NYMEX Light Sweet Crude Oil Future November 2014

Trading Metrics calculated at close of trading on 11-Sep-2014

Day Change Summary
	Previous	Current
	10-Sep-2014	11-Sep-2014	Change	Change %	Previous Week
Open	91.95	90.88	-1.07	-1.2%	94.90
High	92.18	92.46	0.28	0.3%	94.94
Low	90.36	89.56	-0.80	-0.9%	91.89
Close	90.84	91.86	1.02	1.1%	92.71
Range	1.82	2.90	1.08	59.3%	3.05
ATR	1.56	1.65	0.10	6.1%	0.00
Volume	120,103	191,935	71,832	59.8%	357,173

Daily Pivots for day following 11-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	99.99	98.83	93.46
R3	97.09	95.93	92.66
R2	94.19	94.19	92.39
R1	93.03	93.03	92.13	93.61
PP	91.29	91.29	91.29	91.59
S1	90.13	90.13	91.59	90.71
S2	88.39	88.39	91.33
S3	85.49	87.23	91.06
S4	82.59	84.33	90.27

Weekly Pivots for week ending 05-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	102.33	100.57	94.39
R3	99.28	97.52	93.55
R2	96.23	96.23	93.27
R1	94.47	94.47	92.99	93.83
PP	93.18	93.18	93.18	92.86
S1	91.42	91.42	92.43	90.78
S2	90.13	90.13	92.15
S3	87.08	88.37	91.87
S4	84.03	85.32	91.03

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	94.25	89.56	4.69	5.1%	1.99	2.2%	49%	False	True	118,710
10	95.07	89.56	5.51	6.0%	1.92	2.1%	42%	False	True	101,837
20	96.18	89.56	6.62	7.2%	1.65	1.8%	35%	False	True	79,006
40	101.22	89.56	11.66	12.7%	1.47	1.6%	20%	False	True	60,926
60	104.44	89.56	14.88	16.2%	1.35	1.5%	15%	False	True	48,788
80	104.44	89.56	14.88	16.2%	1.24	1.4%	15%	False	True	40,418
100	104.44	89.56	14.88	16.2%	1.16	1.3%	15%	False	True	33,968
120	104.44	89.56	14.88	16.2%	1.09	1.2%	15%	False	True	29,234

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.34
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	104.79
2.618	100.05
1.618	97.15
1.000	95.36
0.618	94.25
HIGH	92.46
0.618	91.35
0.500	91.01
0.382	90.67
LOW	89.56
0.618	87.77
1.000	86.66
1.618	84.87
2.618	81.97
4.250	77.24

Fisher Pivots for day following 11-Sep-2014
Pivot	1 day	3 day
R1	91.58	91.67
PP	91.29	91.48
S1	91.01	91.29

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

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