NYMEX Light Sweet Crude Oil Future June 2015

Trading Metrics calculated at close of trading on 24-Sep-2014

Day Change Summary
	Previous	Current
	23-Sep-2014	24-Sep-2014	Change	Change %	Previous Week
Open	89.60	89.73	0.13	0.1%	89.75
High	90.21	90.53	0.32	0.4%	91.94
Low	89.29	89.19	-0.10	-0.1%	89.13
Close	89.84	90.22	0.38	0.4%	90.24
Range	0.92	1.34	0.42	45.7%	2.81
ATR
Volume	13,528	18,766	5,238	38.7%	92,162

Daily Pivots for day following 24-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	94.00	93.45	90.96
R3	92.66	92.11	90.59
R2	91.32	91.32	90.47
R1	90.77	90.77	90.34	91.05
PP	89.98	89.98	89.98	90.12
S1	89.43	89.43	90.10	89.71
S2	88.64	88.64	89.97
S3	87.30	88.09	89.85
S4	85.96	86.75	89.48

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	91.35	89.17	2.18	2.4%	1.09	1.2%	48%	False	False	17,080
10	91.94	89.04	2.90	3.2%	1.25	1.4%	41%	False	False	19,579

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.45
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	96.23
2.618	94.04
1.618	92.70
1.000	91.87
0.618	91.36
HIGH	90.53
0.618	90.02
0.500	89.86
0.382	89.70
LOW	89.19
0.618	88.36
1.000	87.85
1.618	87.02
2.618	85.68
4.250	83.50

Fisher Pivots for day following 24-Sep-2014
Pivot	1 day	3 day
R1	90.10	90.10
PP	89.98	89.97
S1	89.86	89.85

Download as Excel Spreadsheet

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

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