NYMEX Light Sweet Crude Oil Future June 2015

Trading Metrics calculated at close of trading on 22-Sep-2014

Day Change Summary
	Previous	Current
	19-Sep-2014	22-Sep-2014	Change	Change %	Previous Week
Open	90.14	90.24	0.10	0.1%	89.75
High	90.55	90.40	-0.15	-0.2%	91.94
Low	89.80	89.17	-0.63	-0.7%	89.13
Close	90.24	89.63	-0.61	-0.7%	90.24
Range	0.75	1.23	0.48	64.0%	2.81
ATR
Volume	16,883	18,332	1,449	8.6%	92,162

Daily Pivots for day following 22-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	93.42	92.76	90.31
R3	92.19	91.53	89.97
R2	90.96	90.96	89.86
R1	90.30	90.30	89.74	90.02
PP	89.73	89.73	89.73	89.59
S1	89.07	89.07	89.52	88.79
S2	88.50	88.50	89.40
S3	87.27	87.84	89.29
S4	86.04	86.61	88.95

Weekly Pivots for week ending 19-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	98.87	97.36	91.79
R3	96.06	94.55	91.01
R2	93.25	93.25	90.76
R1	91.74	91.74	90.50	92.50
PP	90.44	90.44	90.44	90.81
S1	88.93	88.93	89.98	89.69
S2	87.63	87.63	89.72
S3	84.82	86.12	89.47
S4	82.01	83.31	88.69

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	91.94	89.17	2.77	3.1%	1.19	1.3%	17%	False	True	18,242
10	91.94	89.04	2.90	3.2%	1.26	1.4%	20%	False	False	20,013

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	0.40
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	95.63
2.618	93.62
1.618	92.39
1.000	91.63
0.618	91.16
HIGH	90.40
0.618	89.93
0.500	89.79
0.382	89.64
LOW	89.17
0.618	88.41
1.000	87.94
1.618	87.18
2.618	85.95
4.250	83.94

Fisher Pivots for day following 22-Sep-2014
Pivot	1 day	3 day
R1	89.79	90.26
PP	89.73	90.05
S1	89.68	89.84

Download as Excel Spreadsheet

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

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