NYMEX Light Sweet Crude Oil Future June 2015

Trading Metrics calculated at close of trading on 01-Oct-2014

Day Change Summary
	Previous	Current
	30-Sep-2014	01-Oct-2014	Change	Change %	Previous Week
Open	90.27	88.29	-1.98	-2.2%	90.24
High	90.62	89.04	-1.58	-1.7%	90.60
Low	87.78	87.20	-0.58	-0.7%	89.17
Close	88.03	87.50	-0.53	-0.6%	90.31
Range	2.84	1.84	-1.00	-35.2%	1.43
ATR	1.29	1.33	0.04	3.1%	0.00
Volume	25,874	40,663	14,789	57.2%	109,356

Daily Pivots for day following 01-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	93.43	92.31	88.51
R3	91.59	90.47	88.01
R2	89.75	89.75	87.84
R1	88.63	88.63	87.67	88.27
PP	87.91	87.91	87.91	87.74
S1	86.79	86.79	87.33	86.43
S2	86.07	86.07	87.16
S3	84.23	84.95	86.99
S4	82.39	83.11	86.49

Weekly Pivots for week ending 26-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	94.32	93.74	91.10
R3	92.89	92.31	90.70
R2	91.46	91.46	90.57
R1	90.88	90.88	90.44	91.17
PP	90.03	90.03	90.03	90.17
S1	89.45	89.45	90.18	89.74
S2	88.60	88.60	90.05
S3	87.17	88.02	89.92
S4	85.74	86.59	89.52

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	90.62	87.20	3.42	3.9%	1.46	1.7%	9%	False	True	30,239
10	91.35	87.20	4.15	4.7%	1.28	1.5%	7%	False	True	23,660

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.42
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	96.86
2.618	93.86
1.618	92.02
1.000	90.88
0.618	90.18
HIGH	89.04
0.618	88.34
0.500	88.12
0.382	87.90
LOW	87.20
0.618	86.06
1.000	85.36
1.618	84.22
2.618	82.38
4.250	79.38

Fisher Pivots for day following 01-Oct-2014
Pivot	1 day	3 day
R1	88.12	88.91
PP	87.91	88.44
S1	87.71	87.97

Download as Excel Spreadsheet

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

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