NYMEX Light Sweet Crude Oil Future September 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	97.76	97.82	0.06	0.1%	95.90
High	98.32	98.21	-0.11	-0.1%	98.32
Low	97.75	97.43	-0.32	-0.3%	95.54
Close	97.99	97.99	0.00	0.0%	97.99
Range	0.57	0.78	0.21	36.8%	2.78
ATR	1.12	1.10	-0.02	-2.2%	0.00
Volume	24,067	16,617	-7,450	-31.0%	86,923

Daily Pivots for day following 31-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	100.22	99.88	98.42
R3	99.44	99.10	98.20
R2	98.66	98.66	98.13
R1	98.32	98.32	98.06	98.49
PP	97.88	97.88	97.88	97.96
S1	97.54	97.54	97.92	97.71
S2	97.10	97.10	97.85
S3	96.32	96.76	97.78
S4	95.54	95.98	97.56

Weekly Pivots for week ending 28-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	105.62	104.59	99.52
R3	102.84	101.81	98.75
R2	100.06	100.06	98.50
R1	99.03	99.03	98.24	99.55
PP	97.28	97.28	97.28	97.54
S1	96.25	96.25	97.74	96.77
S2	94.50	94.50	97.48
S3	91.72	93.47	97.23
S4	88.94	90.69	96.46

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	98.32	95.54	2.78	2.8%	0.94	1.0%	88%	False	False	17,005
10	98.32	94.43	3.89	4.0%	1.01	1.0%	92%	False	False	18,621
20	99.03	94.34	4.69	4.8%	1.11	1.1%	78%	False	False	20,331
40	99.93	91.15	8.78	9.0%	1.05	1.1%	78%	False	False	16,436
60	99.93	89.09	10.84	11.1%	1.03	1.1%	82%	False	False	14,844

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.19
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	101.53
2.618	100.25
1.618	99.47
1.000	98.99
0.618	98.69
HIGH	98.21
0.618	97.91
0.500	97.82
0.382	97.73
LOW	97.43
0.618	96.95
1.000	96.65
1.618	96.17
2.618	95.39
4.250	94.12

Fisher Pivots for day following 31-Mar-2014
Pivot	1 day	3 day
R1	97.93	97.80
PP	97.88	97.62
S1	97.82	97.43

Download as Excel Spreadsheet

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

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