NYMEX Light Sweet Crude Oil Future January 2013

Trading Metrics calculated at close of trading on 27-Jun-2012

Day Change Summary
	Previous	Current
	26-Jun-2012	27-Jun-2012	Change	Change %	Previous Week
Open	80.95	81.38	0.43	0.5%	86.54
High	81.73	82.63	0.90	1.1%	86.59
Low	80.54	81.27	0.73	0.9%	80.00
Close	81.46	82.31	0.85	1.0%	81.70
Range	1.19	1.36	0.17	14.3%	6.59
ATR	2.13	2.08	-0.06	-2.6%	0.00
Volume	8,358	12,374	4,016	48.0%	47,008

Daily Pivots for day following 27-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	86.15	85.59	83.06
R3	84.79	84.23	82.68
R2	83.43	83.43	82.56
R1	82.87	82.87	82.43	83.15
PP	82.07	82.07	82.07	82.21
S1	81.51	81.51	82.19	81.79
S2	80.71	80.71	82.06
S3	79.35	80.15	81.94
S4	77.99	78.79	81.56

Weekly Pivots for week ending 22-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	102.53	98.71	85.32
R3	95.94	92.12	83.51
R2	89.35	89.35	82.91
R1	85.53	85.53	82.30	84.15
PP	82.76	82.76	82.76	82.07
S1	78.94	78.94	81.10	77.56
S2	76.17	76.17	80.49
S3	69.58	72.35	79.89
S4	62.99	65.76	78.08

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	82.97	80.00	2.97	3.6%	1.78	2.2%	78%	False	False	12,629
10	86.59	80.00	6.59	8.0%	1.98	2.4%	35%	False	False	8,940
20	89.67	80.00	9.67	11.7%	2.23	2.7%	24%	False	False	8,744
40	106.82	80.00	26.82	32.6%	1.98	2.4%	9%	False	False	7,032

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	0.25
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	88.41
2.618	86.19
1.618	84.83
1.000	83.99
0.618	83.47
HIGH	82.63
0.618	82.11
0.500	81.95
0.382	81.79
LOW	81.27
0.618	80.43
1.000	79.91
1.618	79.07
2.618	77.71
4.250	75.49

Fisher Pivots for day following 27-Jun-2012
Pivot	1 day	3 day
R1	82.19	82.00
PP	82.07	81.69
S1	81.95	81.39

Download as Excel Spreadsheet

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

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