NYMEX Light Sweet Crude Oil Future December 2014

Trading Metrics calculated at close of trading on 25-Sep-2014

Day Change Summary
	Previous	Current
	24-Sep-2014	25-Sep-2014	Change	Change %	Previous Week
Open	90.98	92.17	1.19	1.3%	90.60
High	92.52	92.75	0.23	0.2%	93.41
Low	90.43	91.33	0.90	1.0%	89.30
Close	92.07	91.78	-0.29	-0.3%	91.14
Range	2.09	1.42	-0.67	-32.1%	4.11
ATR	1.62	1.60	-0.01	-0.9%	0.00
Volume	95,069	120,798	25,729	27.1%	414,205

Daily Pivots for day following 25-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	96.21	95.42	92.56
R3	94.79	94.00	92.17
R2	93.37	93.37	92.04
R1	92.58	92.58	91.91	92.27
PP	91.95	91.95	91.95	91.80
S1	91.16	91.16	91.65	90.85
S2	90.53	90.53	91.52
S3	89.11	89.74	91.39
S4	87.69	88.32	91.00

Weekly Pivots for week ending 19-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	103.61	101.49	93.40
R3	99.50	97.38	92.27
R2	95.39	95.39	91.89
R1	93.27	93.27	91.52	94.33
PP	91.28	91.28	91.28	91.82
S1	89.16	89.16	90.76	90.22
S2	87.17	87.17	90.39
S3	83.06	85.05	90.01
S4	78.95	80.94	88.88

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	92.75	89.87	2.88	3.1%	1.48	1.6%	66%	True	False	87,742
10	93.41	89.30	4.11	4.5%	1.65	1.8%	60%	False	False	92,097
20	94.42	89.13	5.29	5.8%	1.73	1.9%	50%	False	False	85,335
40	97.34	89.13	8.21	8.9%	1.49	1.6%	32%	False	False	72,884
60	102.34	89.13	13.21	14.4%	1.42	1.5%	20%	False	False	70,195
80	103.66	89.13	14.53	15.8%	1.33	1.4%	18%	False	False	67,106
100	103.66	89.13	14.53	15.8%	1.24	1.3%	18%	False	False	61,544
120	103.66	89.13	14.53	15.8%	1.20	1.3%	18%	False	False	58,433

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	0.48
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	98.79
2.618	96.47
1.618	95.05
1.000	94.17
0.618	93.63
HIGH	92.75
0.618	92.21
0.500	92.04
0.382	91.87
LOW	91.33
0.618	90.45
1.000	89.91
1.618	89.03
2.618	87.61
4.250	85.30

Fisher Pivots for day following 25-Sep-2014
Pivot	1 day	3 day
R1	92.04	91.65
PP	91.95	91.52
S1	91.87	91.40

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

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