NYMEX Light Sweet Crude Oil Future November 2012

Trading Metrics calculated at close of trading on 05-Mar-2012

Day Change Summary
	Previous	Current
	02-Mar-2012	05-Mar-2012	Change	Change %	Previous Week
Open	107.83	107.71	-0.12	-0.1%	109.82
High	107.89	108.27	0.38	0.4%	109.82
Low	107.15	107.43	0.28	0.3%	106.30
Close	107.83	107.91	0.08	0.1%	107.83
Range	0.74	0.84	0.10	13.5%	3.52
ATR	1.32	1.28	-0.03	-2.6%	0.00
Volume	8,577	5,542	-3,035	-35.4%	47,016

Daily Pivots for day following 05-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	110.39	109.99	108.37
R3	109.55	109.15	108.14
R2	108.71	108.71	108.06
R1	108.31	108.31	107.99	108.51
PP	107.87	107.87	107.87	107.97
S1	107.47	107.47	107.83	107.67
S2	107.03	107.03	107.76
S3	106.19	106.63	107.68
S4	105.35	105.79	107.45

Weekly Pivots for week ending 02-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	118.54	116.71	109.77
R3	115.02	113.19	108.80
R2	111.50	111.50	108.48
R1	109.67	109.67	108.15	108.83
PP	107.98	107.98	107.98	107.56
S1	106.15	106.15	107.51	105.31
S2	104.46	104.46	107.18
S3	100.94	102.63	106.86
S4	97.42	99.11	105.89

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	109.46	106.30	3.16	2.9%	1.39	1.3%	51%	False	False	7,115
10	110.08	106.30	3.78	3.5%	1.26	1.2%	43%	False	False	8,460

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	0.06
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	111.84
2.618	110.47
1.618	109.63
1.000	109.11
0.618	108.79
HIGH	108.27
0.618	107.95
0.500	107.85
0.382	107.75
LOW	107.43
0.618	106.91
1.000	106.59
1.618	106.07
2.618	105.23
4.250	103.86

Fisher Pivots for day following 05-Mar-2012
Pivot	1 day	3 day
R1	107.89	108.29
PP	107.87	108.16
S1	107.85	108.04

Download as Excel Spreadsheet

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

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