NYMEX Light Sweet Crude Oil Future February 2013

Trading Metrics calculated at close of trading on 20-Jun-2012

Day Change Summary
	Previous	Current
	19-Jun-2012	20-Jun-2012	Change	Change %	Previous Week
Open	84.51	86.61	2.10	2.5%	86.63
High	86.54	86.61	0.07	0.1%	86.69
Low	84.50	83.68	-0.82	-1.0%	84.00
Close	86.21	83.72	-2.49	-2.9%	86.10
Range	2.04	2.93	0.89	43.6%	2.69
ATR	1.62	1.72	0.09	5.8%	0.00
Volume	6,527	2,555	-3,972	-60.9%	20,776

Daily Pivots for day following 20-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	93.46	91.52	85.33
R3	90.53	88.59	84.53
R2	87.60	87.60	84.26
R1	85.66	85.66	83.99	85.17
PP	84.67	84.67	84.67	84.42
S1	82.73	82.73	83.45	82.24
S2	81.74	81.74	83.18
S3	78.81	79.80	82.91
S4	75.88	76.87	82.11

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	83.68	3.20	3.8%	1.89	2.3%	1%	False	True	3,638
10	88.76	83.68	5.08	6.1%	1.79	2.1%	1%	False	True	4,705
20	93.50	83.68	9.82	11.7%	1.37	1.6%	0%	False	True	3,978

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.11
Widest range in 26 trading days

Fibonacci Retracements and Extensions
4.250	99.06
2.618	94.28
1.618	91.35
1.000	89.54
0.618	88.42
HIGH	86.61
0.618	85.49
0.500	85.15
0.382	84.80
LOW	83.68
0.618	81.87
1.000	80.75
1.618	78.94
2.618	76.01
4.250	71.23

Fisher Pivots for day following 20-Jun-2012
Pivot	1 day	3 day
R1	85.15	85.28
PP	84.67	84.76
S1	84.20	84.24

Download as Excel Spreadsheet

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

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