NYMEX Light Sweet Crude Oil Future September 2015

Trading Metrics calculated at close of trading on 11-Feb-2015

Day Change Summary
	Previous	Current
	10-Feb-2015	11-Feb-2015	Change	Change %	Previous Week
Open	58.14	57.48	-0.66	-1.1%	53.50
High	58.80	57.49	-1.31	-2.2%	59.92
Low	56.63	55.28	-1.35	-2.4%	53.27
Close	56.90	56.05	-0.85	-1.5%	58.10
Range	2.17	2.21	0.04	1.8%	6.65
ATR	2.49	2.47	-0.02	-0.8%	0.00
Volume	34,008	23,251	-10,757	-31.6%	154,042

Daily Pivots for day following 11-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	62.90	61.69	57.27
R3	60.69	59.48	56.66
R2	58.48	58.48	56.46
R1	57.27	57.27	56.25	56.77
PP	56.27	56.27	56.27	56.03
S1	55.06	55.06	55.85	54.56
S2	54.06	54.06	55.64
S3	51.85	52.85	55.44
S4	49.64	50.64	54.83

Weekly Pivots for week ending 06-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	77.05	74.22	61.76
R3	70.40	67.57	59.93
R2	63.75	63.75	59.32
R1	60.92	60.92	58.71	62.34
PP	57.10	57.10	57.10	57.80
S1	54.27	54.27	57.49	55.69
S2	50.45	50.45	56.88
S3	43.80	47.62	56.27
S4	37.15	40.97	54.44

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	59.70	54.57	5.13	9.2%	2.33	4.2%	29%	False	False	29,210
10	59.92	50.03	9.89	17.6%	2.75	4.9%	61%	False	False	28,062
20	59.92	50.03	9.89	17.6%	2.41	4.3%	61%	False	False	25,027
40	60.98	49.90	11.08	19.8%	2.33	4.1%	56%	False	False	17,700

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.44
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	66.88
2.618	63.28
1.618	61.07
1.000	59.70
0.618	58.86
HIGH	57.49
0.618	56.65
0.500	56.39
0.382	56.12
LOW	55.28
0.618	53.91
1.000	53.07
1.618	51.70
2.618	49.49
4.250	45.89

Fisher Pivots for day following 11-Feb-2015
Pivot	1 day	3 day
R1	56.39	57.49
PP	56.27	57.01
S1	56.16	56.53

Download as Excel Spreadsheet

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

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