NYMEX Light Sweet Crude Oil Future April 2015

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

Day Change Summary
	Previous	Current
	01-Oct-2014	02-Oct-2014	Change	Change %	Previous Week
Open	88.92	87.99	-0.93	-1.0%	90.46
High	89.72	88.00	-1.72	-1.9%	91.05
Low	87.77	85.62	-2.15	-2.4%	89.28
Close	87.99	87.56	-0.43	-0.5%	90.87
Range	1.95	2.38	0.43	22.1%	1.77
ATR	1.30	1.38	0.08	5.9%	0.00
Volume	11,097	16,016	4,919	44.3%	35,694

Daily Pivots for day following 02-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	94.20	93.26	88.87
R3	91.82	90.88	88.21
R2	89.44	89.44	88.00
R1	88.50	88.50	87.78	87.78
PP	87.06	87.06	87.06	86.70
S1	86.12	86.12	87.34	85.40
S2	84.68	84.68	87.12
S3	82.30	83.74	86.91
S4	79.92	81.36	86.25

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	91.36	85.62	5.74	6.6%	1.85	2.1%	34%	False	True	10,683
10	91.36	85.62	5.74	6.6%	1.46	1.7%	34%	False	True	8,221
20	93.03	85.62	7.41	8.5%	1.36	1.6%	26%	False	True	6,548
40	95.01	85.62	9.39	10.7%	1.12	1.3%	21%	False	True	4,925
60	97.89	85.62	12.27	14.0%	1.04	1.2%	16%	False	True	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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.30
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	98.12
2.618	94.23
1.618	91.85
1.000	90.38
0.618	89.47
HIGH	88.00
0.618	87.09
0.500	86.81
0.382	86.53
LOW	85.62
0.618	84.15
1.000	83.24
1.618	81.77
2.618	79.39
4.250	75.51

Fisher Pivots for day following 02-Oct-2014
Pivot	1 day	3 day
R1	87.31	88.49
PP	87.06	88.18
S1	86.81	87.87

Download as Excel Spreadsheet

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

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