NYMEX Light Sweet Crude Oil Future September 2014

Trading Metrics calculated at close of trading on 07-Feb-2014

Day Change Summary
	Previous	Current
	06-Feb-2014	07-Feb-2014	Change	Change %	Previous Week
Open	92.90	93.64	0.74	0.8%	91.91
High	93.87	95.36	1.49	1.6%	95.36
Low	92.83	93.20	0.37	0.4%	91.15
Close	93.57	95.28	1.71	1.8%	95.28
Range	1.04	2.16	1.12	107.7%	4.21
ATR	0.97	1.06	0.08	8.8%	0.00
Volume	10,334	10,630	296	2.9%	54,573

Daily Pivots for day following 07-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	101.09	100.35	96.47
R3	98.93	98.19	95.87
R2	96.77	96.77	95.68
R1	96.03	96.03	95.48	96.40
PP	94.61	94.61	94.61	94.80
S1	93.87	93.87	95.08	94.24
S2	92.45	92.45	94.88
S3	90.29	91.71	94.69
S4	88.13	89.55	94.09

Weekly Pivots for week ending 07-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	106.56	105.13	97.60
R3	102.35	100.92	96.44
R2	98.14	98.14	96.05
R1	96.71	96.71	95.67	97.43
PP	93.93	93.93	93.93	94.29
S1	92.50	92.50	94.89	93.22
S2	89.72	89.72	94.51
S3	85.51	88.29	94.12
S4	81.30	84.08	92.96

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	95.36	91.15	4.21	4.4%	1.17	1.2%	98%	True	False	10,914
10	95.36	91.15	4.21	4.4%	1.07	1.1%	98%	True	False	11,138
20	95.36	89.09	6.27	6.6%	0.99	1.0%	99%	True	False	11,291
40	95.62	89.09	6.53	6.9%	0.95	1.0%	95%	False	False	10,096

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 25 trading days

Fibonacci Retracements and Extensions
4.250	104.54
2.618	101.01
1.618	98.85
1.000	97.52
0.618	96.69
HIGH	95.36
0.618	94.53
0.500	94.28
0.382	94.03
LOW	93.20
0.618	91.87
1.000	91.04
1.618	89.71
2.618	87.55
4.250	84.02

Fisher Pivots for day following 07-Feb-2014
Pivot	1 day	3 day
R1	94.95	94.77
PP	94.61	94.26
S1	94.28	93.75

Download as Excel Spreadsheet

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

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