NYMEX Light Sweet Crude Oil Future December 2012

Trading Metrics calculated at close of trading on 21-May-2012

Day Change Summary
	Previous	Current
	18-May-2012	21-May-2012	Change	Change %	Previous Week
Open	94.10	92.50	-1.60	-1.7%	97.00
High	94.21	94.45	0.24	0.3%	97.33
Low	92.43	92.28	-0.15	-0.2%	92.43
Close	92.95	93.98	1.03	1.1%	92.95
Range	1.78	2.17	0.39	21.9%	4.90
ATR	1.96	1.97	0.02	0.8%	0.00
Volume	48,376	37,921	-10,455	-21.6%	212,735

Daily Pivots for day following 21-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	100.08	99.20	95.17
R3	97.91	97.03	94.58
R2	95.74	95.74	94.38
R1	94.86	94.86	94.18	95.30
PP	93.57	93.57	93.57	93.79
S1	92.69	92.69	93.78	93.13
S2	91.40	91.40	93.58
S3	89.23	90.52	93.38
S4	87.06	88.35	92.79

Weekly Pivots for week ending 18-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	108.94	105.84	95.65
R3	104.04	100.94	94.30
R2	99.14	99.14	93.85
R1	96.04	96.04	93.40	95.14
PP	94.24	94.24	94.24	93.79
S1	91.14	91.14	92.50	90.24
S2	89.34	89.34	92.05
S3	84.44	86.24	91.60
S4	79.54	81.34	90.26

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	96.92	92.28	4.64	4.9%	2.04	2.2%	37%	False	True	42,973
10	99.41	92.28	7.13	7.6%	1.94	2.1%	24%	False	True	44,046
20	107.29	92.28	15.01	16.0%	1.90	2.0%	11%	False	True	46,985
40	109.39	92.28	17.11	18.2%	1.86	2.0%	10%	False	True	44,162

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.40
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	103.67
2.618	100.13
1.618	97.96
1.000	96.62
0.618	95.79
HIGH	94.45
0.618	93.62
0.500	93.37
0.382	93.11
LOW	92.28
0.618	90.94
1.000	90.11
1.618	88.77
2.618	86.60
4.250	83.06

Fisher Pivots for day following 21-May-2012
Pivot	1 day	3 day
R1	93.78	93.93
PP	93.57	93.87
S1	93.37	93.82

Download as Excel Spreadsheet

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

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