NYMEX Light Sweet Crude Oil Future January 2013

Trading Metrics calculated at close of trading on 03-Jul-2012

Day Change Summary
	Previous	Current
	02-Jul-2012	03-Jul-2012	Change	Change %	Previous Week
Open	86.61	86.45	-0.16	-0.2%	81.36
High	86.61	89.97	3.36	3.9%	87.35
Low	84.24	86.17	1.93	2.3%	79.69
Close	85.86	89.62	3.76	4.4%	87.13
Range	2.37	3.80	1.43	60.3%	7.66
ATR	2.56	2.67	0.11	4.3%	0.00
Volume	11,780	9,204	-2,576	-21.9%	50,438

Daily Pivots for day following 03-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	99.99	98.60	91.71
R3	96.19	94.80	90.67
R2	92.39	92.39	90.32
R1	91.00	91.00	89.97	91.70
PP	88.59	88.59	88.59	88.93
S1	87.20	87.20	89.27	87.90
S2	84.79	84.79	88.92
S3	80.99	83.40	88.58
S4	77.19	79.60	87.53

Weekly Pivots for week ending 29-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	107.70	105.08	91.34
R3	100.04	97.42	89.24
R2	92.38	92.38	88.53
R1	89.76	89.76	87.83	91.07
PP	84.72	84.72	84.72	85.38
S1	82.10	82.10	86.43	83.41
S2	77.06	77.06	85.73
S3	69.40	74.44	85.02
S4	61.74	66.78	82.92

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	89.97	79.69	10.28	11.5%	3.48	3.9%	97%	True	False	10,653
10	89.97	79.69	10.28	11.5%	2.83	3.2%	97%	True	False	10,838
20	89.97	79.69	10.28	11.5%	2.55	2.9%	97%	True	False	9,263
40	99.13	79.69	19.44	21.7%	2.15	2.4%	51%	False	False	7,277

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	0.22
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	106.12
2.618	99.92
1.618	96.12
1.000	93.77
0.618	92.32
HIGH	89.97
0.618	88.52
0.500	88.07
0.382	87.62
LOW	86.17
0.618	83.82
1.000	82.37
1.618	80.02
2.618	76.22
4.250	70.02

Fisher Pivots for day following 03-Jul-2012
Pivot	1 day	3 day
R1	89.10	88.19
PP	88.59	86.76
S1	88.07	85.33

Download as Excel Spreadsheet

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

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