NYMEX Light Sweet Crude Oil Future May 2015

Trading Metrics calculated at close of trading on 09-Sep-2014

Day Change Summary
	Previous	Current
	08-Sep-2014	09-Sep-2014	Change	Change %	Previous Week
Open	91.92	91.36	-0.56	-0.6%	93.07
High	91.92	91.48	-0.44	-0.5%	93.40
Low	90.77	90.89	0.12	0.1%	91.30
Close	91.28	90.98	-0.30	-0.3%	91.83
Range	1.15	0.59	-0.56	-48.7%	2.10
ATR	1.04	1.00	-0.03	-3.1%	0.00
Volume	2,307	2,423	116	5.0%	11,187

Daily Pivots for day following 09-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	92.89	92.52	91.30
R3	92.30	91.93	91.14
R2	91.71	91.71	91.09
R1	91.34	91.34	91.03	91.23
PP	91.12	91.12	91.12	91.06
S1	90.75	90.75	90.93	90.64
S2	90.53	90.53	90.87
S3	89.94	90.16	90.82
S4	89.35	89.57	90.66

Weekly Pivots for week ending 05-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	98.48	97.25	92.99
R3	96.38	95.15	92.41
R2	94.28	94.28	92.22
R1	93.05	93.05	92.02	92.62
PP	92.18	92.18	92.18	91.96
S1	90.95	90.95	91.64	90.52
S2	90.08	90.08	91.45
S3	87.98	88.85	91.25
S4	85.88	86.75	90.68

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	93.40	90.77	2.63	2.9%	1.12	1.2%	8%	False	False	2,527
10	93.40	90.77	2.63	2.9%	0.94	1.0%	8%	False	False	2,501
20	94.48	90.77	3.71	4.1%	0.88	1.0%	6%	False	False	2,322

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.05
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	93.99
2.618	93.02
1.618	92.43
1.000	92.07
0.618	91.84
HIGH	91.48
0.618	91.25
0.500	91.19
0.382	91.12
LOW	90.89
0.618	90.53
1.000	90.30
1.618	89.94
2.618	89.35
4.250	88.38

Fisher Pivots for day following 09-Sep-2014
Pivot	1 day	3 day
R1	91.19	91.65
PP	91.12	91.43
S1	91.05	91.20

Download as Excel Spreadsheet

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

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