NYMEX Light Sweet Crude Oil Future January 2015

Trading Metrics calculated at close of trading on 11-Sep-2014

Day Change Summary
	Previous	Current
	10-Sep-2014	11-Sep-2014	Change	Change %	Previous Week
Open	91.57	90.23	-1.34	-1.5%	93.85
High	91.60	91.65	0.05	0.1%	94.16
Low	89.82	89.04	-0.78	-0.9%	91.41
Close	90.26	91.11	0.85	0.9%	92.28
Range	1.78	2.61	0.83	46.6%	2.75
ATR	1.36	1.45	0.09	6.5%	0.00
Volume	36,115	43,780	7,665	21.2%	105,646

Daily Pivots for day following 11-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	98.43	97.38	92.55
R3	95.82	94.77	91.83
R2	93.21	93.21	91.59
R1	92.16	92.16	91.35	92.69
PP	90.60	90.60	90.60	90.86
S1	89.55	89.55	90.87	90.08
S2	87.99	87.99	90.63
S3	85.38	86.94	90.39
S4	82.77	84.33	89.67

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	93.53	89.04	4.49	4.9%	1.79	2.0%	46%	False	True	30,062
10	94.16	89.04	5.12	5.6%	1.65	1.8%	40%	False	True	27,036
20	95.54	89.04	6.50	7.1%	1.42	1.6%	32%	False	True	22,479
40	99.36	89.04	10.32	11.3%	1.26	1.4%	20%	False	True	19,303
60	102.53	89.04	13.49	14.8%	1.16	1.3%	15%	False	True	15,692
80	102.53	89.04	13.49	14.8%	1.06	1.2%	15%	False	True	13,554
100	102.53	89.04	13.49	14.8%	0.98	1.1%	15%	False	True	11,573

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.25
Widest range in 105 trading days

Fibonacci Retracements and Extensions
4.250	102.74
2.618	98.48
1.618	95.87
1.000	94.26
0.618	93.26
HIGH	91.65
0.618	90.65
0.500	90.35
0.382	90.04
LOW	89.04
0.618	87.43
1.000	86.43
1.618	84.82
2.618	82.21
4.250	77.95

Fisher Pivots for day following 11-Sep-2014
Pivot	1 day	3 day
R1	90.86	90.95
PP	90.60	90.78
S1	90.35	90.62

Download as Excel Spreadsheet

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

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