NYMEX Light Sweet Crude Oil Future August 2012

Trading Metrics calculated at close of trading on 09-Jan-2012

Day Change Summary
	Previous	Current
	06-Jan-2012	09-Jan-2012	Change	Change %	Previous Week
Open	101.90	102.75	0.85	0.8%	100.39
High	103.19	102.75	-0.44	-0.4%	103.74
Low	101.69	101.20	-0.49	-0.5%	100.39
Close	102.37	102.29	-0.08	-0.1%	102.37
Range	1.50	1.55	0.05	3.3%	3.35
ATR	1.73	1.72	-0.01	-0.8%	0.00
Volume	8,720	7,221	-1,499	-17.2%	35,071

Daily Pivots for day following 09-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	106.73	106.06	103.14
R3	105.18	104.51	102.72
R2	103.63	103.63	102.57
R1	102.96	102.96	102.43	102.52
PP	102.08	102.08	102.08	101.86
S1	101.41	101.41	102.15	100.97
S2	100.53	100.53	102.01
S3	98.98	99.86	101.86
S4	97.43	98.31	101.44

Weekly Pivots for week ending 06-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	112.22	110.64	104.21
R3	108.87	107.29	103.29
R2	105.52	105.52	102.98
R1	103.94	103.94	102.68	104.73
PP	102.17	102.17	102.17	102.56
S1	100.59	100.59	102.06	101.38
S2	98.82	98.82	101.76
S3	95.47	97.24	101.45
S4	92.12	93.89	100.53

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	103.74	100.39	3.35	3.3%	1.76	1.7%	57%	False	False	8,458
10	103.74	99.15	4.59	4.5%	1.33	1.3%	68%	False	False	5,299
20	103.74	93.40	10.34	10.1%	1.59	1.6%	86%	False	False	4,578

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	109.34
2.618	106.81
1.618	105.26
1.000	104.30
0.618	103.71
HIGH	102.75
0.618	102.16
0.500	101.98
0.382	101.79
LOW	101.20
0.618	100.24
1.000	99.65
1.618	98.69
2.618	97.14
4.250	94.61

Fisher Pivots for day following 09-Jan-2012
Pivot	1 day	3 day
R1	102.19	102.47
PP	102.08	102.41
S1	101.98	102.35

Download as Excel Spreadsheet

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

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