NYMEX Light Sweet Crude Oil Future December 2012

Trading Metrics calculated at close of trading on 28-Jun-2012

Day Change Summary
	Previous	Current
	27-Jun-2012	28-Jun-2012	Change	Change %	Previous Week
Open	81.19	82.11	0.92	1.1%	86.10
High	82.34	82.52	0.18	0.2%	87.11
Low	80.36	79.12	-1.24	-1.5%	79.19
Close	81.88	79.47	-2.41	-2.9%	81.32
Range	1.98	3.40	1.42	71.7%	7.92
ATR	2.40	2.47	0.07	3.0%	0.00
Volume	37,624	40,225	2,601	6.9%	250,102

Daily Pivots for day following 28-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	90.57	88.42	81.34
R3	87.17	85.02	80.41
R2	83.77	83.77	80.09
R1	81.62	81.62	79.78	81.00
PP	80.37	80.37	80.37	80.06
S1	78.22	78.22	79.16	77.60
S2	76.97	76.97	78.85
S3	73.57	74.82	78.54
S4	70.17	71.42	77.60

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	82.52	79.12	3.40	4.3%	2.26	2.8%	10%	True	True	43,135
10	87.11	79.12	7.99	10.1%	2.48	3.1%	4%	False	True	43,971
20	88.47	79.12	9.35	11.8%	2.66	3.3%	4%	False	True	48,999
40	106.25	79.12	27.13	34.1%	2.43	3.1%	1%	False	True	47,668
60	107.29	79.12	28.17	35.4%	2.14	2.7%	1%	False	True	45,972

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	0.54
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	96.97
2.618	91.42
1.618	88.02
1.000	85.92
0.618	84.62
HIGH	82.52
0.618	81.22
0.500	80.82
0.382	80.42
LOW	79.12
0.618	77.02
1.000	75.72
1.618	73.62
2.618	70.22
4.250	64.67

Fisher Pivots for day following 28-Jun-2012
Pivot	1 day	3 day
R1	80.82	80.82
PP	80.37	80.37
S1	79.92	79.92

Download as Excel Spreadsheet

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

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