NYMEX Light Sweet Crude Oil Future November 2014

Trading Metrics calculated at close of trading on 03-Mar-2014

Day Change Summary
	Previous	Current
	28-Feb-2014	03-Mar-2014	Change	Change %	Previous Week
Open	95.63	96.40	0.77	0.8%	95.58
High	96.08	97.71	1.63	1.7%	96.33
Low	95.53	96.26	0.73	0.8%	95.00
Close	96.03	97.54	1.51	1.6%	96.03
Range	0.55	1.45	0.90	163.6%	1.33
ATR	0.70	0.77	0.07	10.0%	0.00
Volume	2,554	3,186	632	24.7%	18,322

Daily Pivots for day following 03-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	101.52	100.98	98.34
R3	100.07	99.53	97.94
R2	98.62	98.62	97.81
R1	98.08	98.08	97.67	98.35
PP	97.17	97.17	97.17	97.31
S1	96.63	96.63	97.41	96.90
S2	95.72	95.72	97.27
S3	94.27	95.18	97.14
S4	92.82	93.73	96.74

Weekly Pivots for week ending 28-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	99.78	99.23	96.76
R3	98.45	97.90	96.40
R2	97.12	97.12	96.27
R1	96.57	96.57	96.15	96.85
PP	95.79	95.79	95.79	95.92
S1	95.24	95.24	95.91	95.52
S2	94.46	94.46	95.79
S3	93.13	93.91	95.66
S4	91.80	92.58	95.30

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	97.71	95.00	2.71	2.8%	0.65	0.7%	94%	True	False	3,433
10	97.71	94.82	2.89	3.0%	0.64	0.7%	94%	True	False	4,040

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	0.11
Widest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	103.87
2.618	101.51
1.618	100.06
1.000	99.16
0.618	98.61
HIGH	97.71
0.618	97.16
0.500	96.99
0.382	96.81
LOW	96.26
0.618	95.36
1.000	94.81
1.618	93.91
2.618	92.46
4.250	90.10

Fisher Pivots for day following 03-Mar-2014
Pivot	1 day	3 day
R1	97.36	97.22
PP	97.17	96.89
S1	96.99	96.57

Download as Excel Spreadsheet

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

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