NYMEX Light Sweet Crude Oil Future September 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	94.96	95.18	0.22	0.2%	98.04
High	95.40	96.03	0.63	0.7%	98.06
Low	94.73	95.06	0.33	0.3%	94.58
Close	95.34	95.86	0.52	0.5%	95.86
Range	0.67	0.97	0.30	44.8%	3.48
ATR	1.18	1.17	-0.02	-1.3%	0.00
Volume	34,204	22,936	-11,268	-32.9%	106,864

Daily Pivots for day following 14-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	98.56	98.18	96.39
R3	97.59	97.21	96.13
R2	96.62	96.62	96.04
R1	96.24	96.24	95.95	96.43
PP	95.65	95.65	95.65	95.75
S1	95.27	95.27	95.77	95.46
S2	94.68	94.68	95.68
S3	93.71	94.30	95.59
S4	92.74	93.33	95.33

Weekly Pivots for week ending 14-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	106.61	104.71	97.77
R3	103.13	101.23	96.82
R2	99.65	99.65	96.50
R1	97.75	97.75	96.18	96.96
PP	96.17	96.17	96.17	95.77
S1	94.27	94.27	95.54	93.48
S2	92.69	92.69	95.22
S3	89.21	90.79	94.90
S4	85.73	87.31	93.95

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	98.06	94.58	3.48	3.6%	1.16	1.2%	37%	False	False	21,372
10	99.93	94.58	5.35	5.6%	1.24	1.3%	24%	False	False	21,528
20	99.93	94.58	5.35	5.6%	1.07	1.1%	24%	False	False	17,537
40	99.93	90.21	9.72	10.1%	1.01	1.1%	58%	False	False	14,457
60	99.93	89.09	10.84	11.3%	0.98	1.0%	62%	False	False	12,673

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	0.15
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	100.15
2.618	98.57
1.618	97.60
1.000	97.00
0.618	96.63
HIGH	96.03
0.618	95.66
0.500	95.55
0.382	95.43
LOW	95.06
0.618	94.46
1.000	94.09
1.618	93.49
2.618	92.52
4.250	90.94

Fisher Pivots for day following 14-Mar-2014
Pivot	1 day	3 day
R1	95.76	95.68
PP	95.65	95.49
S1	95.55	95.31

Download as Excel Spreadsheet

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

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