NYMEX Light Sweet Crude Oil Future March 2013

Trading Metrics calculated at close of trading on 28-Jun-2012

Day Change Summary
	Previous	Current
	27-Jun-2012	28-Jun-2012	Change	Change %	Previous Week
Open	82.39	82.85	0.46	0.6%	86.92
High	83.34	83.63	0.29	0.3%	87.00
Low	82.39	80.62	-1.77	-2.1%	80.89
Close	83.06	80.78	-2.28	-2.7%	82.32
Range	0.95	3.01	2.06	216.8%	6.11
ATR
Volume	6,589	6,129	-460	-7.0%	29,011

Daily Pivots for day following 28-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	90.71	88.75	82.44
R3	87.70	85.74	81.61
R2	84.69	84.69	81.33
R1	82.73	82.73	81.06	82.21
PP	81.68	81.68	81.68	81.41
S1	79.72	79.72	80.50	79.20
S2	78.67	78.67	80.23
S3	75.66	76.71	79.95
S4	72.65	73.70	79.12

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	83.63	80.62	3.01	3.7%	1.23	1.5%	5%	True	True	6,001
10	87.00	80.62	6.38	7.9%	1.47	1.8%	3%	False	True	5,423

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.16
Widest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	96.42
2.618	91.51
1.618	88.50
1.000	86.64
0.618	85.49
HIGH	83.63
0.618	82.48
0.500	82.13
0.382	81.77
LOW	80.62
0.618	78.76
1.000	77.61
1.618	75.75
2.618	72.74
4.250	67.83

Fisher Pivots for day following 28-Jun-2012
Pivot	1 day	3 day
R1	82.13	82.13
PP	81.68	81.68
S1	81.23	81.23

Download as Excel Spreadsheet

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

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