NYMEX Light Sweet Crude Oil Future May 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	89.88	90.19	0.31	0.3%	90.11
High	90.64	90.88	0.24	0.3%	90.85
Low	89.88	90.08	0.20	0.2%	89.23
Close	90.57	90.82	0.25	0.3%	90.57
Range	0.76	0.80	0.04	5.3%	1.62
ATR	1.01	0.99	-0.01	-1.5%	0.00
Volume	6,878	5,754	-1,124	-16.3%	25,731

Daily Pivots for day following 29-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	92.99	92.71	91.26
R3	92.19	91.91	91.04
R2	91.39	91.39	90.97
R1	91.11	91.11	90.89	91.25
PP	90.59	90.59	90.59	90.67
S1	90.31	90.31	90.75	90.45
S2	89.79	89.79	90.67
S3	88.99	89.51	90.60
S4	88.19	88.71	90.38

Weekly Pivots for week ending 26-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	95.08	94.44	91.46
R3	93.46	92.82	91.02
R2	91.84	91.84	90.87
R1	91.20	91.20	90.72	91.52
PP	90.22	90.22	90.22	90.38
S1	89.58	89.58	90.42	89.90
S2	88.60	88.60	90.27
S3	86.98	87.96	90.12
S4	85.36	86.34	89.68

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	90.88	89.23	1.65	1.8%	0.85	0.9%	96%	True	False	5,802
10	91.81	89.23	2.58	2.8%	0.90	1.0%	62%	False	False	4,081
20	93.40	89.10	4.30	4.7%	1.09	1.2%	40%	False	False	3,721

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	0.16
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	94.28
2.618	92.97
1.618	92.17
1.000	91.68
0.618	91.37
HIGH	90.88
0.618	90.57
0.500	90.48
0.382	90.39
LOW	90.08
0.618	89.59
1.000	89.28
1.618	88.79
2.618	87.99
4.250	86.68

Fisher Pivots for day following 29-Sep-2014
Pivot	1 day	3 day
R1	90.71	90.67
PP	90.59	90.51
S1	90.48	90.36

Download as Excel Spreadsheet

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

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