	1.37	1.4%	69%	True	False	87,898
20	103.45	96.42	7.03	7.1%	1.49	1.5%	30%	False	False	75,407
40	103.45	93.73	9.72	9.9%	1.37	1.4%	49%	False	False	62,121
60	103.45	90.97	12.48	12.7%	1.35	1.4%	61%	False	False	55,445
80	103.45	90.97	12.48	12.7%	1.27	1.3%	61%	False	False	50,196
100	103.45	90.97	12.48	12.7%	1.25	1.3%	61%	False	False	47,236
120	103.45	90.97	12.48	12.7%	1.27	1.3%	61%	False	False	44,453

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
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	105.28
2.618	103.06
1.618	101.70
1.000	100.86
0.618	100.34
HIGH	99.50
0.618	98.98
0.500	98.82
0.382	98.66
LOW	98.14
0.618	97.30
1.000	96.78
1.618	95.94
2.618	94.58
4.250	92.36

Fisher Pivots for day following 25-Mar-2014
Pivot	1 day	3 day
R1	98.82	98.51
PP	98.72	98.49
S1	98.63	98.48

Download as Excel Spreadsheet

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

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