NYMEX Light Sweet Crude Oil Future February 2013

Trading Metrics calculated at close of trading on 18-Jun-2012

Day Change Summary
	Previous	Current
	15-Jun-2012	18-Jun-2012	Change	Change %	Previous Week
Open	86.63	86.83	0.20	0.2%	86.63
High	86.69	86.88	0.19	0.2%	86.69
Low	85.95	84.50	-1.45	-1.7%	84.00
Close	86.10	85.42	-0.68	-0.8%	86.10
Range	0.74	2.38	1.64	221.6%	2.69
ATR	1.53	1.59	0.06	4.0%	0.00
Volume	2,536	3,258	722	28.5%	20,776

Daily Pivots for day following 18-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	92.74	91.46	86.73
R3	90.36	89.08	86.07
R2	87.98	87.98	85.86
R1	86.70	86.70	85.64	86.15
PP	85.60	85.60	85.60	85.33
S1	84.32	84.32	85.20	83.77
S2	83.22	83.22	84.98
S3	80.84	81.94	84.77
S4	78.46	79.56	84.11

Weekly Pivots for week ending 15-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	93.67	92.57	87.58
R3	90.98	89.88	86.84
R2	88.29	88.29	86.59
R1	87.19	87.19	86.35	86.40
PP	85.60	85.60	85.60	85.20
S1	84.50	84.50	85.85	83.71
S2	82.91	82.91	85.61
S3	80.22	81.81	85.36
S4	77.53	79.12	84.62

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	86.88	84.40	2.48	2.9%	1.37	1.6%	41%	True	False	3,101
10	88.76	84.00	4.76	5.6%	1.54	1.8%	30%	False	False	4,395
20	94.26	84.00	10.26	12.0%	1.21	1.4%	14%	False	False	3,777

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	0.14
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	97.00
2.618	93.11
1.618	90.73
1.000	89.26
0.618	88.35
HIGH	86.88
0.618	85.97
0.500	85.69
0.382	85.41
LOW	84.50
0.618	83.03
1.000	82.12
1.618	80.65
2.618	78.27
4.250	74.39

Fisher Pivots for day following 18-Jun-2012
Pivot	1 day	3 day
R1	85.69	85.69
PP	85.60	85.60
S1	85.51	85.51

Download as Excel Spreadsheet

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

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