NYMEX Light Sweet Crude Oil Future February 2013

Trading Metrics calculated at close of trading on 21-Dec-2012

Day Change Summary
	Previous	Current
	20-Dec-2012	21-Dec-2012	Change	Change %	Previous Week
Open	89.69	90.02	0.33	0.4%	87.26
High	90.54	90.07	-0.47	-0.5%	90.54
Low	89.26	87.96	-1.30	-1.5%	87.00
Close	90.13	88.66	-1.47	-1.6%	88.66
Range	1.28	2.11	0.83	64.8%	3.54
ATR	1.62	1.66	0.04	2.4%	0.00
Volume	178,144	180,375	2,231	1.3%	934,277

Daily Pivots for day following 21-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	95.23	94.05	89.82
R3	93.12	91.94	89.24
R2	91.01	91.01	89.05
R1	89.83	89.83	88.85	89.37
PP	88.90	88.90	88.90	88.66
S1	87.72	87.72	88.47	87.26
S2	86.79	86.79	88.27
S3	84.68	85.61	88.08
S4	82.57	83.50	87.50

Weekly Pivots for week ending 21-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	99.35	97.55	90.61
R3	95.81	94.01	89.63
R2	92.27	92.27	89.31
R1	90.47	90.47	88.98	91.37
PP	88.73	88.73	88.73	89.19
S1	86.93	86.93	88.34	87.83
S2	85.19	85.19	88.01
S3	81.65	83.39	87.69
S4	78.11	79.85	86.71

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	90.54	87.00	3.54	4.0%	1.52	1.7%	47%	False	False	186,855
10	90.54	85.76	4.78	5.4%	1.41	1.6%	61%	False	False	152,002
20	90.90	85.76	5.14	5.8%	1.53	1.7%	56%	False	False	100,533
40	90.90	85.16	5.74	6.5%	1.76	2.0%	61%	False	False	74,506
60	94.87	85.16	9.71	11.0%	1.91	2.2%	36%	False	False	56,658
80	101.53	85.16	16.37	18.5%	1.96	2.2%	21%	False	False	46,568
100	101.53	85.16	16.37	18.5%	1.89	2.1%	21%	False	False	39,127
120	101.53	85.16	16.37	18.5%	1.86	2.1%	21%	False	False	33,613

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.25
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	99.04
2.618	95.59
1.618	93.48
1.000	92.18
0.618	91.37
HIGH	90.07
0.618	89.26
0.500	89.02
0.382	88.77
LOW	87.96
0.618	86.66
1.000	85.85
1.618	84.55
2.618	82.44
4.250	78.99

Fisher Pivots for day following 21-Dec-2012
Pivot	1 day	3 day
R1	89.02	89.25
PP	88.90	89.05
S1	88.78	88.86

Download as Excel Spreadsheet

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

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