NYMEX Light Sweet Crude Oil Future August 2012

Trading Metrics calculated at close of trading on 18-Jun-2012

Day Change Summary
	Previous	Current
	15-Jun-2012	18-Jun-2012	Change	Change %	Previous Week
Open	84.67	85.50	0.83	1.0%	85.70
High	85.10	85.89	0.79	0.9%	86.91
Low	83.73	82.36	-1.37	-1.6%	81.39
Close	84.33	83.60	-0.73	-0.9%	84.33
Range	1.37	3.53	2.16	157.7%	5.52
ATR	2.46	2.53	0.08	3.1%	0.00
Volume	120,117	167,571	47,454	39.5%	521,279

Daily Pivots for day following 18-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	94.54	92.60	85.54
R3	91.01	89.07	84.57
R2	87.48	87.48	84.25
R1	85.54	85.54	83.92	84.75
PP	83.95	83.95	83.95	83.55
S1	82.01	82.01	83.28	81.22
S2	80.42	80.42	82.95
S3	76.89	78.48	82.63
S4	73.36	74.95	81.66

Weekly Pivots for week ending 15-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	100.77	98.07	87.37
R3	95.25	92.55	85.85
R2	89.73	89.73	85.34
R1	87.03	87.03	84.84	85.62
PP	84.21	84.21	84.21	83.51
S1	81.51	81.51	83.82	80.10
S2	78.69	78.69	83.32
S3	73.17	75.99	82.81
S4	67.65	70.47	81.29

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	85.89	81.39	4.50	5.4%	2.30	2.8%	49%	True	False	117,271
10	87.32	81.39	5.93	7.1%	2.69	3.2%	37%	False	False	97,506
20	93.62	81.39	12.23	14.6%	2.59	3.1%	18%	False	False	72,127
40	106.99	81.39	25.60	30.6%	2.29	2.7%	9%	False	False	54,316
60	109.08	81.39	27.69	33.1%	2.17	2.6%	8%	False	False	43,852
80	111.38	81.39	29.99	35.9%	2.10	2.5%	7%	False	False	38,067
100	111.38	81.39	29.99	35.9%	1.98	2.4%	7%	False	False	33,052
120	111.38	81.39	29.99	35.9%	1.89	2.3%	7%	False	False	28,629

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.62
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	100.89
2.618	95.13
1.618	91.60
1.000	89.42
0.618	88.07
HIGH	85.89
0.618	84.54
0.500	84.13
0.382	83.71
LOW	82.36
0.618	80.18
1.000	78.83
1.618	76.65
2.618	73.12
4.250	67.36

Fisher Pivots for day following 18-Jun-2012
Pivot	1 day	3 day
R1	84.13	84.13
PP	83.95	83.95
S1	83.78	83.78

Download as Excel Spreadsheet

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

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