NYMEX Light Sweet Crude Oil Future August 2012

Trading Metrics calculated at close of trading on 20-Dec-2011

Day Change Summary
	Previous	Current
	19-Dec-2011	20-Dec-2011	Change	Change %	Previous Week
Open	93.40	95.15	1.75	1.9%	99.12
High	94.58	97.31	2.73	2.9%	101.08
Low	93.40	95.15	1.75	1.9%	93.46
Close	94.14	97.13	2.99	3.2%	94.14
Range	1.18	2.16	0.98	83.1%	7.62
ATR	1.86	1.95	0.09	5.1%	0.00
Volume	4,372	1,784	-2,588	-59.2%	22,313

Daily Pivots for day following 20-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	103.01	102.23	98.32
R3	100.85	100.07	97.72
R2	98.69	98.69	97.53
R1	97.91	97.91	97.33	98.30
PP	96.53	96.53	96.53	96.73
S1	95.75	95.75	96.93	96.14
S2	94.37	94.37	96.73
S3	92.21	93.59	96.54
S4	90.05	91.43	95.94

Weekly Pivots for week ending 16-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	119.09	114.23	98.33
R3	111.47	106.61	96.24
R2	103.85	103.85	95.54
R1	98.99	98.99	94.84	97.61
PP	96.23	96.23	96.23	95.54
S1	91.37	91.37	93.44	89.99
S2	88.61	88.61	92.74
S3	80.99	83.75	92.04
S4	73.37	76.13	89.95

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	99.69	93.40	6.29	6.5%	2.24	2.3%	59%	False	False	4,214
10	101.08	93.40	7.68	7.9%	1.96	2.0%	49%	False	False	3,808
20	101.48	93.40	8.08	8.3%	1.58	1.6%	46%	False	False	4,093

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	0.03
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	106.49
2.618	102.96
1.618	100.80
1.000	99.47
0.618	98.64
HIGH	97.31
0.618	96.48
0.500	96.23
0.382	95.98
LOW	95.15
0.618	93.82
1.000	92.99
1.618	91.66
2.618	89.50
4.250	85.97

Fisher Pivots for day following 20-Dec-2011
Pivot	1 day	3 day
R1	96.83	96.54
PP	96.53	95.95
S1	96.23	95.36

Download as Excel Spreadsheet

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

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