NYMEX Light Sweet Crude Oil Future December 2012

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

Day Change Summary
	Previous	Current
	15-May-2012	16-May-2012	Change	Change %	Previous Week
Open	95.68	95.07	-0.61	-0.6%	99.40
High	96.92	95.71	-1.21	-1.2%	99.60
Low	94.70	93.47	-1.23	-1.3%	96.74
Close	95.58	94.41	-1.17	-1.2%	97.61
Range	2.22	2.24	0.02	0.9%	2.86
ATR	1.97	1.98	0.02	1.0%	0.00
Volume	34,596	39,697	5,101	14.7%	280,091

Daily Pivots for day following 16-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	101.25	100.07	95.64
R3	99.01	97.83	95.03
R2	96.77	96.77	94.82
R1	95.59	95.59	94.62	95.06
PP	94.53	94.53	94.53	94.27
S1	93.35	93.35	94.20	92.82
S2	92.29	92.29	94.00
S3	90.05	91.11	93.79
S4	87.81	88.87	93.18

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	99.00	93.47	5.53	5.9%	1.86	2.0%	17%	False	True	39,020
10	106.25	93.47	12.78	13.5%	2.39	2.5%	7%	False	True	51,727
20	107.29	93.47	13.82	14.6%	1.84	2.0%	7%	False	True	46,489
40	110.02	93.47	16.55	17.5%	1.87	2.0%	6%	False	True	43,852

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.32
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	105.23
2.618	101.57
1.618	99.33
1.000	97.95
0.618	97.09
HIGH	95.71
0.618	94.85
0.500	94.59
0.382	94.33
LOW	93.47
0.618	92.09
1.000	91.23
1.618	89.85
2.618	87.61
4.250	83.95

Fisher Pivots for day following 16-May-2012
Pivot	1 day	3 day
R1	94.59	95.40
PP	94.53	95.07
S1	94.47	94.74

Download as Excel Spreadsheet

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

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