NYMEX Light Sweet Crude Oil Future August 2012

Trading Metrics calculated at close of trading on 09-Dec-2011

Day Change Summary
	Previous	Current
	08-Dec-2011	09-Dec-2011	Change	Change %	Previous Week
Open	100.90	98.13	-2.77	-2.7%	100.90
High	100.90	99.60	-1.30	-1.3%	101.48
Low	98.67	98.13	-0.54	-0.5%	98.13
Close	98.67	99.30	0.63	0.6%	99.30
Range	2.23	1.47	-0.76	-34.1%	3.35
ATR	1.65	1.63	-0.01	-0.8%	0.00
Volume	4,268	2,581	-1,687	-39.5%	18,504

Daily Pivots for day following 09-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	103.42	102.83	100.11
R3	101.95	101.36	99.70
R2	100.48	100.48	99.57
R1	99.89	99.89	99.43	100.19
PP	99.01	99.01	99.01	99.16
S1	98.42	98.42	99.17	98.72
S2	97.54	97.54	99.03
S3	96.07	96.95	98.90
S4	94.60	95.48	98.49

Weekly Pivots for week ending 09-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	109.69	107.84	101.14
R3	106.34	104.49	100.22
R2	102.99	102.99	99.91
R1	101.14	101.14	99.61	100.39
PP	99.64	99.64	99.64	99.26
S1	97.79	97.79	98.99	97.04
S2	96.29	96.29	98.69
S3	92.94	94.44	98.38
S4	89.59	91.09	97.46

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	101.48	98.13	3.35	3.4%	1.45	1.5%	35%	False	True	3,700
10	101.48	96.63	4.85	4.9%	1.40	1.4%	55%	False	False	4,164
20	101.58	95.50	6.08	6.1%	1.46	1.5%	63%	False	False	4,696

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	True
Bull Hook	False
Stretch	0.14
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	105.85
2.618	103.45
1.618	101.98
1.000	101.07
0.618	100.51
HIGH	99.60
0.618	99.04
0.500	98.87
0.382	98.69
LOW	98.13
0.618	97.22
1.000	96.66
1.618	95.75
2.618	94.28
4.250	91.88

Fisher Pivots for day following 09-Dec-2011
Pivot	1 day	3 day
R1	99.16	99.52
PP	99.01	99.44
S1	98.87	99.37

Download as Excel Spreadsheet

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

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