NYMEX Light Sweet Crude Oil Future February 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	87.01	86.74	-0.27	-0.3%	81.30
High	87.22	90.17	2.95	3.4%	87.76
Low	84.64	86.74	2.10	2.5%	80.09
Close	86.23	89.94	3.71	4.3%	87.56
Range	2.58	3.43	0.85	32.9%	7.67
ATR	2.26	2.38	0.12	5.3%	0.00
Volume	7,722	6,724	-998	-12.9%	24,550

Daily Pivots for day following 03-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	99.24	98.02	91.83
R3	95.81	94.59	90.88
R2	92.38	92.38	90.57
R1	91.16	91.16	90.25	91.77
PP	88.95	88.95	88.95	89.26
S1	87.73	87.73	89.63	88.34
S2	85.52	85.52	89.31
S3	82.09	84.30	89.00
S4	78.66	80.87	88.05

Weekly Pivots for week ending 29-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	108.15	105.52	91.78
R3	100.48	97.85	89.67
R2	92.81	92.81	88.97
R1	90.18	90.18	88.26	91.50
PP	85.14	85.14	85.14	85.79
S1	82.51	82.51	86.86	83.83
S2	77.47	77.47	86.15
S3	69.80	74.84	85.45
S4	62.13	67.17	83.34

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	90.17	80.09	10.08	11.2%	3.29	3.7%	98%	True	False	6,219
10	90.17	80.09	10.08	11.2%	2.57	2.9%	98%	True	False	6,005
20	90.17	80.09	10.08	11.2%	2.10	2.3%	98%	True	False	5,373

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	104.75
2.618	99.15
1.618	95.72
1.000	93.60
0.618	92.29
HIGH	90.17
0.618	88.86
0.500	88.46
0.382	88.05
LOW	86.74
0.618	84.62
1.000	83.31
1.618	81.19
2.618	77.76
4.250	72.16

Fisher Pivots for day following 03-Jul-2012
Pivot	1 day	3 day
R1	89.45	88.65
PP	88.95	87.36
S1	88.46	86.07

Download as Excel Spreadsheet

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

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