NYMEX Light Sweet Crude Oil Future April 2015

Trading Metrics calculated at close of trading on 29-Sep-2014

Day Change Summary
	Previous	Current
	26-Sep-2014	29-Sep-2014	Change	Change %	Previous Week
Open	90.35	90.39	0.04	0.0%	90.46
High	90.94	91.29	0.35	0.4%	91.05
Low	90.11	90.23	0.12	0.1%	89.28
Close	90.87	91.22	0.35	0.4%	90.87
Range	0.83	1.06	0.23	27.7%	1.77
ATR	1.12	1.12	0.00	-0.4%	0.00
Volume	10,740	7,393	-3,347	-31.2%	35,694

Daily Pivots for day following 29-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	94.09	93.72	91.80
R3	93.03	92.66	91.51
R2	91.97	91.97	91.41
R1	91.60	91.60	91.32	91.79
PP	90.91	90.91	90.91	91.01
S1	90.54	90.54	91.12	90.73
S2	89.85	89.85	91.03
S3	88.79	89.48	90.93
S4	87.73	88.42	90.64

Weekly Pivots for week ending 26-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	95.71	95.06	91.84
R3	93.94	93.29	91.36
R2	92.17	92.17	91.19
R1	91.52	91.52	91.03	91.85
PP	90.40	90.40	90.40	90.56
S1	89.75	89.75	90.71	90.08
S2	88.63	88.63	90.55
S3	86.86	87.98	90.38
S4	85.09	86.21	89.90

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	91.29	89.33	1.96	2.1%	1.05	1.2%	96%	True	False	7,973
10	92.17	89.28	2.89	3.2%	1.13	1.2%	67%	False	False	5,987
20	93.43	89.05	4.38	4.8%	1.20	1.3%	50%	False	False	5,472
40	95.01	89.05	5.96	6.5%	0.98	1.1%	36%	False	False	4,220

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.29
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	95.80
2.618	94.07
1.618	93.01
1.000	92.35
0.618	91.95
HIGH	91.29
0.618	90.89
0.500	90.76
0.382	90.63
LOW	90.23
0.618	89.57
1.000	89.17
1.618	88.51
2.618	87.45
4.250	85.73

Fisher Pivots for day following 29-Sep-2014
Pivot	1 day	3 day
R1	91.07	91.03
PP	90.91	90.83
S1	90.76	90.64

Download as Excel Spreadsheet

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

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