NYMEX Light Sweet Crude Oil Future November 2014

Trading Metrics calculated at close of trading on 19-Sep-2014

Day Change Summary
	Previous	Current
	18-Sep-2014	19-Sep-2014	Change	Change %	Previous Week
Open	92.82	91.96	-0.86	-0.9%	91.24
High	93.60	92.24	-1.36	-1.5%	94.12
Low	91.81	91.15	-0.66	-0.7%	89.76
Close	91.98	91.65	-0.33	-0.4%	91.65
Range	1.79	1.09	-0.70	-39.1%	4.36
ATR	1.73	1.68	-0.05	-2.6%	0.00
Volume	168,113	250,463	82,350	49.0%	830,370

Daily Pivots for day following 19-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	94.95	94.39	92.25
R3	93.86	93.30	91.95
R2	92.77	92.77	91.85
R1	92.21	92.21	91.75	91.95
PP	91.68	91.68	91.68	91.55
S1	91.12	91.12	91.55	90.86
S2	90.59	90.59	91.45
S3	89.50	90.03	91.35
S4	88.41	88.94	91.05

Weekly Pivots for week ending 19-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	104.92	102.65	94.05
R3	100.56	98.29	92.85
R2	96.20	96.20	92.45
R1	93.93	93.93	92.05	95.07
PP	91.84	91.84	91.84	92.41
S1	89.57	89.57	91.25	90.71
S2	87.48	87.48	90.85
S3	83.12	85.21	90.45
S4	78.76	80.85	89.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	94.12	89.76	4.36	4.8%	1.81	2.0%	43%	False	False	166,074
10	94.12	89.56	4.56	5.0%	1.85	2.0%	46%	False	False	147,346
20	95.07	89.56	5.51	6.0%	1.68	1.8%	38%	False	False	108,060
40	100.27	89.56	10.71	11.7%	1.53	1.7%	20%	False	False	78,023
60	103.82	89.56	14.26	15.6%	1.42	1.6%	15%	False	False	62,578
80	104.44	89.56	14.88	16.2%	1.31	1.4%	14%	False	False	51,545
100	104.44	89.56	14.88	16.2%	1.21	1.3%	14%	False	False	43,104
120	104.44	89.56	14.88	16.2%	1.15	1.3%	14%	False	False	36,998

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.55
Narrowest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	96.87
2.618	95.09
1.618	94.00
1.000	93.33
0.618	92.91
HIGH	92.24
0.618	91.82
0.500	91.70
0.382	91.57
LOW	91.15
0.618	90.48
1.000	90.06
1.618	89.39
2.618	88.30
4.250	86.52

Fisher Pivots for day following 19-Sep-2014
Pivot	1 day	3 day
R1	91.70	92.58
PP	91.68	92.27
S1	91.67	91.96

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

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