NYMEX Light Sweet Crude Oil Future October 2014

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

Day Change Summary
	Previous	Current
	21-Jan-2014	22-Jan-2014	Change	Change %	Previous Week
Open	91.04	91.00	-0.04	0.0%	89.01
High	91.10	91.81	0.71	0.8%	90.51
Low	90.39	91.00	0.61	0.7%	88.69
Close	90.55	91.60	1.05	1.2%	90.26
Range	0.71	0.81	0.10	14.1%	1.82
ATR
Volume	1,618	1,989	371	22.9%	13,889

Daily Pivots for day following 22-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	93.90	93.56	92.05
R3	93.09	92.75	91.82
R2	92.28	92.28	91.75
R1	91.94	91.94	91.67	92.11
PP	91.47	91.47	91.47	91.56
S1	91.13	91.13	91.53	91.30
S2	90.66	90.66	91.45
S3	89.85	90.32	91.38
S4	89.04	89.51	91.15

Weekly Pivots for week ending 17-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	95.28	94.59	91.26
R3	93.46	92.77	90.76
R2	91.64	91.64	90.59
R1	90.95	90.95	90.43	91.30
PP	89.82	89.82	89.82	89.99
S1	89.13	89.13	90.09	89.48
S2	88.00	88.00	89.93
S3	86.18	87.31	89.76
S4	84.36	85.49	89.26

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	91.81	89.14	2.67	2.9%	0.67	0.7%	92%	True	False	2,315
10	91.81	88.69	3.12	3.4%	0.66	0.7%	93%	True	False	2,578

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	0.05
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	95.25
2.618	93.93
1.618	93.12
1.000	92.62
0.618	92.31
HIGH	91.81
0.618	91.50
0.500	91.41
0.382	91.31
LOW	91.00
0.618	90.50
1.000	90.19
1.618	89.69
2.618	88.88
4.250	87.56

Fisher Pivots for day following 22-Jan-2014
Pivot	1 day	3 day
R1	91.54	91.36
PP	91.47	91.12
S1	91.41	90.88

Download as Excel Spreadsheet

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

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