NYMEX Light Sweet Crude Oil Future July 2014

Trading Metrics calculated at close of trading on 31-Mar-2014

Day Change Summary
	Previous	Current
	28-Mar-2014	31-Mar-2014	Change	Change %	Previous Week
Open	99.56	99.79	0.23	0.2%	97.57
High	100.39	100.18	-0.21	-0.2%	100.39
Low	99.51	99.23	-0.28	-0.3%	97.28
Close	99.96	99.90	-0.06	-0.1%	99.96
Range	0.88	0.95	0.07	8.0%	3.11
ATR	1.30	1.27	-0.02	-1.9%	0.00
Volume	36,027	21,414	-14,613	-40.6%	142,542

Daily Pivots for day following 31-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	102.62	102.21	100.42
R3	101.67	101.26	100.16
R2	100.72	100.72	100.07
R1	100.31	100.31	99.99	100.52
PP	99.77	99.77	99.77	99.87
S1	99.36	99.36	99.81	99.57
S2	98.82	98.82	99.73
S3	97.87	98.41	99.64
S4	96.92	97.46	99.38

Weekly Pivots for week ending 28-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	108.54	107.36	101.67
R3	105.43	104.25	100.82
R2	102.32	102.32	100.53
R1	101.14	101.14	100.25	101.73
PP	99.21	99.21	99.21	99.51
S1	98.03	98.03	99.67	98.62
S2	96.10	96.10	99.39
S3	92.99	94.92	99.10
S4	89.88	91.81	98.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	100.39	97.28	3.11	3.1%	1.15	1.2%	84%	False	False	27,682
10	100.39	95.94	4.45	4.5%	1.20	1.2%	89%	False	False	31,462
20	101.97	95.73	6.24	6.2%	1.35	1.3%	67%	False	False	33,504
40	102.27	92.85	9.42	9.4%	1.25	1.2%	75%	False	False	25,902
60	102.27	90.40	11.87	11.9%	1.19	1.2%	80%	False	False	21,646
80	102.27	90.40	11.87	11.9%	1.09	1.1%	80%	False	False	18,192
100	102.27	90.40	11.87	11.9%	1.07	1.1%	80%	False	False	15,745
120	102.27	90.40	11.87	11.9%	1.04	1.0%	80%	False	False	13,742

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	0.24
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	104.22
2.618	102.67
1.618	101.72
1.000	101.13
0.618	100.77
HIGH	100.18
0.618	99.82
0.500	99.71
0.382	99.59
LOW	99.23
0.618	98.64
1.000	98.28
1.618	97.69
2.618	96.74
4.250	95.19

Fisher Pivots for day following 31-Mar-2014
Pivot	1 day	3 day
R1	99.84	99.72
PP	99.77	99.55
S1	99.71	99.37

Download as Excel Spreadsheet

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

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