NYMEX Light Sweet Crude Oil Future November 2012

Trading Metrics calculated at close of trading on 24-Aug-2012

Day Change Summary
	Previous	Current
	23-Aug-2012	24-Aug-2012	Change	Change %	Previous Week
Open	97.50	96.40	-1.10	-1.1%	96.87
High	98.60	97.49	-1.11	-1.1%	98.60
Low	96.09	95.75	-0.34	-0.4%	95.63
Close	96.60	96.45	-0.15	-0.2%	96.45
Range	2.51	1.74	-0.77	-30.7%	2.97
ATR	2.01	1.99	-0.02	-1.0%	0.00
Volume	40,589	50,019	9,430	23.2%	199,436

Daily Pivots for day following 24-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	101.78	100.86	97.41
R3	100.04	99.12	96.93
R2	98.30	98.30	96.77
R1	97.38	97.38	96.61	97.84
PP	96.56	96.56	96.56	96.80
S1	95.64	95.64	96.29	96.10
S2	94.82	94.82	96.13
S3	93.08	93.90	95.97
S4	91.34	92.16	95.49

Weekly Pivots for week ending 24-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	105.80	104.10	98.08
R3	102.83	101.13	97.27
R2	99.86	99.86	96.99
R1	98.16	98.16	96.72	97.53
PP	96.89	96.89	96.89	96.58
S1	95.19	95.19	96.18	94.56
S2	93.92	93.92	95.91
S3	90.95	92.22	95.63
S4	87.98	89.25	94.82

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	98.60	95.63	2.97	3.1%	1.75	1.8%	28%	False	False	39,887
10	98.60	92.65	5.95	6.2%	1.71	1.8%	64%	False	False	42,955
20	98.60	87.58	11.02	11.4%	1.97	2.0%	80%	False	False	43,693
40	98.60	79.80	18.80	19.5%	2.25	2.3%	89%	False	False	34,207
60	98.60	78.83	19.77	20.5%	2.35	2.4%	89%	False	False	28,700
80	106.34	78.83	27.51	28.5%	2.25	2.3%	64%	False	False	23,834
100	107.15	78.83	28.32	29.4%	2.06	2.1%	62%	False	False	20,710
120	109.80	78.83	30.97	32.1%	1.96	2.0%	57%	False	False	18,380

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.46
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	104.89
2.618	102.05
1.618	100.31
1.000	99.23
0.618	98.57
HIGH	97.49
0.618	96.83
0.500	96.62
0.382	96.41
LOW	95.75
0.618	94.67
1.000	94.01
1.618	92.93
2.618	91.19
4.250	88.36

Fisher Pivots for day following 24-Aug-2012
Pivot	1 day	3 day
R1	96.62	97.18
PP	96.56	96.93
S1	96.51	96.69

Download as Excel Spreadsheet

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

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