NYMEX Light Sweet Crude Oil Future June 2015

Trading Metrics calculated at close of trading on 09-Oct-2014

Day Change Summary
	Previous	Current
	08-Oct-2014	09-Oct-2014	Change	Change %	Previous Week
Open	85.68	85.49	-0.19	-0.2%	90.21
High	85.73	85.49	-0.24	-0.3%	90.62
Low	84.31	82.40	-1.91	-2.3%	85.20
Close	85.09	83.86	-1.23	-1.4%	85.76
Range	1.42	3.09	1.67	117.6%	5.42
ATR	1.44	1.56	0.12	8.1%	0.00
Volume	40,839	42,622	1,783	4.4%	182,694

Daily Pivots for day following 09-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	93.19	91.61	85.56
R3	90.10	88.52	84.71
R2	87.01	87.01	84.43
R1	85.43	85.43	84.14	84.68
PP	83.92	83.92	83.92	83.54
S1	82.34	82.34	83.58	81.59
S2	80.83	80.83	83.29
S3	77.74	79.25	83.01
S4	74.65	76.16	82.16

Weekly Pivots for week ending 03-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	103.45	100.03	88.74
R3	98.03	94.61	87.25
R2	92.61	92.61	86.75
R1	89.19	89.19	86.26	88.19
PP	87.19	87.19	87.19	86.70
S1	83.77	83.77	85.26	82.77
S2	81.77	81.77	84.77
S3	76.35	78.35	84.27
S4	70.93	72.93	82.78

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	87.40	82.40	5.00	6.0%	1.87	2.2%	29%	False	True	38,752
10	90.62	82.40	8.22	9.8%	1.78	2.1%	18%	False	True	35,073
20	91.94	82.40	9.54	11.4%	1.48	1.8%	15%	False	True	27,840

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.31
Widest range in 24 trading days

Fibonacci Retracements and Extensions
4.250	98.62
2.618	93.58
1.618	90.49
1.000	88.58
0.618	87.40
HIGH	85.49
0.618	84.31
0.500	83.95
0.382	83.58
LOW	82.40
0.618	80.49
1.000	79.31
1.618	77.40
2.618	74.31
4.250	69.27

Fisher Pivots for day following 09-Oct-2014
Pivot	1 day	3 day
R1	83.95	84.50
PP	83.92	84.29
S1	83.89	84.07

Download as Excel Spreadsheet

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

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