NYMEX Light Sweet Crude Oil Future November 2014

Trading Metrics calculated at close of trading on 23-Sep-2014

Day Change Summary
	Previous	Current
	22-Sep-2014	23-Sep-2014	Change	Change %	Previous Week
Open	91.69	90.70	-0.99	-1.1%	91.24
High	91.92	92.09	0.17	0.2%	94.12
Low	90.41	90.58	0.17	0.2%	89.76
Close	90.87	91.56	0.69	0.8%	91.65
Range	1.51	1.51	0.00	0.0%	4.36
ATR	1.67	1.66	-0.01	-0.7%	0.00
Volume	229,232	247,770	18,538	8.1%	830,370

Daily Pivots for day following 23-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	95.94	95.26	92.39
R3	94.43	93.75	91.98
R2	92.92	92.92	91.84
R1	92.24	92.24	91.70	92.58
PP	91.41	91.41	91.41	91.58
S1	90.73	90.73	91.42	91.07
S2	89.90	89.90	91.28
S3	88.39	89.22	91.14
S4	86.88	87.71	90.73

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	94.01	90.41	3.60	3.9%	1.44	1.6%	32%	False	False	210,697
10	94.12	89.56	4.56	5.0%	1.84	2.0%	44%	False	False	174,709
20	95.07	89.56	5.51	6.0%	1.73	1.9%	36%	False	False	126,320
40	99.60	89.56	10.04	11.0%	1.54	1.7%	20%	False	False	88,038
60	103.54	89.56	13.98	15.3%	1.44	1.6%	14%	False	False	69,794
80	104.44	89.56	14.88	16.3%	1.33	1.5%	13%	False	False	57,285
100	104.44	89.56	14.88	16.3%	1.23	1.3%	13%	False	False	47,713
120	104.44	89.56	14.88	16.3%	1.16	1.3%	13%	False	False	40,892

Crabel Price Patterns
NR	False
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	0.51

Fibonacci Retracements and Extensions
4.250	98.51
2.618	96.04
1.618	94.53
1.000	93.60
0.618	93.02
HIGH	92.09
0.618	91.51
0.500	91.34
0.382	91.16
LOW	90.58
0.618	89.65
1.000	89.07
1.618	88.14
2.618	86.63
4.250	84.16

Fisher Pivots for day following 23-Sep-2014
Pivot	1 day	3 day
R1	91.49	91.48
PP	91.41	91.40
S1	91.34	91.33

Download as Excel Spreadsheet

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

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