NYMEX Light Sweet Crude Oil Future December 2012

Trading Metrics calculated at close of trading on 31-Jul-2012

Day Change Summary
	Previous	Current
	30-Jul-2012	31-Jul-2012	Change	Change %	Previous Week
Open	91.22	90.70	-0.52	-0.6%	92.07
High	91.92	91.40	-0.52	-0.6%	92.53
Low	90.49	88.50	-1.99	-2.2%	87.84
Close	90.91	89.20	-1.71	-1.9%	91.23
Range	1.43	2.90	1.47	102.8%	4.69
ATR	2.35	2.39	0.04	1.7%	0.00
Volume	43,115	25,494	-17,621	-40.9%	186,557

Daily Pivots for day following 31-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	98.40	96.70	90.80
R3	95.50	93.80	90.00
R2	92.60	92.60	89.73
R1	90.90	90.90	89.47	90.30
PP	89.70	89.70	89.70	89.40
S1	88.00	88.00	88.93	87.40
S2	86.80	86.80	88.67
S3	83.90	85.10	88.40
S4	81.00	82.20	87.61

Weekly Pivots for week ending 27-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	104.60	102.61	93.81
R3	99.91	97.92	92.52
R2	95.22	95.22	92.09
R1	93.23	93.23	91.66	91.88
PP	90.53	90.53	90.53	89.86
S1	88.54	88.54	90.80	87.19
S2	85.84	85.84	90.37
S3	81.15	83.85	89.94
S4	76.46	79.16	88.65

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	91.92	87.84	4.08	4.6%	2.12	2.4%	33%	False	False	34,150
10	94.08	87.84	6.24	7.0%	2.17	2.4%	22%	False	False	43,353
20	94.08	85.10	8.98	10.1%	2.29	2.6%	46%	False	False	43,454
40	94.08	79.12	14.96	16.8%	2.54	2.8%	67%	False	False	46,158
60	99.60	79.12	20.48	23.0%	2.42	2.7%	49%	False	False	46,216
80	107.29	79.12	28.17	31.6%	2.24	2.5%	36%	False	False	45,708

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.53
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	103.73
2.618	98.99
1.618	96.09
1.000	94.30
0.618	93.19
HIGH	91.40
0.618	90.29
0.500	89.95
0.382	89.61
LOW	88.50
0.618	86.71
1.000	85.60
1.618	83.81
2.618	80.91
4.250	76.18

Fisher Pivots for day following 31-Jul-2012
Pivot	1 day	3 day
R1	89.95	90.21
PP	89.70	89.87
S1	89.45	89.54

Download as Excel Spreadsheet

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

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