NYMEX Light Sweet Crude Oil Future September 2012

Trading Metrics calculated at close of trading on 30-Jul-2012

Day Change Summary
	Previous	Current
	27-Jul-2012	30-Jul-2012	Change	Change %	Previous Week
Open	89.43	90.14	0.71	0.8%	91.61
High	90.45	90.95	0.50	0.6%	91.64
Low	89.13	89.33	0.20	0.2%	86.84
Close	90.13	89.78	-0.35	-0.4%	90.13
Range	1.32	1.62	0.30	22.7%	4.80
ATR	2.51	2.44	-0.06	-2.5%	0.00
Volume	196,061	173,812	-22,249	-11.3%	1,267,204

Daily Pivots for day following 30-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	94.88	93.95	90.67
R3	93.26	92.33	90.23
R2	91.64	91.64	90.08
R1	90.71	90.71	89.93	90.37
PP	90.02	90.02	90.02	89.85
S1	89.09	89.09	89.63	88.75
S2	88.40	88.40	89.48
S3	86.78	87.47	89.33
S4	85.16	85.85	88.89

Weekly Pivots for week ending 27-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	103.94	101.83	92.77
R3	99.14	97.03	91.45
R2	94.34	94.34	91.01
R1	92.23	92.23	90.57	90.89
PP	89.54	89.54	89.54	88.86
S1	87.43	87.43	89.69	86.09
S2	84.74	84.74	89.25
S3	79.94	82.63	88.81
S4	75.14	77.83	87.49

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	90.95	86.84	4.11	4.6%	1.90	2.1%	72%	True	False	233,566
10	93.25	86.84	6.41	7.1%	2.15	2.4%	46%	False	False	223,870
20	93.25	82.50	10.75	12.0%	2.40	2.7%	68%	False	False	155,226
40	93.25	77.70	15.55	17.3%	2.66	3.0%	78%	False	False	102,783
60	103.47	77.70	25.77	28.7%	2.55	2.8%	47%	False	False	78,499
80	107.12	77.70	29.42	32.8%	2.32	2.6%	41%	False	False	65,622
100	109.84	77.70	32.14	35.8%	2.22	2.5%	38%	False	False	56,265
120	110.87	77.70	33.17	36.9%	2.11	2.4%	36%	False	False	49,975

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.57
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	97.84
2.618	95.19
1.618	93.57
1.000	92.57
0.618	91.95
HIGH	90.95
0.618	90.33
0.500	90.14
0.382	89.95
LOW	89.33
0.618	88.33
1.000	87.71
1.618	86.71
2.618	85.09
4.250	82.45

Fisher Pivots for day following 30-Jul-2012
Pivot	1 day	3 day
R1	90.14	89.69
PP	90.02	89.60
S1	89.90	89.51

Download as Excel Spreadsheet

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

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