NYMEX Light Sweet Crude Oil Future February 2013

Trading Metrics calculated at close of trading on 20-Dec-2012

Day Change Summary
	Previous	Current
	19-Dec-2012	20-Dec-2012	Change	Change %	Previous Week
Open	88.39	89.69	1.30	1.5%	86.67
High	90.33	90.54	0.21	0.2%	88.20
Low	88.26	89.26	1.00	1.1%	85.76
Close	89.98	90.13	0.15	0.2%	87.25
Range	2.07	1.28	-0.79	-38.2%	2.44
ATR	1.65	1.62	-0.03	-1.6%	0.00
Volume	233,083	178,144	-54,939	-23.6%	585,748

Daily Pivots for day following 20-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	93.82	93.25	90.83
R3	92.54	91.97	90.48
R2	91.26	91.26	90.36
R1	90.69	90.69	90.25	90.98
PP	89.98	89.98	89.98	90.12
S1	89.41	89.41	90.01	89.70
S2	88.70	88.70	89.90
S3	87.42	88.13	89.78
S4	86.14	86.85	89.43

Weekly Pivots for week ending 14-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	94.39	93.26	88.59
R3	91.95	90.82	87.92
R2	89.51	89.51	87.70
R1	88.38	88.38	87.47	88.95
PP	87.07	87.07	87.07	87.35
S1	85.94	85.94	87.03	86.51
S2	84.63	84.63	86.80
S3	82.19	83.50	86.58
S4	79.75	81.06	85.91

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	90.54	86.61	3.93	4.4%	1.27	1.4%	90%	True	False	180,335
10	90.54	85.76	4.78	5.3%	1.32	1.5%	91%	True	False	141,020
20	90.90	85.76	5.14	5.7%	1.51	1.7%	85%	False	False	94,287
40	90.90	85.16	5.74	6.4%	1.75	1.9%	87%	False	False	70,946
60	94.87	85.16	9.71	10.8%	1.92	2.1%	51%	False	False	54,029
80	101.53	85.16	16.37	18.2%	1.95	2.2%	30%	False	False	44,386
100	101.53	85.16	16.37	18.2%	1.88	2.1%	30%	False	False	37,412
120	101.53	85.16	16.37	18.2%	1.87	2.1%	30%	False	False	32,165

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.30
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	95.98
2.618	93.89
1.618	92.61
1.000	91.82
0.618	91.33
HIGH	90.54
0.618	90.05
0.500	89.90
0.382	89.75
LOW	89.26
0.618	88.47
1.000	87.98
1.618	87.19
2.618	85.91
4.250	83.82

Fisher Pivots for day following 20-Dec-2012
Pivot	1 day	3 day
R1	90.05	89.79
PP	89.98	89.45
S1	89.90	89.11

Download as Excel Spreadsheet

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

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