NYMEX Light Sweet Crude Oil Future December 2012

Trading Metrics calculated at close of trading on 18-Jun-2012

Day Change Summary
	Previous	Current
	15-Jun-2012	18-Jun-2012	Change	Change %	Previous Week
Open	85.71	86.10	0.39	0.5%	86.89
High	86.22	87.11	0.89	1.0%	88.20
Low	85.03	83.68	-1.35	-1.6%	82.76
Close	85.58	84.88	-0.70	-0.8%	85.58
Range	1.19	3.43	2.24	188.2%	5.44
ATR	2.35	2.42	0.08	3.3%	0.00
Volume	37,970	28,192	-9,778	-25.8%	223,065

Daily Pivots for day following 18-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	95.51	93.63	86.77
R3	92.08	90.20	85.82
R2	88.65	88.65	85.51
R1	86.77	86.77	85.19	86.00
PP	85.22	85.22	85.22	84.84
S1	83.34	83.34	84.57	82.57
S2	81.79	81.79	84.25
S3	78.36	79.91	83.94
S4	74.93	76.48	82.99

Weekly Pivots for week ending 15-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	101.83	99.15	88.57
R3	96.39	93.71	87.08
R2	90.95	90.95	86.58
R1	88.27	88.27	86.08	86.89
PP	85.51	85.51	85.51	84.83
S1	82.83	82.83	85.08	81.45
S2	80.07	80.07	84.58
S3	74.63	77.39	84.08
S4	69.19	71.95	82.59

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	87.11	82.76	4.35	5.1%	2.14	2.5%	49%	True	False	38,913
10	88.47	82.76	5.71	6.7%	2.59	3.1%	37%	False	False	47,942
20	94.45	82.71	11.74	13.8%	2.48	2.9%	18%	False	False	45,663
40	107.29	82.71	24.58	29.0%	2.18	2.6%	9%	False	False	46,305
60	110.02	82.71	27.31	32.2%	2.07	2.4%	8%	False	False	44,703

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.72
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	101.69
2.618	96.09
1.618	92.66
1.000	90.54
0.618	89.23
HIGH	87.11
0.618	85.80
0.500	85.40
0.382	84.99
LOW	83.68
0.618	81.56
1.000	80.25
1.618	78.13
2.618	74.70
4.250	69.10

Fisher Pivots for day following 18-Jun-2012
Pivot	1 day	3 day
R1	85.40	85.40
PP	85.22	85.22
S1	85.05	85.05

Download as Excel Spreadsheet

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

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