NYMEX Light Sweet Crude Oil Future February 2013

Trading Metrics calculated at close of trading on 03-Dec-2012

Day Change Summary
	Previous	Current
	30-Nov-2012	03-Dec-2012	Change	Change %	Previous Week
Open	88.30	89.45	1.15	1.3%	88.82
High	89.59	90.90	1.31	1.5%	89.59
Low	88.09	89.24	1.15	1.3%	86.01
Close	89.49	89.69	0.20	0.2%	89.49
Range	1.50	1.66	0.16	10.7%	3.58
ATR	1.95	1.93	-0.02	-1.1%	0.00
Volume	66,171	63,260	-2,911	-4.4%	202,843

Daily Pivots for day following 03-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	94.92	93.97	90.60
R3	93.26	92.31	90.15
R2	91.60	91.60	89.99
R1	90.65	90.65	89.84	91.13
PP	89.94	89.94	89.94	90.18
S1	88.99	88.99	89.54	89.47
S2	88.28	88.28	89.39
S3	86.62	87.33	89.23
S4	84.96	85.67	88.78

Weekly Pivots for week ending 30-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	99.10	97.88	91.46
R3	95.52	94.30	90.47
R2	91.94	91.94	90.15
R1	90.72	90.72	89.82	91.33
PP	88.36	88.36	88.36	88.67
S1	87.14	87.14	89.16	87.75
S2	84.78	84.78	88.83
S3	81.20	83.56	88.51
S4	77.62	79.98	87.52

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	90.90	86.01	4.89	5.5%	1.72	1.9%	75%	True	False	50,378
10	90.90	86.01	4.89	5.5%	1.84	2.1%	75%	True	False	51,409
20	90.90	85.16	5.74	6.4%	2.02	2.3%	79%	True	False	52,145
40	94.87	85.16	9.71	10.8%	1.98	2.2%	47%	False	False	38,905
60	101.53	85.16	16.37	18.3%	2.07	2.3%	28%	False	False	31,763
80	101.53	85.16	16.37	18.3%	1.96	2.2%	28%	False	False	26,380
100	101.53	85.16	16.37	18.3%	1.90	2.1%	28%	False	False	22,559
120	101.53	80.09	21.44	23.9%	1.96	2.2%	45%	False	False	19,705

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	97.96
2.618	95.25
1.618	93.59
1.000	92.56
0.618	91.93
HIGH	90.90
0.618	90.27
0.500	90.07
0.382	89.87
LOW	89.24
0.618	88.21
1.000	87.58
1.618	86.55
2.618	84.89
4.250	82.19

Fisher Pivots for day following 03-Dec-2012
Pivot	1 day	3 day
R1	90.07	89.48
PP	89.94	89.26
S1	89.82	89.05

Download as Excel Spreadsheet

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

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