NYMEX Light Sweet Crude Oil Future January 2015

Trading Metrics calculated at close of trading on 10-Sep-2014

Day Change Summary
	Previous	Current
	09-Sep-2014	10-Sep-2014	Change	Change %	Previous Week
Open	91.60	91.57	-0.03	0.0%	93.85
High	92.20	91.60	-0.60	-0.7%	94.16
Low	91.11	89.82	-1.29	-1.4%	91.41
Close	91.33	90.26	-1.07	-1.2%	92.28
Range	1.09	1.78	0.69	63.3%	2.75
ATR	1.33	1.36	0.03	2.4%	0.00
Volume	30,727	36,115	5,388	17.5%	105,646

Daily Pivots for day following 10-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	95.90	94.86	91.24
R3	94.12	93.08	90.75
R2	92.34	92.34	90.59
R1	91.30	91.30	90.42	90.93
PP	90.56	90.56	90.56	90.38
S1	89.52	89.52	90.10	89.15
S2	88.78	88.78	89.93
S3	87.00	87.74	89.77
S4	85.22	85.96	89.28

Weekly Pivots for week ending 05-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	100.87	99.32	93.79
R3	98.12	96.57	93.04
R2	95.37	95.37	92.78
R1	93.82	93.82	92.53	93.22
PP	92.62	92.62	92.62	92.32
S1	91.07	91.07	92.03	90.47
S2	89.87	89.87	91.78
S3	87.12	88.32	91.52
S4	84.37	85.57	90.77

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	93.81	89.82	3.99	4.4%	1.48	1.6%	11%	False	True	26,491
10	94.16	89.82	4.34	4.8%	1.46	1.6%	10%	False	True	24,195
20	95.72	89.82	5.90	6.5%	1.34	1.5%	7%	False	True	21,151
40	99.36	89.82	9.54	10.6%	1.21	1.3%	5%	False	True	18,548
60	102.53	89.82	12.71	14.1%	1.13	1.3%	3%	False	True	15,113
80	102.53	89.82	12.71	14.1%	1.03	1.1%	3%	False	True	13,030
100	102.53	89.82	12.71	14.1%	0.96	1.1%	3%	False	True	11,154

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.16
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	99.17
2.618	96.26
1.618	94.48
1.000	93.38
0.618	92.70
HIGH	91.60
0.618	90.92
0.500	90.71
0.382	90.50
LOW	89.82
0.618	88.72
1.000	88.04
1.618	86.94
2.618	85.16
4.250	82.26

Fisher Pivots for day following 10-Sep-2014
Pivot	1 day	3 day
R1	90.71	91.16
PP	90.56	90.86
S1	90.41	90.56

Download as Excel Spreadsheet

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

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