NYMEX Light Sweet Crude Oil Future December 2014

Trading Metrics calculated at close of trading on 02-Apr-2014

Day Change Summary
	Previous	Current
	01-Apr-2014	02-Apr-2014	Change	Change %	Previous Week
Open	95.15	93.59	-1.56	-1.6%	93.31
High	95.25	93.87	-1.38	-1.4%	95.45
Low	93.50	93.05	-0.45	-0.5%	93.10
Close	93.87	93.77	-0.10	-0.1%	95.22
Range	1.75	0.82	-0.93	-53.1%	2.35
ATR	1.09	1.07	-0.02	-1.8%	0.00
Volume	26,507	36,887	10,380	39.2%	145,181

Daily Pivots for day following 02-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	96.02	95.72	94.22
R3	95.20	94.90	94.00
R2	94.38	94.38	93.92
R1	94.08	94.08	93.85	94.23
PP	93.56	93.56	93.56	93.64
S1	93.26	93.26	93.69	93.41
S2	92.74	92.74	93.62
S3	91.92	92.44	93.54
S4	91.10	91.62	93.32

Weekly Pivots for week ending 28-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	101.64	100.78	96.51
R3	99.29	98.43	95.87
R2	96.94	96.94	95.65
R1	96.08	96.08	95.44	96.51
PP	94.59	94.59	94.59	94.81
S1	93.73	93.73	95.00	94.16
S2	92.24	92.24	94.79
S3	89.89	91.38	94.57
S4	87.54	89.03	93.93

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	95.49	93.05	2.44	2.6%	1.04	1.1%	30%	False	True	32,420
10	95.49	92.30	3.19	3.4%	1.04	1.1%	46%	False	False	30,436

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	0.22
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	97.36
2.618	96.02
1.618	95.20
1.000	94.69
0.618	94.38
HIGH	93.87
0.618	93.56
0.500	93.46
0.382	93.36
LOW	93.05
0.618	92.54
1.000	92.23
1.618	91.72
2.618	90.90
4.250	89.57

Fisher Pivots for day following 02-Apr-2014
Pivot	1 day	3 day
R1	93.67	94.27
PP	93.56	94.10
S1	93.46	93.94

Download as Excel Spreadsheet

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

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