NYMEX Light Sweet Crude Oil Future September 2014

Trading Metrics calculated at close of trading on 08-Jan-2014

Day Change Summary
	Previous	Current
	07-Jan-2014	08-Jan-2014	Change	Change %	Previous Week
Open	91.43	91.16	-0.27	-0.3%	95.01
High	91.45	91.16	-0.29	-0.3%	95.58
Low	90.76	89.67	-1.09	-1.2%	91.19
Close	90.80	89.75	-1.05	-1.2%	91.32
Range	0.69	1.49	0.80	115.9%	4.39
ATR	0.86	0.91	0.04	5.2%	0.00
Volume	9,958	14,640	4,682	47.0%	29,446

Daily Pivots for day following 08-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	94.66	93.70	90.57
R3	93.17	92.21	90.16
R2	91.68	91.68	90.02
R1	90.72	90.72	89.89	90.46
PP	90.19	90.19	90.19	90.06
S1	89.23	89.23	89.61	88.97
S2	88.70	88.70	89.48
S3	87.21	87.74	89.34
S4	85.72	86.25	88.93

Weekly Pivots for week ending 03-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	105.87	102.98	93.73
R3	101.48	98.59	92.53
R2	97.09	97.09	92.12
R1	94.20	94.20	91.72	93.45
PP	92.70	92.70	92.70	92.32
S1	89.81	89.81	90.92	89.06
S2	88.31	88.31	90.52
S3	83.92	85.42	90.11
S4	79.53	81.03	88.91

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	95.18	89.67	5.51	6.1%	1.45	1.6%	1%	False	True	10,389
10	95.62	89.67	5.95	6.6%	1.04	1.2%	1%	False	True	7,724
20	95.62	89.67	5.95	6.6%	0.89	1.0%	1%	False	True	8,774

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	0.09
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	97.49
2.618	95.06
1.618	93.57
1.000	92.65
0.618	92.08
HIGH	91.16
0.618	90.59
0.500	90.42
0.382	90.24
LOW	89.67
0.618	88.75
1.000	88.18
1.618	87.26
2.618	85.77
4.250	83.34

Fisher Pivots for day following 08-Jan-2014
Pivot	1 day	3 day
R1	90.42	90.70
PP	90.19	90.38
S1	89.97	90.07

Download as Excel Spreadsheet

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

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