NYMEX Light Sweet Crude Oil Future November 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	90.00	90.53	0.53	0.6%	91.88
High	91.08	91.50	0.42	0.5%	92.10
Low	89.74	90.03	0.29	0.3%	87.50
Close	90.79	90.45	-0.34	-0.4%	90.79
Range	1.34	1.47	0.13	9.7%	4.60
ATR	2.39	2.33	-0.07	-2.8%	0.00
Volume	17,084	28,570	11,486	67.2%	123,461

Daily Pivots for day following 30-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	95.07	94.23	91.26
R3	93.60	92.76	90.85
R2	92.13	92.13	90.72
R1	91.29	91.29	90.58	90.98
PP	90.66	90.66	90.66	90.50
S1	89.82	89.82	90.32	89.51
S2	89.19	89.19	90.18
S3	87.72	88.35	90.05
S4	86.25	86.88	89.64

Weekly Pivots for week ending 27-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	103.93	101.96	93.32
R3	99.33	97.36	92.06
R2	94.73	94.73	91.63
R1	92.76	92.76	91.21	91.45
PP	90.13	90.13	90.13	89.47
S1	88.16	88.16	90.37	86.85
S2	85.53	85.53	89.95
S3	80.93	83.56	89.53
S4	76.33	78.96	88.26

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	91.50	87.50	4.00	4.4%	1.86	2.1%	74%	True	False	25,495
10	93.72	87.50	6.22	6.9%	2.06	2.3%	47%	False	False	26,168
20	93.72	83.34	10.38	11.5%	2.27	2.5%	68%	False	False	24,914
40	93.72	78.83	14.89	16.5%	2.48	2.7%	78%	False	False	21,692
60	102.76	78.83	23.93	26.5%	2.32	2.6%	49%	False	False	17,502
80	107.15	78.83	28.32	31.3%	2.07	2.3%	41%	False	False	15,235
100	109.80	78.83	30.97	34.2%	1.96	2.2%	38%	False	False	13,512

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	0.47
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	97.75
2.618	95.35
1.618	93.88
1.000	92.97
0.618	92.41
HIGH	91.50
0.618	90.94
0.500	90.77
0.382	90.59
LOW	90.03
0.618	89.12
1.000	88.56
1.618	87.65
2.618	86.18
4.250	83.78

Fisher Pivots for day following 30-Jul-2012
Pivot	1 day	3 day
R1	90.77	90.33
PP	90.66	90.21
S1	90.56	90.10

Download as Excel Spreadsheet

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

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