NYMEX Light Sweet Crude Oil Future April 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	90.40	90.46	0.06	0.1%	89.05
High	90.79	90.48	-0.31	-0.3%	92.17
Low	90.03	89.28	-0.75	-0.8%	89.05
Close	90.44	89.76	-0.68	-0.8%	90.44
Range	0.76	1.20	0.44	57.9%	3.12
ATR	1.15	1.15	0.00	0.3%	0.00
Volume	3,847	3,221	-626	-16.3%	22,265

Daily Pivots for day following 22-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	93.44	92.80	90.42
R3	92.24	91.60	90.09
R2	91.04	91.04	89.98
R1	90.40	90.40	89.87	90.12
PP	89.84	89.84	89.84	89.70
S1	89.20	89.20	89.65	88.92
S2	88.64	88.64	89.54
S3	87.44	88.00	89.43
S4	86.24	86.80	89.10

Weekly Pivots for week ending 19-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	99.91	98.30	92.16
R3	96.79	95.18	91.30
R2	93.67	93.67	91.01
R1	92.06	92.06	90.73	92.87
PP	90.55	90.55	90.55	90.96
S1	88.94	88.94	90.15	89.75
S2	87.43	87.43	89.87
S3	84.31	85.82	89.58
S4	81.19	82.70	88.72

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	92.17	89.28	2.89	3.2%	1.21	1.4%	17%	False	True	4,002
10	92.17	89.05	3.12	3.5%	1.28	1.4%	23%	False	False	5,060
20	93.50	89.05	4.45	5.0%	1.09	1.2%	16%	False	False	4,332
40	96.85	89.05	7.80	8.7%	0.98	1.1%	9%	False	False	3,569

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	0.31
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	95.58
2.618	93.62
1.618	92.42
1.000	91.68
0.618	91.22
HIGH	90.48
0.618	90.02
0.500	89.88
0.382	89.74
LOW	89.28
0.618	88.54
1.000	88.08
1.618	87.34
2.618	86.14
4.250	84.18

Fisher Pivots for day following 22-Sep-2014
Pivot	1 day	3 day
R1	89.88	90.41
PP	89.84	90.19
S1	89.80	89.98

Download as Excel Spreadsheet

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

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