NYMEX Light Sweet Crude Oil Future January 2013

Trading Metrics calculated at close of trading on 24-May-2012

Day Change Summary
	Previous	Current
	23-May-2012	24-May-2012	Change	Change %	Previous Week
Open	92.63	91.99	-0.64	-0.7%	96.92
High	92.75	92.86	0.11	0.1%	97.00
Low	90.83	91.71	0.88	1.0%	92.60
Close	91.44	92.02	0.58	0.6%	93.09
Range	1.92	1.15	-0.77	-40.1%	4.40
ATR	1.66	1.65	-0.02	-1.0%	0.00
Volume	4,996	5,692	696	13.9%	22,520

Daily Pivots for day following 24-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	95.65	94.98	92.65
R3	94.50	93.83	92.34
R2	93.35	93.35	92.23
R1	92.68	92.68	92.13	93.02
PP	92.20	92.20	92.20	92.36
S1	91.53	91.53	91.91	91.87
S2	91.05	91.05	91.81
S3	89.90	90.38	91.70
S4	88.75	89.23	91.39

Weekly Pivots for week ending 18-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	107.43	104.66	95.51
R3	103.03	100.26	94.30
R2	98.63	98.63	93.90
R1	95.86	95.86	93.49	95.05
PP	94.23	94.23	94.23	93.82
S1	91.46	91.46	92.69	90.65
S2	89.83	89.83	92.28
S3	85.43	87.06	91.88
S4	81.03	82.66	90.67

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	94.30	90.83	3.47	3.8%	1.36	1.5%	34%	False	False	4,346
10	98.58	90.83	7.75	8.4%	1.53	1.7%	15%	False	False	4,450
20	107.14	90.83	16.31	17.7%	1.63	1.8%	7%	False	False	5,226

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.44
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	97.75
2.618	95.87
1.618	94.72
1.000	94.01
0.618	93.57
HIGH	92.86
0.618	92.42
0.500	92.29
0.382	92.15
LOW	91.71
0.618	91.00
1.000	90.56
1.618	89.85
2.618	88.70
4.250	86.82

Fisher Pivots for day following 24-May-2012
Pivot	1 day	3 day
R1	92.29	92.37
PP	92.20	92.25
S1	92.11	92.14

Download as Excel Spreadsheet

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

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