NYMEX Light Sweet Crude Oil Future July 2014

Trading Metrics calculated at close of trading on 14-Mar-2014

Day Change Summary
	Previous	Current
	13-Mar-2014	14-Mar-2014	Change	Change %	Previous Week
Open	96.48	96.58	0.10	0.1%	100.30
High	96.84	97.55	0.71	0.7%	100.30
Low	96.07	96.48	0.41	0.4%	95.98
Close	96.69	97.31	0.62	0.6%	97.31
Range	0.77	1.07	0.30	39.0%	4.32
ATR	1.36	1.34	-0.02	-1.5%	0.00
Volume	62,870	45,441	-17,429	-27.7%	206,239

Daily Pivots for day following 14-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	100.32	99.89	97.90
R3	99.25	98.82	97.60
R2	98.18	98.18	97.51
R1	97.75	97.75	97.41	97.97
PP	97.11	97.11	97.11	97.22
S1	96.68	96.68	97.21	96.90
S2	96.04	96.04	97.11
S3	94.97	95.61	97.02
S4	93.90	94.54	96.72

Weekly Pivots for week ending 14-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	110.82	108.39	99.69
R3	106.50	104.07	98.50
R2	102.18	102.18	98.10
R1	99.75	99.75	97.71	98.81
PP	97.86	97.86	97.86	97.39
S1	95.43	95.43	96.91	94.49
S2	93.54	93.54	96.52
S3	89.22	91.11	96.12
S4	84.90	86.79	94.93

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	100.30	95.98	4.32	4.4%	1.37	1.4%	31%	False	False	41,247
10	102.27	95.98	6.29	6.5%	1.50	1.5%	21%	False	False	34,235
20	102.27	95.98	6.29	6.5%	1.29	1.3%	21%	False	False	26,931
40	102.27	91.81	10.46	10.7%	1.18	1.2%	53%	False	False	20,627
60	102.27	90.40	11.87	12.2%	1.12	1.1%	58%	False	False	17,160
80	102.27	90.40	11.87	12.2%	1.06	1.1%	58%	False	False	14,699
100	102.27	90.40	11.87	12.2%	1.03	1.1%	58%	False	False	12,829
120	102.27	90.40	11.87	12.2%	0.99	1.0%	58%	False	False	11,043

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	0.18
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	102.10
2.618	100.35
1.618	99.28
1.000	98.62
0.618	98.21
HIGH	97.55
0.618	97.14
0.500	97.02
0.382	96.89
LOW	96.48
0.618	95.82
1.000	95.41
1.618	94.75
2.618	93.68
4.250	91.93

Fisher Pivots for day following 14-Mar-2014
Pivot	1 day	3 day
R1	97.21	97.13
PP	97.11	96.96
S1	97.02	96.78

Download as Excel Spreadsheet

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

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