NYMEX Light Sweet Crude Oil Future March 2013

Trading Metrics calculated at close of trading on 02-Jul-2012

Day Change Summary
	Previous	Current
	29-Jun-2012	02-Jul-2012	Change	Change %	Previous Week
Open	81.83	87.35	5.52	6.7%	81.60
High	88.28	87.56	-0.72	-0.8%	88.28
Low	81.83	84.97	3.14	3.8%	80.62
Close	87.95	86.54	-1.41	-1.6%	87.95
Range	6.45	2.59	-3.86	-59.8%	7.66
ATR	2.08	2.15	0.06	3.1%	0.00
Volume	6,533	10,772	4,239	64.9%	28,275

Daily Pivots for day following 02-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	94.13	92.92	87.96
R3	91.54	90.33	87.25
R2	88.95	88.95	87.01
R1	87.74	87.74	86.78	87.05
PP	86.36	86.36	86.36	86.01
S1	85.15	85.15	86.30	84.46
S2	83.77	83.77	86.07
S3	81.18	82.56	85.83
S4	78.59	79.97	85.12

Weekly Pivots for week ending 29-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	108.60	105.93	92.16
R3	100.94	98.27	90.06
R2	93.28	93.28	89.35
R1	90.61	90.61	88.65	91.95
PP	85.62	85.62	85.62	86.28
S1	82.95	82.95	87.25	84.29
S2	77.96	77.96	86.55
S3	70.30	75.29	85.84
S4	62.64	67.63	83.74

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	88.28	80.62	7.66	8.9%	2.78	3.2%	77%	False	False	6,677
10	88.28	80.62	7.66	8.9%	2.12	2.4%	77%	False	False	6,462

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.18
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	98.57
2.618	94.34
1.618	91.75
1.000	90.15
0.618	89.16
HIGH	87.56
0.618	86.57
0.500	86.27
0.382	85.96
LOW	84.97
0.618	83.37
1.000	82.38
1.618	80.78
2.618	78.19
4.250	73.96

Fisher Pivots for day following 02-Jul-2012
Pivot	1 day	3 day
R1	86.45	85.84
PP	86.36	85.15
S1	86.27	84.45

Download as Excel Spreadsheet

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

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