NYMEX Light Sweet Crude Oil Future October 2012

Trading Metrics calculated at close of trading on 16-Jul-2012

Day Change Summary
	Previous	Current
	13-Jul-2012	16-Jul-2012	Change	Change %	Previous Week
Open	86.58	87.91	1.33	1.5%	85.03
High	88.32	89.21	0.89	1.0%	88.32
Low	86.39	87.16	0.77	0.9%	84.46
Close	87.85	89.16	1.31	1.5%	87.85
Range	1.93	2.05	0.12	6.2%	3.86
ATR	2.71	2.66	-0.05	-1.7%	0.00
Volume	21,359	31,700	10,341	48.4%	136,116

Daily Pivots for day following 16-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	94.66	93.96	90.29
R3	92.61	91.91	89.72
R2	90.56	90.56	89.54
R1	89.86	89.86	89.35	90.21
PP	88.51	88.51	88.51	88.69
S1	87.81	87.81	88.97	88.16
S2	86.46	86.46	88.78
S3	84.41	85.76	88.60
S4	82.36	83.71	88.03

Weekly Pivots for week ending 13-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	98.46	97.01	89.97
R3	94.60	93.15	88.91
R2	90.74	90.74	88.56
R1	89.29	89.29	88.20	90.02
PP	86.88	86.88	86.88	87.24
S1	85.43	85.43	87.50	86.16
S2	83.02	83.02	87.14
S3	79.16	81.57	86.79
S4	75.30	77.71	85.73

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	89.21	84.46	4.75	5.3%	2.10	2.4%	99%	True	False	27,082
10	89.65	82.89	6.76	7.6%	2.52	2.8%	93%	False	False	33,888
20	89.65	78.16	11.49	12.9%	2.81	3.2%	96%	False	False	31,556
40	94.10	78.16	15.94	17.9%	2.59	2.9%	69%	False	False	25,079
60	107.12	78.16	28.96	32.5%	2.32	2.6%	38%	False	False	21,149
80	109.50	78.16	31.34	35.2%	2.18	2.4%	35%	False	False	18,268
100	110.65	78.16	32.49	36.4%	2.07	2.3%	34%	False	False	16,791
120	110.65	78.16	32.49	36.4%	1.88	2.1%	34%	False	False	15,081

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	0.27
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	97.92
2.618	94.58
1.618	92.53
1.000	91.26
0.618	90.48
HIGH	89.21
0.618	88.43
0.500	88.19
0.382	87.94
LOW	87.16
0.618	85.89
1.000	85.11
1.618	83.84
2.618	81.79
4.250	78.45

Fisher Pivots for day following 16-Jul-2012
Pivot	1 day	3 day
R1	88.84	88.47
PP	88.51	87.79
S1	88.19	87.10

Download as Excel Spreadsheet

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

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