NYMEX Light Sweet Crude Oil Future January 2013

Trading Metrics calculated at close of trading on 28-Jun-2012

Day Change Summary
	Previous	Current
	27-Jun-2012	28-Jun-2012	Change	Change %	Previous Week
Open	81.38	82.62	1.24	1.5%	86.54
High	82.63	82.88	0.25	0.3%	86.59
Low	81.27	79.69	-1.58	-1.9%	80.00
Close	82.31	79.93	-2.38	-2.9%	81.70
Range	1.36	3.19	1.83	134.6%	6.59
ATR	2.08	2.16	0.08	3.8%	0.00
Volume	12,374	8,213	-4,161	-33.6%	47,008

Daily Pivots for day following 28-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	90.40	88.36	81.68
R3	87.21	85.17	80.81
R2	84.02	84.02	80.51
R1	81.98	81.98	80.22	81.41
PP	80.83	80.83	80.83	80.55
S1	78.79	78.79	79.64	78.22
S2	77.64	77.64	79.35
S3	74.45	75.60	79.05
S4	71.26	72.41	78.18

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	82.88	79.69	3.19	4.0%	1.82	2.3%	8%	True	True	10,764
10	86.59	79.69	6.90	8.6%	2.11	2.6%	3%	False	True	9,220
20	88.54	79.69	8.85	11.1%	2.29	2.9%	3%	False	True	8,920
40	106.17	79.69	26.48	33.1%	2.04	2.5%	1%	False	True	7,100

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.26
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	96.44
2.618	91.23
1.618	88.04
1.000	86.07
0.618	84.85
HIGH	82.88
0.618	81.66
0.500	81.29
0.382	80.91
LOW	79.69
0.618	77.72
1.000	76.50
1.618	74.53
2.618	71.34
4.250	66.13

Fisher Pivots for day following 28-Jun-2012
Pivot	1 day	3 day
R1	81.29	81.29
PP	80.83	80.83
S1	80.38	80.38

Download as Excel Spreadsheet

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

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