NYMEX Light Sweet Crude Oil Future November 2014

Trading Metrics calculated at close of trading on 01-Oct-2014

Day Change Summary
	Previous	Current
	30-Sep-2014	01-Oct-2014	Change	Change %	Previous Week
Open	94.34	91.36	-2.98	-3.2%	91.69
High	94.90	92.96	-1.94	-2.0%	93.86
Low	90.86	90.47	-0.39	-0.4%	90.41
Close	91.16	90.73	-0.43	-0.5%	93.54
Range	4.04	2.49	-1.55	-38.4%	3.45
ATR	1.86	1.90	0.05	2.4%	0.00
Volume	429,251	389,246	-40,005	-9.3%	1,267,378

Daily Pivots for day following 01-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	98.86	97.28	92.10
R3	96.37	94.79	91.41
R2	93.88	93.88	91.19
R1	92.30	92.30	90.96	91.85
PP	91.39	91.39	91.39	91.16
S1	89.81	89.81	90.50	89.36
S2	88.90	88.90	90.27
S3	86.41	87.32	90.05
S4	83.92	84.83	89.36

Weekly Pivots for week ending 26-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	102.95	101.70	95.44
R3	99.50	98.25	94.49
R2	96.05	96.05	94.17
R1	94.80	94.80	93.86	95.43
PP	92.60	92.60	92.60	92.92
S1	91.35	91.35	93.22	91.98
S2	89.15	89.15	92.91
S3	85.70	87.90	92.59
S4	82.25	84.45	91.64

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	94.90	90.47	4.43	4.9%	2.31	2.5%	6%	False	True	317,497
10	94.90	90.41	4.49	4.9%	1.96	2.2%	7%	False	False	276,569
20	94.90	89.56	5.34	5.9%	1.92	2.1%	22%	False	False	198,708
40	97.35	89.56	7.79	8.6%	1.68	1.9%	15%	False	False	129,167
60	101.27	89.56	11.71	12.9%	1.58	1.7%	10%	False	False	98,946
80	104.44	89.56	14.88	16.4%	1.43	1.6%	8%	False	False	79,808
100	104.44	89.56	14.88	16.4%	1.31	1.4%	8%	False	False	65,960
120	104.44	89.56	14.88	16.4%	1.23	1.4%	8%	False	False	56,148

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	0.49
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	103.54
2.618	99.48
1.618	96.99
1.000	95.45
0.618	94.50
HIGH	92.96
0.618	92.01
0.500	91.72
0.382	91.42
LOW	90.47
0.618	88.93
1.000	87.98
1.618	86.44
2.618	83.95
4.250	79.89

Fisher Pivots for day following 01-Oct-2014
Pivot	1 day	3 day
R1	91.72	92.69
PP	91.39	92.03
S1	91.06	91.38

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

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