NYMEX Light Sweet Crude Oil Future February 2013

Trading Metrics calculated at close of trading on 10-Dec-2012

Day Change Summary
	Previous	Current
	07-Dec-2012	10-Dec-2012	Change	Change %	Previous Week
Open	86.95	86.67	-0.28	-0.3%	89.45
High	87.48	87.32	-0.16	-0.2%	90.90
Low	86.35	85.88	-0.47	-0.5%	86.28
Close	86.50	86.10	-0.40	-0.5%	86.50
Range	1.13	1.44	0.31	27.4%	4.62
ATR	1.87	1.84	-0.03	-1.6%	0.00
Volume	70,553	89,947	19,394	27.5%	287,796

Daily Pivots for day following 10-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	90.75	89.87	86.89
R3	89.31	88.43	86.50
R2	87.87	87.87	86.36
R1	86.99	86.99	86.23	86.71
PP	86.43	86.43	86.43	86.30
S1	85.55	85.55	85.97	85.27
S2	84.99	84.99	85.84
S3	83.55	84.11	85.70
S4	82.11	82.67	85.31

Weekly Pivots for week ending 07-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	101.75	98.75	89.04
R3	97.13	94.13	87.77
R2	92.51	92.51	87.35
R1	89.51	89.51	86.92	88.70
PP	87.89	87.89	87.89	87.49
S1	84.89	84.89	86.08	84.08
S2	83.27	83.27	85.65
S3	78.65	80.27	85.23
S4	74.03	75.65	83.96

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	89.76	85.88	3.88	4.5%	1.65	1.9%	6%	False	True	62,896
10	90.90	85.88	5.02	5.8%	1.69	2.0%	4%	False	True	56,637
20	90.90	85.70	5.20	6.0%	1.75	2.0%	8%	False	False	55,197
40	94.42	85.16	9.26	10.8%	1.93	2.2%	10%	False	False	43,663
60	100.63	85.16	15.47	18.0%	2.08	2.4%	6%	False	False	35,547
80	101.53	85.16	16.37	19.0%	1.97	2.3%	6%	False	False	29,794
100	101.53	85.16	16.37	19.0%	1.91	2.2%	6%	False	False	25,452
120	101.53	80.09	21.44	24.9%	1.95	2.3%	28%	False	False	22,174

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	0.34
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	93.44
2.618	91.09
1.618	89.65
1.000	88.76
0.618	88.21
HIGH	87.32
0.618	86.77
0.500	86.60
0.382	86.43
LOW	85.88
0.618	84.99
1.000	84.44
1.618	83.55
2.618	82.11
4.250	79.76

Fisher Pivots for day following 10-Dec-2012
Pivot	1 day	3 day
R1	86.60	87.34
PP	86.43	86.93
S1	86.27	86.51

Download as Excel Spreadsheet

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

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