NYMEX Light Sweet Crude Oil Future October 2014

Trading Metrics calculated at close of trading on 12-Mar-2014

Day Change Summary
	Previous	Current
	11-Mar-2014	12-Mar-2014	Change	Change %	Previous Week
Open	96.42	95.13	-1.29	-1.3%	97.48
High	96.44	95.13	-1.31	-1.4%	98.71
Low	95.68	93.94	-1.74	-1.8%	95.70
Close	95.73	94.36	-1.37	-1.4%	97.15
Range	0.76	1.19	0.43	56.6%	3.01
ATR	0.96	1.02	0.06	6.2%	0.00
Volume	5,815	4,985	-830	-14.3%	41,390

Daily Pivots for day following 12-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	98.05	97.39	95.01
R3	96.86	96.20	94.69
R2	95.67	95.67	94.58
R1	95.01	95.01	94.47	94.75
PP	94.48	94.48	94.48	94.34
S1	93.82	93.82	94.25	93.56
S2	93.29	93.29	94.14
S3	92.10	92.63	94.03
S4	90.91	91.44	93.71

Weekly Pivots for week ending 07-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	106.22	104.69	98.81
R3	103.21	101.68	97.98
R2	100.20	100.20	97.70
R1	98.67	98.67	97.43	97.93
PP	97.19	97.19	97.19	96.82
S1	95.66	95.66	96.87	94.92
S2	94.18	94.18	96.60
S3	91.17	92.65	96.32
S4	88.16	89.64	95.49

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	97.28	93.94	3.34	3.5%	0.88	0.9%	13%	False	True	6,930
10	98.71	93.94	4.77	5.1%	0.94	1.0%	9%	False	True	6,535
20	98.71	93.94	4.77	5.1%	0.84	0.9%	9%	False	True	5,725
40	98.71	88.78	9.93	10.5%	0.74	0.8%	56%	False	False	4,293

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.07
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	100.19
2.618	98.25
1.618	97.06
1.000	96.32
0.618	95.87
HIGH	95.13
0.618	94.68
0.500	94.54
0.382	94.39
LOW	93.94
0.618	93.20
1.000	92.75
1.618	92.01
2.618	90.82
4.250	88.88

Fisher Pivots for day following 12-Mar-2014
Pivot	1 day	3 day
R1	94.54	95.25
PP	94.48	94.95
S1	94.42	94.66

Download as Excel Spreadsheet

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

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