NYMEX Light Sweet Crude Oil Future December 2012

Trading Metrics calculated at close of trading on 23-May-2012

Day Change Summary
	Previous	Current
	22-May-2012	23-May-2012	Change	Change %	Previous Week
Open	94.27	92.80	-1.47	-1.6%	97.00
High	94.37	92.80	-1.57	-1.7%	97.33
Low	92.47	90.63	-1.84	-2.0%	92.43
Close	93.08	91.25	-1.83	-2.0%	92.95
Range	1.90	2.17	0.27	14.2%	4.90
ATR	1.97	2.00	0.03	1.8%	0.00
Volume	33,422	44,727	11,305	33.8%	212,735

Daily Pivots for day following 23-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	98.07	96.83	92.44
R3	95.90	94.66	91.85
R2	93.73	93.73	91.65
R1	92.49	92.49	91.45	92.03
PP	91.56	91.56	91.56	91.33
S1	90.32	90.32	91.05	89.86
S2	89.39	89.39	90.85
S3	87.22	88.15	90.65
S4	85.05	85.98	90.06

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	95.35	90.63	4.72	5.2%	1.96	2.2%	13%	False	True	43,745
10	99.00	90.63	8.37	9.2%	1.91	2.1%	7%	False	True	41,382
20	107.29	90.63	16.66	18.3%	1.98	2.2%	4%	False	True	47,492
40	108.90	90.63	18.27	20.0%	1.91	2.1%	3%	False	True	44,491

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.40
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	102.02
2.618	98.48
1.618	96.31
1.000	94.97
0.618	94.14
HIGH	92.80
0.618	91.97
0.500	91.72
0.382	91.46
LOW	90.63
0.618	89.29
1.000	88.46
1.618	87.12
2.618	84.95
4.250	81.41

Fisher Pivots for day following 23-May-2012
Pivot	1 day	3 day
R1	91.72	92.54
PP	91.56	92.11
S1	91.41	91.68

Download as Excel Spreadsheet

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

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