NYMEX Light Sweet Crude Oil Future August 2013

Trading Metrics calculated at close of trading on 26-Nov-2012

Day Change Summary
	Previous	Current
	23-Nov-2012	26-Nov-2012	Change	Change %	Previous Week
Open	91.33	90.82	-0.51	-0.6%	91.19
High	91.47	90.82	-0.65	-0.7%	91.79
Low	91.33	90.78	-0.55	-0.6%	89.48
Close	91.47	90.78	-0.69	-0.8%	91.47
Range	0.14	0.04	-0.10	-71.4%	2.31
ATR
Volume	1,872	480	-1,392	-74.4%	12,355

Daily Pivots for day following 26-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	90.91	90.89	90.80
R3	90.87	90.85	90.79
R2	90.83	90.83	90.79
R1	90.81	90.81	90.78	90.80
PP	90.79	90.79	90.79	90.79
S1	90.77	90.77	90.78	90.76
S2	90.75	90.75	90.77
S3	90.71	90.73	90.77
S4	90.67	90.69	90.76

Weekly Pivots for week ending 23-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	97.84	96.97	92.74
R3	95.53	94.66	92.11
R2	93.22	93.22	91.89
R1	92.35	92.35	91.68	92.79
PP	90.91	90.91	90.91	91.13
S1	90.04	90.04	91.26	90.48
S2	88.60	88.60	91.05
S3	86.29	87.73	90.83
S4	83.98	85.42	90.20

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	91.79	89.48	2.31	2.5%	0.67	0.7%	56%	False	False	2,567
10	91.79	88.90	2.89	3.2%	0.59	0.6%	65%	False	False	2,769

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.02
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	90.99
2.618	90.92
1.618	90.88
1.000	90.86
0.618	90.84
HIGH	90.82
0.618	90.80
0.500	90.80
0.382	90.80
LOW	90.78
0.618	90.76
1.000	90.74
1.618	90.72
2.618	90.68
4.250	90.61

Fisher Pivots for day following 26-Nov-2012
Pivot	1 day	3 day
R1	90.80	90.97
PP	90.79	90.91
S1	90.79	90.84

Download as Excel Spreadsheet

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

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