NYMEX Light Sweet Crude Oil Future December 2012

Trading Metrics calculated at close of trading on 12-Jul-2012

Day Change Summary
	Previous	Current
	11-Jul-2012	12-Jul-2012	Change	Change %	Previous Week
Open	85.89	87.79	1.90	2.2%	86.50
High	88.14	88.06	-0.08	-0.1%	90.36
Low	85.89	85.90	0.01	0.0%	83.79
Close	87.54	87.73	0.19	0.2%	86.13
Range	2.25	2.16	-0.09	-4.0%	6.57
ATR	2.80	2.75	-0.05	-1.6%	0.00
Volume	36,676	41,240	4,564	12.4%	223,914

Daily Pivots for day following 12-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	93.71	92.88	88.92
R3	91.55	90.72	88.32
R2	89.39	89.39	88.13
R1	88.56	88.56	87.93	87.90
PP	87.23	87.23	87.23	86.90
S1	86.40	86.40	87.53	85.74
S2	85.07	85.07	87.33
S3	82.91	84.24	87.14
S4	80.75	82.08	86.54

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	88.65	85.43	3.22	3.7%	2.33	2.7%	71%	False	False	43,556
10	90.36	79.12	11.24	12.8%	3.15	3.6%	77%	False	False	48,031
20	90.36	79.12	11.24	12.8%	2.74	3.1%	77%	False	False	45,848
40	95.71	79.12	16.59	18.9%	2.59	3.0%	52%	False	False	46,731
60	107.29	79.12	28.17	32.1%	2.33	2.7%	31%	False	False	46,993
80	110.02	79.12	30.90	35.2%	2.23	2.5%	28%	False	False	45,271

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.32
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	97.24
2.618	93.71
1.618	91.55
1.000	90.22
0.618	89.39
HIGH	88.06
0.618	87.23
0.500	86.98
0.382	86.73
LOW	85.90
0.618	84.57
1.000	83.74
1.618	82.41
2.618	80.25
4.250	76.72

Fisher Pivots for day following 12-Jul-2012
Pivot	1 day	3 day
R1	87.48	87.42
PP	87.23	87.10
S1	86.98	86.79

Download as Excel Spreadsheet

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

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