NYMEX Light Sweet Crude Oil Future February 2013

Trading Metrics calculated at close of trading on 12-Sep-2012

Day Change Summary
	Previous	Current
	11-Sep-2012	12-Sep-2012	Change	Change %	Previous Week
Open	97.71	98.61	0.90	0.9%	97.73
High	98.75	99.42	0.67	0.7%	99.00
Low	97.71	97.83	0.12	0.1%	95.67
Close	98.67	98.50	-0.17	-0.2%	97.93
Range	1.04	1.59	0.55	52.9%	3.33
ATR	1.70	1.69	-0.01	-0.5%	0.00
Volume	20,709	16,922	-3,787	-18.3%	52,141

Daily Pivots for day following 12-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	103.35	102.52	99.37
R3	101.76	100.93	98.94
R2	100.17	100.17	98.79
R1	99.34	99.34	98.65	98.96
PP	98.58	98.58	98.58	98.40
S1	97.75	97.75	98.35	97.37
S2	96.99	96.99	98.21
S3	95.40	96.16	98.06
S4	93.81	94.57	97.63

Weekly Pivots for week ending 07-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	107.52	106.06	99.76
R3	104.19	102.73	98.85
R2	100.86	100.86	98.54
R1	99.40	99.40	98.24	100.13
PP	97.53	97.53	97.53	97.90
S1	96.07	96.07	97.62	96.80
S2	94.20	94.20	97.32
S3	90.87	92.74	97.01
S4	87.54	89.41	96.10

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	99.42	95.67	3.75	3.8%	1.80	1.8%	75%	True	False	15,446
10	99.42	95.50	3.92	4.0%	1.67	1.7%	77%	True	False	12,892
20	99.63	94.77	4.86	4.9%	1.61	1.6%	77%	False	False	11,481
40	99.63	88.66	10.97	11.1%	1.64	1.7%	90%	False	False	9,641
60	99.63	80.09	19.54	19.8%	1.83	1.9%	94%	False	False	8,296
80	99.63	80.09	19.54	19.8%	1.67	1.7%	94%	False	False	7,166

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	0.50
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	106.18
2.618	103.58
1.618	101.99
1.000	101.01
0.618	100.40
HIGH	99.42
0.618	98.81
0.500	98.63
0.382	98.44
LOW	97.83
0.618	96.85
1.000	96.24
1.618	95.26
2.618	93.67
4.250	91.07

Fisher Pivots for day following 12-Sep-2012
Pivot	1 day	3 day
R1	98.63	98.40
PP	98.58	98.31
S1	98.54	98.21

Download as Excel Spreadsheet

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

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