NYMEX Light Sweet Crude Oil Future February 2013

Trading Metrics calculated at close of trading on 13-Jun-2012

Day Change Summary
	Previous	Current
	12-Jun-2012	13-Jun-2012	Change	Change %	Previous Week
Open	85.52	84.40	-1.12	-1.3%	84.04
High	85.77	86.00	0.23	0.3%	88.76
Low	85.00	84.40	-0.60	-0.7%	84.04
Close	85.46	84.75	-0.71	-0.8%	86.36
Range	0.77	1.60	0.83	107.8%	4.72
ATR	1.60	1.60	0.00	0.0%	0.00
Volume	2,559	3,838	1,279	50.0%	24,801

Daily Pivots for day following 13-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	89.85	88.90	85.63
R3	88.25	87.30	85.19
R2	86.65	86.65	85.04
R1	85.70	85.70	84.90	86.18
PP	85.05	85.05	85.05	85.29
S1	84.10	84.10	84.60	84.58
S2	83.45	83.45	84.46
S3	81.85	82.50	84.31
S4	80.25	80.90	83.87

Weekly Pivots for week ending 08-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	100.55	98.17	88.96
R3	95.83	93.45	87.66
R2	91.11	91.11	87.23
R1	88.73	88.73	86.79	89.92
PP	86.39	86.39	86.39	86.98
S1	84.01	84.01	85.93	85.20
S2	81.67	81.67	85.49
S3	76.95	79.29	85.06
S4	72.23	74.57	83.76

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	88.76	84.00	4.76	5.6%	1.69	2.0%	16%	False	False	5,771
10	88.80	84.00	4.80	5.7%	1.54	1.8%	16%	False	False	4,698
20	95.72	84.00	11.72	13.8%	1.18	1.4%	6%	False	False	3,724

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.15
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	92.80
2.618	90.19
1.618	88.59
1.000	87.60
0.618	86.99
HIGH	86.00
0.618	85.39
0.500	85.20
0.382	85.01
LOW	84.40
0.618	83.41
1.000	82.80
1.618	81.81
2.618	80.21
4.250	77.60

Fisher Pivots for day following 13-Jun-2012
Pivot	1 day	3 day
R1	85.20	85.32
PP	85.05	85.13
S1	84.90	84.94

Download as Excel Spreadsheet

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

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