NYMEX Light Sweet Crude Oil Future December 2012

Trading Metrics calculated at close of trading on 14-May-2012

Day Change Summary
	Previous	Current
	11-May-2012	14-May-2012	Change	Change %	Previous Week
Open	97.68	97.00	-0.68	-0.7%	99.40
High	98.52	97.33	-1.19	-1.2%	99.60
Low	97.16	95.28	-1.88	-1.9%	96.74
Close	97.61	96.29	-1.32	-1.4%	97.61
Range	1.36	2.05	0.69	50.7%	2.86
ATR	1.92	1.95	0.03	1.5%	0.00
Volume	36,499	35,787	-712	-2.0%	280,091

Daily Pivots for day following 14-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	102.45	101.42	97.42
R3	100.40	99.37	96.85
R2	98.35	98.35	96.67
R1	97.32	97.32	96.48	96.81
PP	96.30	96.30	96.30	96.05
S1	95.27	95.27	96.10	94.76
S2	94.25	94.25	95.91
S3	92.20	93.22	95.73
S4	90.15	91.17	95.16

Weekly Pivots for week ending 11-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	106.56	104.95	99.18
R3	103.70	102.09	98.40
R2	100.84	100.84	98.13
R1	99.23	99.23	97.87	98.61
PP	97.98	97.98	97.98	97.67
S1	96.37	96.37	97.35	95.75
S2	95.12	95.12	97.09
S3	92.26	93.51	96.82
S4	89.40	90.65	96.04

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	99.41	95.28	4.13	4.3%	1.84	1.9%	24%	False	True	45,118
10	107.29	95.28	12.01	12.5%	2.24	2.3%	8%	False	True	54,076
20	107.29	95.28	12.01	12.5%	1.82	1.9%	8%	False	True	48,310
40	110.02	95.28	14.74	15.3%	1.84	1.9%	7%	False	True	43,777

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.19
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	106.04
2.618	102.70
1.618	100.65
1.000	99.38
0.618	98.60
HIGH	97.33
0.618	96.55
0.500	96.31
0.382	96.06
LOW	95.28
0.618	94.01
1.000	93.23
1.618	91.96
2.618	89.91
4.250	86.57

Fisher Pivots for day following 14-May-2012
Pivot	1 day	3 day
R1	96.31	97.14
PP	96.30	96.86
S1	96.30	96.57

Download as Excel Spreadsheet

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

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