NYMEX Light Sweet Crude Oil Future June 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	90.24	89.60	-0.64	-0.7%	89.75
High	90.40	90.21	-0.19	-0.2%	91.94
Low	89.17	89.29	0.12	0.1%	89.13
Close	89.63	89.84	0.21	0.2%	90.24
Range	1.23	0.92	-0.31	-25.2%	2.81
ATR
Volume	18,332	13,528	-4,804	-26.2%	92,162

Daily Pivots for day following 23-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	92.54	92.11	90.35
R3	91.62	91.19	90.09
R2	90.70	90.70	90.01
R1	90.27	90.27	89.92	90.49
PP	89.78	89.78	89.78	89.89
S1	89.35	89.35	89.76	89.57
S2	88.86	88.86	89.67
S3	87.94	88.43	89.59
S4	87.02	87.51	89.33

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	91.63	89.17	2.46	2.7%	1.00	1.1%	27%	False	False	18,086
10	91.94	89.04	2.90	3.2%	1.26	1.4%	28%	False	False	19,651

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.40
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	94.12
2.618	92.62
1.618	91.70
1.000	91.13
0.618	90.78
HIGH	90.21
0.618	89.86
0.500	89.75
0.382	89.64
LOW	89.29
0.618	88.72
1.000	88.37
1.618	87.80
2.618	86.88
4.250	85.38

Fisher Pivots for day following 23-Sep-2014
Pivot	1 day	3 day
R1	89.81	89.86
PP	89.78	89.85
S1	89.75	89.85

Download as Excel Spreadsheet

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

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