NYMEX Light Sweet Crude Oil Future November 2014

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

Day Change Summary
	Previous	Current
	15-Sep-2014	16-Sep-2014	Change	Change %	Previous Week
Open	91.24	91.91	0.67	0.7%	92.92
High	92.06	94.12	2.06	2.2%	93.03
Low	89.76	91.52	1.76	2.0%	89.56
Close	91.99	93.81	1.82	2.0%	91.37
Range	2.30	2.60	0.30	13.0%	3.47
ATR	1.69	1.76	0.06	3.8%	0.00
Volume	104,815	149,068	44,253	42.2%	643,095

Daily Pivots for day following 16-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	100.95	99.98	95.24
R3	98.35	97.38	94.53
R2	95.75	95.75	94.29
R1	94.78	94.78	94.05	95.27
PP	93.15	93.15	93.15	93.39
S1	92.18	92.18	93.57	92.67
S2	90.55	90.55	93.33
S3	87.95	89.58	93.10
S4	85.35	86.98	92.38

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	94.12	89.56	4.56	4.9%	2.23	2.4%	93%	True	False	138,720
10	94.93	89.56	5.37	5.7%	2.02	2.2%	79%	False	False	115,404
20	95.07	89.56	5.51	5.9%	1.68	1.8%	77%	False	False	88,549
40	101.22	89.56	11.66	12.4%	1.52	1.6%	36%	False	False	67,071
60	104.44	89.56	14.88	15.9%	1.41	1.5%	29%	False	False	53,821
80	104.44	89.56	14.88	15.9%	1.29	1.4%	29%	False	False	44,666
100	104.44	89.56	14.88	15.9%	1.20	1.3%	29%	False	False	37,544
120	104.44	89.56	14.88	15.9%	1.13	1.2%	29%	False	False	32,323

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.49
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	105.17
2.618	100.93
1.618	98.33
1.000	96.72
0.618	95.73
HIGH	94.12
0.618	93.13
0.500	92.82
0.382	92.51
LOW	91.52
0.618	89.91
1.000	88.92
1.618	87.31
2.618	84.71
4.250	80.47

Fisher Pivots for day following 16-Sep-2014
Pivot	1 day	3 day
R1	93.48	93.19
PP	93.15	92.56
S1	92.82	91.94

Download as Excel Spreadsheet

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

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