NYMEX Light Sweet Crude Oil Future May 2015

Trading Metrics calculated at close of trading on 23-Sep-2014

Day Change Summary
	Previous	Current
	22-Sep-2014	23-Sep-2014	Change	Change %	Previous Week
Open	90.11	89.93	-0.18	-0.2%	89.56
High	90.16	90.20	0.04	0.0%	91.81
Low	89.26	89.70	0.44	0.5%	89.56
Close	89.69	89.92	0.23	0.3%	90.33
Range	0.90	0.50	-0.40	-44.4%	2.25
ATR	1.06	1.02	-0.04	-3.7%	0.00
Volume	2,475	2,483	8	0.3%	12,687

Daily Pivots for day following 23-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	91.44	91.18	90.20
R3	90.94	90.68	90.06
R2	90.44	90.44	90.01
R1	90.18	90.18	89.97	90.06
PP	89.94	89.94	89.94	89.88
S1	89.68	89.68	89.87	89.56
S2	89.44	89.44	89.83
S3	88.94	89.18	89.78
S4	88.44	88.68	89.65

Weekly Pivots for week ending 19-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	97.32	96.07	91.57
R3	95.07	93.82	90.95
R2	92.82	92.82	90.74
R1	91.57	91.57	90.54	92.20
PP	90.57	90.57	90.57	90.88
S1	89.32	89.32	90.12	89.95
S2	88.32	88.32	89.92
S3	86.07	87.07	89.71
S4	83.82	84.82	89.09

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	91.81	89.26	2.55	2.8%	0.81	0.9%	26%	False	False	2,377
10	91.81	89.10	2.71	3.0%	1.07	1.2%	30%	False	False	3,199
20	93.40	89.10	4.30	4.8%	1.00	1.1%	19%	False	False	2,850

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
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	0.11
Narrowest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	92.33
2.618	91.51
1.618	91.01
1.000	90.70
0.618	90.51
HIGH	90.20
0.618	90.01
0.500	89.95
0.382	89.89
LOW	89.70
0.618	89.39
1.000	89.20
1.618	88.89
2.618	88.39
4.250	87.58

Fisher Pivots for day following 23-Sep-2014
Pivot	1 day	3 day
R1	89.95	89.95
PP	89.94	89.94
S1	89.93	89.93

Download as Excel Spreadsheet

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

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