NYMEX Light Sweet Crude Oil Future December 2012

Trading Metrics calculated at close of trading on 11-Jul-2012

Day Change Summary
	Previous	Current
	10-Jul-2012	11-Jul-2012	Change	Change %	Previous Week
Open	87.00	85.89	-1.11	-1.3%	86.50
High	87.56	88.14	0.58	0.7%	90.36
Low	85.43	85.89	0.46	0.5%	83.79
Close	85.68	87.54	1.86	2.2%	86.13
Range	2.13	2.25	0.12	5.6%	6.57
ATR	2.82	2.80	-0.03	-0.9%	0.00
Volume	37,633	36,676	-957	-2.5%	223,914

Daily Pivots for day following 11-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	93.94	92.99	88.78
R3	91.69	90.74	88.16
R2	89.44	89.44	87.95
R1	88.49	88.49	87.75	88.97
PP	87.19	87.19	87.19	87.43
S1	86.24	86.24	87.33	86.72
S2	84.94	84.94	87.13
S3	82.69	83.99	86.92
S4	80.44	81.74	86.30

Weekly Pivots for week ending 06-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	106.47	102.87	89.74
R3	99.90	96.30	87.94
R2	93.33	93.33	87.33
R1	89.73	89.73	86.73	88.25
PP	86.76	86.76	86.76	86.02
S1	83.16	83.16	85.53	81.68
S2	80.19	80.19	84.93
S3	73.62	76.59	84.32
S4	67.05	70.02	82.52

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	90.36	85.43	4.93	5.6%	2.36	2.7%	43%	False	False	46,861
10	90.36	79.12	11.24	12.8%	3.13	3.6%	75%	False	False	47,669
20	90.36	79.12	11.24	12.8%	2.72	3.1%	75%	False	False	46,014
40	96.92	79.12	17.80	20.3%	2.59	3.0%	47%	False	False	46,565
60	107.29	79.12	28.17	32.2%	2.33	2.7%	30%	False	False	47,147
80	110.02	79.12	30.90	35.3%	2.22	2.5%	27%	False	False	45,171

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	0.38
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	97.70
2.618	94.03
1.618	91.78
1.000	90.39
0.618	89.53
HIGH	88.14
0.618	87.28
0.500	87.02
0.382	86.75
LOW	85.89
0.618	84.50
1.000	83.64
1.618	82.25
2.618	80.00
4.250	76.33

Fisher Pivots for day following 11-Jul-2012
Pivot	1 day	3 day
R1	87.37	87.29
PP	87.19	87.04
S1	87.02	86.79

Download as Excel Spreadsheet

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

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