NYMEX Light Sweet Crude Oil Future September 2012

Trading Metrics calculated at close of trading on 30-Dec-2011

Day Change Summary
	Previous	Current
	29-Dec-2011	30-Dec-2011	Change	Change %	Previous Week
Open	99.23	99.09	-0.14	-0.1%	99.90
High	99.52	99.40	-0.12	-0.1%	100.49
Low	98.28	98.37	0.09	0.1%	98.28
Close	99.47	98.87	-0.60	-0.6%	98.87
Range	1.24	1.03	-0.21	-16.9%	2.21
ATR	1.82	1.77	-0.05	-2.8%	0.00
Volume	3,805	2,198	-1,607	-42.2%	9,356

Daily Pivots for day following 30-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	101.97	101.45	99.44
R3	100.94	100.42	99.15
R2	99.91	99.91	99.06
R1	99.39	99.39	98.96	99.14
PP	98.88	98.88	98.88	98.75
S1	98.36	98.36	98.78	98.11
S2	97.85	97.85	98.68
S3	96.82	97.33	98.59
S4	95.79	96.30	98.30

Weekly Pivots for week ending 30-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	105.84	104.57	100.09
R3	103.63	102.36	99.48
R2	101.42	101.42	99.28
R1	100.15	100.15	99.07	99.68
PP	99.21	99.21	99.21	98.98
S1	97.94	97.94	98.67	97.47
S2	97.00	97.00	98.46
S3	94.79	95.73	98.26
S4	92.58	93.52	97.65

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	100.49	98.28	2.21	2.2%	0.70	0.7%	27%	False	False	2,305
10	100.49	93.44	7.05	7.1%	0.97	1.0%	77%	False	False	3,896

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

Fibonacci Retracements and Extensions
4.250	103.78
2.618	102.10
1.618	101.07
1.000	100.43
0.618	100.04
HIGH	99.40
0.618	99.01
0.500	98.89
0.382	98.76
LOW	98.37
0.618	97.73
1.000	97.34
1.618	96.70
2.618	95.67
4.250	93.99

Fisher Pivots for day following 30-Dec-2011
Pivot	1 day	3 day
R1	98.89	98.90
PP	98.88	98.89
S1	98.88	98.88

Download as Excel Spreadsheet

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

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