NYMEX Light Sweet Crude Oil Future March 2015

Trading Metrics calculated at close of trading on 02-Sep-2014

Day Change Summary
	Previous	Current
	29-Aug-2014	02-Sep-2014	Change	Change %	Previous Week
Open	93.01	93.51	0.50	0.5%	92.59
High	93.68	93.55	-0.13	-0.1%	93.68
Low	93.01	91.35	-1.66	-1.8%	92.18
Close	93.66	91.51	-2.15	-2.3%	93.66
Range	0.67	2.20	1.53	228.4%	1.50
ATR	0.95	1.05	0.10	10.2%	0.00
Volume	12,799	16,309	3,510	27.4%	45,918

Daily Pivots for day following 02-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	98.74	97.32	92.72
R3	96.54	95.12	92.12
R2	94.34	94.34	91.91
R1	92.92	92.92	91.71	92.53
PP	92.14	92.14	92.14	91.94
S1	90.72	90.72	91.31	90.33
S2	89.94	89.94	91.11
S3	87.74	88.52	90.91
S4	85.54	86.32	90.30

Weekly Pivots for week ending 29-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	97.67	97.17	94.49
R3	96.17	95.67	94.07
R2	94.67	94.67	93.94
R1	94.17	94.17	93.80	94.42
PP	93.17	93.17	93.17	93.30
S1	92.67	92.67	93.52	92.92
S2	91.67	91.67	93.39
S3	90.17	91.17	93.25
S4	88.67	89.67	92.84

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	93.68	91.35	2.33	2.5%	1.00	1.1%	7%	False	True	10,733
10	93.68	91.32	2.36	2.6%	0.93	1.0%	8%	False	False	10,346
20	95.56	91.32	4.24	4.6%	0.99	1.1%	4%	False	False	10,049
40	99.04	91.32	7.72	8.4%	0.99	1.1%	2%	False	False	10,010

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.19
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	102.90
2.618	99.31
1.618	97.11
1.000	95.75
0.618	94.91
HIGH	93.55
0.618	92.71
0.500	92.45
0.382	92.19
LOW	91.35
0.618	89.99
1.000	89.15
1.618	87.79
2.618	85.59
4.250	82.00

Fisher Pivots for day following 02-Sep-2014
Pivot	1 day	3 day
R1	92.45	92.52
PP	92.14	92.18
S1	91.82	91.85

Download as Excel Spreadsheet

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

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