NYMEX Light Sweet Crude Oil Future August 2012

Trading Metrics calculated at close of trading on 05-Jan-2012

Day Change Summary
	Previous	Current
	04-Jan-2012	05-Jan-2012	Change	Change %	Previous Week
Open	102.40	103.00	0.60	0.6%	99.65
High	103.66	103.74	0.08	0.1%	101.18
Low	102.20	102.00	-0.20	-0.2%	99.15
Close	103.47	102.30	-1.17	-1.1%	99.15
Range	1.46	1.74	0.28	19.2%	2.03
ATR	1.75	1.75	0.00	0.0%	0.00
Volume	13,697	9,078	-4,619	-33.7%	9,148

Daily Pivots for day following 05-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	107.90	106.84	103.26
R3	106.16	105.10	102.78
R2	104.42	104.42	102.62
R1	103.36	103.36	102.46	103.02
PP	102.68	102.68	102.68	102.51
S1	101.62	101.62	102.14	101.28
S2	100.94	100.94	101.98
S3	99.20	99.88	101.82
S4	97.46	98.14	101.34

Weekly Pivots for week ending 30-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	105.92	104.56	100.27
R3	103.89	102.53	99.71
R2	101.86	101.86	99.52
R1	100.50	100.50	99.34	100.17
PP	99.83	99.83	99.83	99.66
S1	98.47	98.47	98.96	98.14
S2	97.80	97.80	98.78
S3	95.77	96.44	98.59
S4	93.74	94.41	98.03

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	103.74	99.15	4.59	4.5%	1.41	1.4%	69%	True	False	6,378
10	103.74	97.68	6.06	5.9%	1.23	1.2%	76%	True	False	4,457
20	103.74	93.40	10.34	10.1%	1.60	1.6%	86%	True	False	4,132

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.16
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	111.14
2.618	108.30
1.618	106.56
1.000	105.48
0.618	104.82
HIGH	103.74
0.618	103.08
0.500	102.87
0.382	102.66
LOW	102.00
0.618	100.92
1.000	100.26
1.618	99.18
2.618	97.44
4.250	94.61

Fisher Pivots for day following 05-Jan-2012
Pivot	1 day	3 day
R1	102.87	102.22
PP	102.68	102.14
S1	102.49	102.07

Download as Excel Spreadsheet

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

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