NYMEX Light Sweet Crude Oil Future February 2013

Trading Metrics calculated at close of trading on 01-Jun-2012

Day Change Summary
	Previous	Current
	31-May-2012	01-Jun-2012	Change	Change %	Previous Week
Open	88.49	86.63	-1.86	-2.1%	93.17
High	88.80	86.63	-2.17	-2.4%	93.50
Low	88.27	84.68	-3.59	-4.1%	84.68
Close	88.29	85.14	-3.15	-3.6%	85.14
Range	0.53	1.95	1.42	267.9%	8.82
ATR
Volume	2,759	4,502	1,743	63.2%	12,288

Daily Pivots for day following 01-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	91.33	90.19	86.21
R3	89.38	88.24	85.68
R2	87.43	87.43	85.50
R1	86.29	86.29	85.32	85.89
PP	85.48	85.48	85.48	85.28
S1	84.34	84.34	84.96	83.94
S2	83.53	83.53	84.78
S3	81.58	82.39	84.60
S4	79.63	80.44	84.07

Weekly Pivots for week ending 01-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	114.23	108.51	89.99
R3	105.41	99.69	87.57
R2	96.59	96.59	86.76
R1	90.87	90.87	85.95	89.32
PP	87.77	87.77	87.77	87.00
S1	82.05	82.05	84.33	80.50
S2	78.95	78.95	83.52
S3	70.13	73.23	82.71
S4	61.31	64.41	80.29

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	93.50	84.68	8.82	10.4%	0.84	1.0%	5%	False	True	3,161
10	94.26	84.68	9.58	11.3%	0.77	0.9%	5%	False	True	2,965

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.06
Widest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	94.92
2.618	91.74
1.618	89.79
1.000	88.58
0.618	87.84
HIGH	86.63
0.618	85.89
0.500	85.66
0.382	85.42
LOW	84.68
0.618	83.47
1.000	82.73
1.618	81.52
2.618	79.57
4.250	76.39

Fisher Pivots for day following 01-Jun-2012
Pivot	1 day	3 day
R1	85.66	87.23
PP	85.48	86.53
S1	85.31	85.84

Download as Excel Spreadsheet

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

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