NYMEX Light Sweet Crude Oil Future February 2013

Trading Metrics calculated at close of trading on 31-Aug-2012

Day Change Summary
	Previous	Current
	30-Aug-2012	31-Aug-2012	Change	Change %	Previous Week
Open	96.79	96.49	-0.30	-0.3%	98.10
High	96.96	98.11	1.15	1.2%	98.71
Low	95.50	96.49	0.99	1.0%	95.50
Close	96.14	97.86	1.72	1.8%	97.86
Range	1.46	1.62	0.16	11.0%	3.21
ATR	1.66	1.68	0.02	1.3%	0.00
Volume	11,522	11,399	-123	-1.1%	44,958

Daily Pivots for day following 31-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	102.35	101.72	98.75
R3	100.73	100.10	98.31
R2	99.11	99.11	98.16
R1	98.48	98.48	98.01	98.80
PP	97.49	97.49	97.49	97.64
S1	96.86	96.86	97.71	97.18
S2	95.87	95.87	97.56
S3	94.25	95.24	97.41
S4	92.63	93.62	96.97

Weekly Pivots for week ending 31-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	106.99	105.63	99.63
R3	103.78	102.42	98.74
R2	100.57	100.57	98.45
R1	99.21	99.21	98.15	98.29
PP	97.36	97.36	97.36	96.89
S1	96.00	96.00	97.57	95.08
S2	94.15	94.15	97.27
S3	90.94	92.79	96.98
S4	87.73	89.58	96.09

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	98.71	95.50	3.21	3.3%	1.66	1.7%	74%	False	False	8,991
10	99.63	95.50	4.13	4.2%	1.54	1.6%	57%	False	False	9,955
20	99.63	92.44	7.19	7.3%	1.48	1.5%	75%	False	False	9,528
40	99.63	86.36	13.27	13.6%	1.64	1.7%	87%	False	False	7,947
60	99.63	80.09	19.54	20.0%	1.81	1.8%	91%	False	False	7,115

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.21
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	105.00
2.618	102.35
1.618	100.73
1.000	99.73
0.618	99.11
HIGH	98.11
0.618	97.49
0.500	97.30
0.382	97.11
LOW	96.49
0.618	95.49
1.000	94.87
1.618	93.87
2.618	92.25
4.250	89.61

Fisher Pivots for day following 31-Aug-2012
Pivot	1 day	3 day
R1	97.67	97.51
PP	97.49	97.16
S1	97.30	96.81

Download as Excel Spreadsheet

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

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