NYMEX Light Sweet Crude Oil Future December 2014

Trading Metrics calculated at close of trading on 28-Apr-2014

Day Change Summary
	Previous	Current
	25-Apr-2014	28-Apr-2014	Change	Change %	Previous Week
Open	97.11	96.30	-0.81	-0.8%	97.71
High	97.34	96.69	-0.65	-0.7%	97.76
Low	95.95	95.47	-0.48	-0.5%	95.95
Close	96.10	95.82	-0.28	-0.3%	96.10
Range	1.39	1.22	-0.17	-12.2%	1.81
ATR	1.01	1.02	0.02	1.5%	0.00
Volume	47,059	40,712	-6,347	-13.5%	200,960

Daily Pivots for day following 28-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	99.65	98.96	96.49
R3	98.43	97.74	96.16
R2	97.21	97.21	96.04
R1	96.52	96.52	95.93	96.26
PP	95.99	95.99	95.99	95.86
S1	95.30	95.30	95.71	95.04
S2	94.77	94.77	95.60
S3	93.55	94.08	95.48
S4	92.33	92.86	95.15

Weekly Pivots for week ending 25-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	102.03	100.88	97.10
R3	100.22	99.07	96.60
R2	98.41	98.41	96.43
R1	97.26	97.26	96.27	96.93
PP	96.60	96.60	96.60	96.44
S1	95.45	95.45	95.93	95.12
S2	94.79	94.79	95.77
S3	92.98	93.64	95.60
S4	91.17	91.83	95.10

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	97.76	95.47	2.29	2.4%	1.09	1.1%	15%	False	True	41,198
10	97.85	95.47	2.38	2.5%	0.98	1.0%	15%	False	True	42,475
20	97.85	93.05	4.80	5.0%	1.01	1.1%	58%	False	False	40,428

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	0.20
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	101.88
2.618	99.88
1.618	98.66
1.000	97.91
0.618	97.44
HIGH	96.69
0.618	96.22
0.500	96.08
0.382	95.94
LOW	95.47
0.618	94.72
1.000	94.25
1.618	93.50
2.618	92.28
4.250	90.29

Fisher Pivots for day following 28-Apr-2014
Pivot	1 day	3 day
R1	96.08	96.47
PP	95.99	96.25
S1	95.91	96.04

Download as Excel Spreadsheet

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

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