NYMEX Light Sweet Crude Oil Future December 2012

Trading Metrics calculated at close of trading on 27-Jun-2012

Day Change Summary
	Previous	Current
	26-Jun-2012	27-Jun-2012	Change	Change %	Previous Week
Open	80.78	81.19	0.41	0.5%	86.10
High	81.33	82.34	1.01	1.2%	87.11
Low	80.09	80.36	0.27	0.3%	79.19
Close	81.04	81.88	0.84	1.0%	81.32
Range	1.24	1.98	0.74	59.7%	7.92
ATR	2.43	2.40	-0.03	-1.3%	0.00
Volume	27,976	37,624	9,648	34.5%	250,102

Daily Pivots for day following 27-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	87.47	86.65	82.97
R3	85.49	84.67	82.42
R2	83.51	83.51	82.24
R1	82.69	82.69	82.06	83.10
PP	81.53	81.53	81.53	81.73
S1	80.71	80.71	81.70	81.12
S2	79.55	79.55	81.52
S3	77.57	78.73	81.34
S4	75.59	76.75	80.79

Weekly Pivots for week ending 22-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	106.30	101.73	85.68
R3	98.38	93.81	83.50
R2	90.46	90.46	82.77
R1	85.89	85.89	82.05	84.22
PP	82.54	82.54	82.54	81.70
S1	77.97	77.97	80.59	76.30
S2	74.62	74.62	79.87
S3	66.70	70.05	79.14
S4	58.78	62.13	76.96

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	82.84	79.19	3.65	4.5%	2.23	2.7%	74%	False	False	51,805
10	87.11	79.19	7.92	9.7%	2.34	2.9%	34%	False	False	43,666
20	89.60	79.19	10.41	12.7%	2.61	3.2%	26%	False	False	49,388
40	106.92	79.19	27.73	33.9%	2.37	2.9%	10%	False	False	48,188
60	107.53	79.19	28.34	34.6%	2.10	2.6%	9%	False	False	45,939

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	0.52
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	90.76
2.618	87.52
1.618	85.54
1.000	84.32
0.618	83.56
HIGH	82.34
0.618	81.58
0.500	81.35
0.382	81.12
LOW	80.36
0.618	79.14
1.000	78.38
1.618	77.16
2.618	75.18
4.250	71.95

Fisher Pivots for day following 27-Jun-2012
Pivot	1 day	3 day
R1	81.70	81.59
PP	81.53	81.30
S1	81.35	81.02

Download as Excel Spreadsheet

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

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