NYMEX Light Sweet Crude Oil Future September 2014

Trading Metrics calculated at close of trading on 22-Apr-2014

Day Change Summary
	Previous	Current
	21-Apr-2014	22-Apr-2014	Change	Change %	Previous Week
Open	100.41	100.53	0.12	0.1%	99.62
High	100.72	100.65	-0.07	-0.1%	100.94
Low	99.95	99.04	-0.91	-0.9%	99.30
Close	100.70	99.44	-1.26	-1.3%	100.31
Range	0.77	1.61	0.84	109.1%	1.64
ATR	1.07	1.11	0.04	3.9%	0.00
Volume	20,543	12,814	-7,729	-37.6%	117,985

Daily Pivots for day following 22-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	104.54	103.60	100.33
R3	102.93	101.99	99.88
R2	101.32	101.32	99.74
R1	100.38	100.38	99.59	100.05
PP	99.71	99.71	99.71	99.54
S1	98.77	98.77	99.29	98.44
S2	98.10	98.10	99.14
S3	96.49	97.16	99.00
S4	94.88	95.55	98.55

Weekly Pivots for week ending 18-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	105.10	104.35	101.21
R3	103.46	102.71	100.76
R2	101.82	101.82	100.61
R1	101.07	101.07	100.46	101.45
PP	100.18	100.18	100.18	100.37
S1	99.43	99.43	100.16	99.81
S2	98.54	98.54	100.01
S3	96.90	97.79	99.86
S4	95.26	96.15	99.41

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	100.94	99.04	1.90	1.9%	1.09	1.1%	21%	False	True	22,890
10	100.94	97.58	3.36	3.4%	1.06	1.1%	55%	False	False	27,701
20	100.94	95.51	5.43	5.5%	1.07	1.1%	72%	False	False	22,665
40	100.94	94.34	6.60	6.6%	1.10	1.1%	77%	False	False	20,760
60	100.94	91.15	9.79	9.8%	1.06	1.1%	85%	False	False	18,042
80	100.94	89.09	11.85	11.9%	1.05	1.1%	87%	False	False	16,072

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	0.25
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	107.49
2.618	104.86
1.618	103.25
1.000	102.26
0.618	101.64
HIGH	100.65
0.618	100.03
0.500	99.85
0.382	99.66
LOW	99.04
0.618	98.05
1.000	97.43
1.618	96.44
2.618	94.83
4.250	92.20

Fisher Pivots for day following 22-Apr-2014
Pivot	1 day	3 day
R1	99.85	99.96
PP	99.71	99.79
S1	99.58	99.61

Download as Excel Spreadsheet

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

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