NYMEX Light Sweet Crude Oil Future October 2014

Trading Metrics calculated at close of trading on 16-Apr-2014

Day Change Summary
	Previous	Current
	15-Apr-2014	16-Apr-2014	Change	Change %	Previous Week
Open	98.86	99.15	0.29	0.3%	96.78
High	99.13	99.80	0.67	0.7%	98.81
Low	98.45	98.71	0.26	0.3%	96.00
Close	99.00	99.18	0.18	0.2%	98.48
Range	0.68	1.09	0.41	60.3%	2.81
ATR	0.95	0.96	0.01	1.0%	0.00
Volume	9,932	7,560	-2,372	-23.9%	49,595

Daily Pivots for day following 16-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	102.50	101.93	99.78
R3	101.41	100.84	99.48
R2	100.32	100.32	99.38
R1	99.75	99.75	99.28	100.04
PP	99.23	99.23	99.23	99.37
S1	98.66	98.66	99.08	98.95
S2	98.14	98.14	98.98
S3	97.05	97.57	98.88
S4	95.96	96.48	98.58

Weekly Pivots for week ending 11-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	106.19	105.15	100.03
R3	103.38	102.34	99.25
R2	100.57	100.57	99.00
R1	99.53	99.53	98.74	100.05
PP	97.76	97.76	97.76	98.03
S1	96.72	96.72	98.22	97.24
S2	94.95	94.95	97.96
S3	92.14	93.91	97.71
S4	89.33	91.10	96.93

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	99.80	98.14	1.66	1.7%	0.74	0.7%	63%	True	False	8,704
10	99.80	94.94	4.86	4.9%	0.93	0.9%	87%	True	False	8,870
20	99.80	93.85	5.95	6.0%	0.95	1.0%	90%	True	False	7,956
40	99.80	93.72	6.08	6.1%	0.89	0.9%	90%	True	False	7,184
60	99.80	90.54	9.26	9.3%	0.82	0.8%	93%	True	False	5,859

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	0.18
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	104.43
2.618	102.65
1.618	101.56
1.000	100.89
0.618	100.47
HIGH	99.80
0.618	99.38
0.500	99.26
0.382	99.13
LOW	98.71
0.618	98.04
1.000	97.62
1.618	96.95
2.618	95.86
4.250	94.08

Fisher Pivots for day following 16-Apr-2014
Pivot	1 day	3 day
R1	99.26	99.15
PP	99.23	99.13
S1	99.21	99.10

Download as Excel Spreadsheet

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

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