NYMEX Light Sweet Crude Oil Future August 2012

Trading Metrics calculated at close of trading on 12-Dec-2011

Day Change Summary
	Previous	Current
	09-Dec-2011	12-Dec-2011	Change	Change %	Previous Week
Open	98.13	99.12	0.99	1.0%	100.90
High	99.60	99.12	-0.48	-0.5%	101.48
Low	98.13	97.85	-0.28	-0.3%	98.13
Close	99.30	98.04	-1.26	-1.3%	99.30
Range	1.47	1.27	-0.20	-13.6%	3.35
ATR	1.63	1.62	-0.01	-0.8%	0.00
Volume	2,581	4,175	1,594	61.8%	18,504

Daily Pivots for day following 12-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	102.15	101.36	98.74
R3	100.88	100.09	98.39
R2	99.61	99.61	98.27
R1	98.82	98.82	98.16	98.58
PP	98.34	98.34	98.34	98.22
S1	97.55	97.55	97.92	97.31
S2	97.07	97.07	97.81
S3	95.80	96.28	97.69
S4	94.53	95.01	97.34

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	100.90	97.85	3.05	3.1%	1.39	1.4%	6%	False	True	3,646
10	101.48	97.85	3.63	3.7%	1.30	1.3%	5%	False	True	4,299
20	101.58	95.50	6.08	6.2%	1.48	1.5%	42%	False	False	4,729

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	0.14
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	104.52
2.618	102.44
1.618	101.17
1.000	100.39
0.618	99.90
HIGH	99.12
0.618	98.63
0.500	98.49
0.382	98.34
LOW	97.85
0.618	97.07
1.000	96.58
1.618	95.80
2.618	94.53
4.250	92.45

Fisher Pivots for day following 12-Dec-2011
Pivot	1 day	3 day
R1	98.49	99.38
PP	98.34	98.93
S1	98.19	98.49

Download as Excel Spreadsheet

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

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