NYMEX Light Sweet Crude Oil Future March 2013

Trading Metrics calculated at close of trading on 27-Jun-2012

Day Change Summary
	Previous	Current
	26-Jun-2012	27-Jun-2012	Change	Change %	Previous Week
Open	82.09	82.39	0.30	0.4%	86.92
High	82.44	83.34	0.90	1.1%	87.00
Low	81.54	82.39	0.85	1.0%	80.89
Close	82.22	83.06	0.84	1.0%	82.32
Range	0.90	0.95	0.05	5.6%	6.11
ATR
Volume	3,363	6,589	3,226	95.9%	29,011

Daily Pivots for day following 27-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	85.78	85.37	83.58
R3	84.83	84.42	83.32
R2	83.88	83.88	83.23
R1	83.47	83.47	83.15	83.68
PP	82.93	82.93	82.93	83.03
S1	82.52	82.52	82.97	82.73
S2	81.98	81.98	82.89
S3	81.03	81.57	82.80
S4	80.08	80.62	82.54

Weekly Pivots for week ending 22-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	101.73	98.14	85.68
R3	95.62	92.03	84.00
R2	89.51	89.51	83.44
R1	85.92	85.92	82.88	84.66
PP	83.40	83.40	83.40	82.78
S1	79.81	79.81	81.76	78.55
S2	77.29	77.29	81.20
S3	71.18	73.70	80.64
S4	65.07	67.59	78.96

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	83.64	80.89	2.75	3.3%	1.18	1.4%	79%	False	False	6,564
10	87.00	80.89	6.11	7.4%	1.29	1.6%	36%	False	False	5,314

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	0.08
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	87.38
2.618	85.83
1.618	84.88
1.000	84.29
0.618	83.93
HIGH	83.34
0.618	82.98
0.500	82.87
0.382	82.75
LOW	82.39
0.618	81.80
1.000	81.44
1.618	80.85
2.618	79.90
4.250	78.35

Fisher Pivots for day following 27-Jun-2012
Pivot	1 day	3 day
R1	83.00	82.76
PP	82.93	82.45
S1	82.87	82.15

Download as Excel Spreadsheet

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

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