NYMEX Light Sweet Crude Oil Future March 2015

Trading Metrics calculated at close of trading on 30-Sep-2014

Day Change Summary
	Previous	Current
	29-Sep-2014	30-Sep-2014	Change	Change %	Previous Week
Open	90.80	91.45	0.65	0.7%	90.33
High	91.75	91.92	0.17	0.2%	91.31
Low	90.63	88.72	-1.91	-2.1%	89.40
Close	91.71	89.06	-2.65	-2.9%	91.22
Range	1.12	3.20	2.08	185.7%	1.91
ATR	1.22	1.36	0.14	11.6%	0.00
Volume	26,241	21,873	-4,368	-16.6%	126,824

Daily Pivots for day following 30-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	99.50	97.48	90.82
R3	96.30	94.28	89.94
R2	93.10	93.10	89.65
R1	91.08	91.08	89.35	90.49
PP	89.90	89.90	89.90	89.61
S1	87.88	87.88	88.77	87.29
S2	86.70	86.70	88.47
S3	83.50	84.68	88.18
S4	80.30	81.48	87.30

Weekly Pivots for week ending 26-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	96.37	95.71	92.27
R3	94.46	93.80	91.75
R2	92.55	92.55	91.57
R1	91.89	91.89	91.40	92.22
PP	90.64	90.64	90.64	90.81
S1	89.98	89.98	91.04	90.31
S2	88.73	88.73	90.87
S3	86.82	88.07	90.69
S4	84.91	86.16	90.17

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	91.92	88.72	3.20	3.6%	1.62	1.8%	11%	True	True	28,189
10	92.27	88.72	3.55	4.0%	1.33	1.5%	10%	False	True	22,736
20	93.80	88.72	5.08	5.7%	1.39	1.6%	7%	False	True	21,038
40	95.56	88.72	6.84	7.7%	1.19	1.3%	5%	False	True	15,544
60	99.04	88.72	10.32	11.6%	1.13	1.3%	3%	False	True	13,686

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	0.34
Widest range in 77 trading days

Fibonacci Retracements and Extensions
4.250	105.52
2.618	100.30
1.618	97.10
1.000	95.12
0.618	93.90
HIGH	91.92
0.618	90.70
0.500	90.32
0.382	89.94
LOW	88.72
0.618	86.74
1.000	85.52
1.618	83.54
2.618	80.34
4.250	75.12

Fisher Pivots for day following 30-Sep-2014
Pivot	1 day	3 day
R1	90.32	90.32
PP	89.90	89.90
S1	89.48	89.48

Download as Excel Spreadsheet

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

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