NYMEX Light Sweet Crude Oil Future September 2014

Trading Metrics calculated at close of trading on 27-Jan-2014

Day Change Summary
	Previous	Current
	24-Jan-2014	27-Jan-2014	Change	Change %	Previous Week
Open	92.00	92.27	0.27	0.3%	90.76
High	92.38	92.37	-0.01	0.0%	92.74
Low	91.65	91.30	-0.35	-0.4%	90.40
Close	92.10	91.41	-0.69	-0.7%	92.10
Range	0.73	1.07	0.34	46.6%	2.34
ATR	0.96	0.97	0.01	0.8%	0.00
Volume	18,615	11,496	-7,119	-38.2%	45,937

Daily Pivots for day following 27-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	94.90	94.23	92.00
R3	93.83	93.16	91.70
R2	92.76	92.76	91.61
R1	92.09	92.09	91.51	91.89
PP	91.69	91.69	91.69	91.60
S1	91.02	91.02	91.31	90.82
S2	90.62	90.62	91.21
S3	89.55	89.95	91.12
S4	88.48	88.88	90.82

Weekly Pivots for week ending 24-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	98.77	97.77	93.39
R3	96.43	95.43	92.74
R2	94.09	94.09	92.53
R1	93.09	93.09	92.31	93.59
PP	91.75	91.75	91.75	92.00
S1	90.75	90.75	91.89	91.25
S2	89.41	89.41	91.67
S3	87.07	88.41	91.46
S4	84.73	86.07	90.81

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	92.74	90.40	2.34	2.6%	0.98	1.1%	43%	False	False	11,486
10	92.74	89.09	3.65	4.0%	0.94	1.0%	64%	False	False	11,634
20	95.62	89.09	6.53	7.1%	1.04	1.1%	36%	False	False	10,574

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.16
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	96.92
2.618	95.17
1.618	94.10
1.000	93.44
0.618	93.03
HIGH	92.37
0.618	91.96
0.500	91.84
0.382	91.71
LOW	91.30
0.618	90.64
1.000	90.23
1.618	89.57
2.618	88.50
4.250	86.75

Fisher Pivots for day following 27-Jan-2014
Pivot	1 day	3 day
R1	91.84	92.02
PP	91.69	91.82
S1	91.55	91.61

Download as Excel Spreadsheet

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

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