NYMEX Light Sweet Crude Oil Future February 2013

Trading Metrics calculated at close of trading on 16-Jul-2012

Day Change Summary
	Previous	Current
	13-Jul-2012	16-Jul-2012	Change	Change %	Previous Week
Open	89.35	89.46	0.11	0.1%	86.95
High	89.81	90.93	1.12	1.2%	89.81
Low	89.21	89.29	0.08	0.1%	86.36
Close	89.61	90.91	1.30	1.5%	89.61
Range	0.60	1.64	1.04	173.3%	3.45
ATR	2.25	2.20	-0.04	-1.9%	0.00
Volume	3,773	4,447	674	17.9%	23,670

Daily Pivots for day following 16-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	95.30	94.74	91.81
R3	93.66	93.10	91.36
R2	92.02	92.02	91.21
R1	91.46	91.46	91.06	91.74
PP	90.38	90.38	90.38	90.52
S1	89.82	89.82	90.76	90.10
S2	88.74	88.74	90.61
S3	87.10	88.18	90.46
S4	85.46	86.54	90.01

Weekly Pivots for week ending 13-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	98.94	97.73	91.51
R3	95.49	94.28	90.56
R2	92.04	92.04	90.24
R1	90.83	90.83	89.93	91.44
PP	88.59	88.59	88.59	88.90
S1	87.38	87.38	89.29	87.99
S2	85.14	85.14	88.98
S3	81.69	83.93	88.66
S4	78.24	80.48	87.71

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	90.93	86.36	4.57	5.0%	1.65	1.8%	100%	True	False	4,635
10	91.01	84.64	6.37	7.0%	2.05	2.3%	98%	False	False	5,568
20	91.01	80.09	10.92	12.0%	2.23	2.4%	99%	False	False	5,553
40	94.26	80.09	14.17	15.6%	1.68	1.9%	76%	False	False	4,657

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	0.28
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	97.90
2.618	95.22
1.618	93.58
1.000	92.57
0.618	91.94
HIGH	90.93
0.618	90.30
0.500	90.11
0.382	89.92
LOW	89.29
0.618	88.28
1.000	87.65
1.618	86.64
2.618	85.00
4.250	82.32

Fisher Pivots for day following 16-Jul-2012
Pivot	1 day	3 day
R1	90.64	90.22
PP	90.38	89.53
S1	90.11	88.84

Download as Excel Spreadsheet

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

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