NYMEX Light Sweet Crude Oil Future February 2015

Trading Metrics calculated at close of trading on 24-Sep-2014

Day Change Summary
	Previous	Current
	23-Sep-2014	24-Sep-2014	Change	Change %	Previous Week
Open	89.94	90.28	0.34	0.4%	89.99
High	90.75	91.49	0.74	0.8%	92.63
Low	89.78	89.71	-0.07	-0.1%	89.03
Close	90.34	91.10	0.76	0.8%	90.76
Range	0.97	1.78	0.81	83.5%	3.60
ATR	1.33	1.36	0.03	2.4%	0.00
Volume	11,581	16,783	5,202	44.9%	68,798

Daily Pivots for day following 24-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	96.11	95.38	92.08
R3	94.33	93.60	91.59
R2	92.55	92.55	91.43
R1	91.82	91.82	91.26	92.19
PP	90.77	90.77	90.77	90.95
S1	90.04	90.04	90.94	90.41
S2	88.99	88.99	90.77
S3	87.21	88.26	90.61
S4	85.43	86.48	90.12

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	92.07	89.53	2.54	2.8%	1.26	1.4%	62%	False	False	13,027
10	92.63	89.00	3.63	4.0%	1.52	1.7%	58%	False	False	15,455
20	93.83	89.00	4.83	5.3%	1.42	1.6%	43%	False	False	13,786
40	97.42	89.00	8.42	9.2%	1.24	1.4%	25%	False	False	10,172
60	101.11	89.00	12.11	13.3%	1.14	1.3%	17%	False	False	8,521
80	101.33	89.00	12.33	13.5%	1.02	1.1%	17%	False	False	7,168

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.53
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	99.06
2.618	96.15
1.618	94.37
1.000	93.27
0.618	92.59
HIGH	91.49
0.618	90.81
0.500	90.60
0.382	90.39
LOW	89.71
0.618	88.61
1.000	87.93
1.618	86.83
2.618	85.05
4.250	82.15

Fisher Pivots for day following 24-Sep-2014
Pivot	1 day	3 day
R1	90.93	90.90
PP	90.77	90.71
S1	90.60	90.51

Download as Excel Spreadsheet

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

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