NYMEX Light Sweet Crude Oil Future February 2015

Trading Metrics calculated at close of trading on 22-Sep-2014

Day Change Summary
	Previous	Current
	19-Sep-2014	22-Sep-2014	Change	Change %	Previous Week
Open	90.83	90.51	-0.32	-0.4%	89.99
High	91.17	90.91	-0.26	-0.3%	92.63
Low	90.28	89.53	-0.75	-0.8%	89.03
Close	90.76	89.98	-0.78	-0.9%	90.76
Range	0.89	1.38	0.49	55.1%	3.60
ATR	1.36	1.36	0.00	0.1%	0.00
Volume	13,956	10,742	-3,214	-23.0%	68,798

Daily Pivots for day following 22-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	94.28	93.51	90.74
R3	92.90	92.13	90.36
R2	91.52	91.52	90.23
R1	90.75	90.75	90.11	90.45
PP	90.14	90.14	90.14	89.99
S1	89.37	89.37	89.85	89.07
S2	88.76	88.76	89.73
S3	87.38	87.99	89.60
S4	86.00	86.61	89.22

Weekly Pivots for week ending 19-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	101.61	99.78	92.74
R3	98.01	96.18	91.75
R2	94.41	94.41	91.42
R1	92.58	92.58	91.09	93.50
PP	90.81	90.81	90.81	91.26
S1	88.98	88.98	90.43	89.90
S2	87.21	87.21	90.10
S3	83.61	85.38	89.77
S4	80.01	81.78	88.78

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	92.63	89.53	3.10	3.4%	1.36	1.5%	15%	False	True	12,683
10	92.63	89.00	3.63	4.0%	1.52	1.7%	27%	False	False	16,522
20	93.83	89.00	4.83	5.4%	1.35	1.5%	20%	False	False	13,110
40	98.12	89.00	9.12	10.1%	1.22	1.4%	11%	False	False	9,810
60	101.11	89.00	12.11	13.5%	1.11	1.2%	8%	False	False	8,175
80	101.33	89.00	12.33	13.7%	0.99	1.1%	8%	False	False	6,837

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.52
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	96.78
2.618	94.52
1.618	93.14
1.000	92.29
0.618	91.76
HIGH	90.91
0.618	90.38
0.500	90.22
0.382	90.06
LOW	89.53
0.618	88.68
1.000	88.15
1.618	87.30
2.618	85.92
4.250	83.67

Fisher Pivots for day following 22-Sep-2014
Pivot	1 day	3 day
R1	90.22	90.80
PP	90.14	90.53
S1	90.06	90.25

Download as Excel Spreadsheet

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

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