NYMEX Light Sweet Crude Oil Future February 2015

Trading Metrics calculated at close of trading on 15-Sep-2014

Day Change Summary
	Previous	Current
	12-Sep-2014	15-Sep-2014	Change	Change %	Previous Week
Open	91.01	89.99	-1.02	-1.1%	92.17
High	91.60	90.83	-0.77	-0.8%	92.38
Low	90.15	89.03	-1.12	-1.2%	89.00
Close	90.34	90.81	0.47	0.5%	90.34
Range	1.45	1.80	0.35	24.1%	3.38
ATR	1.33	1.37	0.03	2.5%	0.00
Volume	22,838	16,122	-6,716	-29.4%	95,797

Daily Pivots for day following 15-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	95.62	95.02	91.80
R3	93.82	93.22	91.31
R2	92.02	92.02	91.14
R1	91.42	91.42	90.98	91.72
PP	90.22	90.22	90.22	90.38
S1	89.62	89.62	90.65	89.92
S2	88.42	88.42	90.48
S3	86.62	87.82	90.32
S4	84.82	86.02	89.82

Weekly Pivots for week ending 12-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	100.71	98.91	92.20
R3	97.33	95.53	91.27
R2	93.95	93.95	90.96
R1	92.15	92.15	90.65	91.36
PP	90.57	90.57	90.57	90.18
S1	88.77	88.77	90.03	87.98
S2	87.19	87.19	89.72
S3	83.81	85.39	89.41
S4	80.43	82.01	88.48

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	91.99	89.00	2.99	3.3%	1.67	1.8%	61%	False	False	20,361
10	93.81	89.00	4.81	5.3%	1.67	1.8%	38%	False	False	16,055
20	93.83	89.00	4.83	5.3%	1.27	1.4%	37%	False	False	12,047
40	98.68	89.00	9.68	10.7%	1.17	1.3%	19%	False	False	9,142
60	101.33	89.00	12.33	13.6%	1.05	1.2%	15%	False	False	7,363
80	101.33	89.00	12.33	13.6%	0.94	1.0%	15%	False	False	6,155

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	0.42
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	98.48
2.618	95.54
1.618	93.74
1.000	92.63
0.618	91.94
HIGH	90.83
0.618	90.14
0.500	89.93
0.382	89.72
LOW	89.03
0.618	87.92
1.000	87.23
1.618	86.12
2.618	84.32
4.250	81.38

Fisher Pivots for day following 15-Sep-2014
Pivot	1 day	3 day
R1	90.52	90.64
PP	90.22	90.47
S1	89.93	90.30

Download as Excel Spreadsheet

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

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