NYMEX Light Sweet Crude Oil Future November 2014

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

Day Change Summary
	Previous	Current
	11-Sep-2014	12-Sep-2014	Change	Change %	Previous Week
Open	90.88	92.09	1.21	1.3%	92.92
High	92.46	92.66	0.20	0.2%	93.03
Low	89.56	91.12	1.56	1.7%	89.56
Close	91.86	91.37	-0.49	-0.5%	91.37
Range	2.90	1.54	-1.36	-46.9%	3.47
ATR	1.65	1.65	-0.01	-0.5%	0.00
Volume	191,935	127,683	-64,252	-33.5%	643,095

Daily Pivots for day following 12-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	96.34	95.39	92.22
R3	94.80	93.85	91.79
R2	93.26	93.26	91.65
R1	92.31	92.31	91.51	92.02
PP	91.72	91.72	91.72	91.57
S1	90.77	90.77	91.23	90.48
S2	90.18	90.18	91.09
S3	88.64	89.23	90.95
S4	87.10	87.69	90.52

Weekly Pivots for week ending 12-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	101.73	100.02	93.28
R3	98.26	96.55	92.32
R2	94.79	94.79	92.01
R1	93.08	93.08	91.69	92.20
PP	91.32	91.32	91.32	90.88
S1	89.61	89.61	91.05	88.73
S2	87.85	87.85	90.73
S3	84.38	86.14	90.42
S4	80.91	82.67	89.46

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	93.03	89.56	3.47	3.8%	1.89	2.1%	52%	False	False	128,619
10	95.07	89.56	5.51	6.0%	1.96	2.1%	33%	False	False	109,612
20	95.07	89.56	5.51	6.0%	1.59	1.7%	33%	False	False	82,662
40	101.22	89.56	11.66	12.8%	1.46	1.6%	16%	False	False	63,416
60	104.44	89.56	14.88	16.3%	1.36	1.5%	12%	False	False	50,531
80	104.44	89.56	14.88	16.3%	1.25	1.4%	12%	False	False	41,890
100	104.44	89.56	14.88	16.3%	1.16	1.3%	12%	False	False	35,209
120	104.44	89.56	14.88	16.3%	1.10	1.2%	12%	False	False	30,261

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
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	0.38
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	99.21
2.618	96.69
1.618	95.15
1.000	94.20
0.618	93.61
HIGH	92.66
0.618	92.07
0.500	91.89
0.382	91.71
LOW	91.12
0.618	90.17
1.000	89.58
1.618	88.63
2.618	87.09
4.250	84.58

Fisher Pivots for day following 12-Sep-2014
Pivot	1 day	3 day
R1	91.89	91.28
PP	91.72	91.20
S1	91.54	91.11

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

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