NYMEX Light Sweet Crude Oil Future August 2012

Trading Metrics calculated at close of trading on 13-Dec-2011

Day Change Summary
	Previous	Current
	12-Dec-2011	13-Dec-2011	Change	Change %	Previous Week
Open	99.12	98.63	-0.49	-0.5%	100.90
High	99.12	101.08	1.96	2.0%	101.48
Low	97.85	98.62	0.77	0.8%	98.13
Close	98.04	100.07	2.03	2.1%	99.30
Range	1.27	2.46	1.19	93.7%	3.35
ATR	1.62	1.72	0.10	6.3%	0.00
Volume	4,175	3,224	-951	-22.8%	18,504

Daily Pivots for day following 13-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	107.30	106.15	101.42
R3	104.84	103.69	100.75
R2	102.38	102.38	100.52
R1	101.23	101.23	100.30	101.81
PP	99.92	99.92	99.92	100.21
S1	98.77	98.77	99.84	99.35
S2	97.46	97.46	99.62
S3	95.00	96.31	99.39
S4	92.54	93.85	98.72

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	101.08	97.85	3.23	3.2%	1.69	1.7%	69%	True	False	3,402
10	101.48	97.85	3.63	3.6%	1.49	1.5%	61%	False	False	4,162
20	101.58	95.50	6.08	6.1%	1.53	1.5%	75%	False	False	4,689

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	0.11
Widest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	111.54
2.618	107.52
1.618	105.06
1.000	103.54
0.618	102.60
HIGH	101.08
0.618	100.14
0.500	99.85
0.382	99.56
LOW	98.62
0.618	97.10
1.000	96.16
1.618	94.64
2.618	92.18
4.250	88.17

Fisher Pivots for day following 13-Dec-2011
Pivot	1 day	3 day
R1	100.00	99.87
PP	99.92	99.67
S1	99.85	99.47

Download as Excel Spreadsheet

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

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