NYMEX Light Sweet Crude Oil Future March 2013

Trading Metrics calculated at close of trading on 12-Jul-2012

Day Change Summary
	Previous	Current
	11-Jul-2012	12-Jul-2012	Change	Change %	Previous Week
Open	87.60	87.88	0.28	0.3%	87.35
High	89.02	89.00	-0.02	0.0%	90.89
Low	87.60	87.03	-0.57	-0.7%	84.97
Close	88.66	88.88	0.22	0.2%	87.28
Range	1.42	1.97	0.55	38.7%	5.92
ATR	2.23	2.21	-0.02	-0.8%	0.00
Volume	4,409	7,341	2,932	66.5%	35,338

Daily Pivots for day following 12-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	94.21	93.52	89.96
R3	92.24	91.55	89.42
R2	90.27	90.27	89.24
R1	89.58	89.58	89.06	89.93
PP	88.30	88.30	88.30	88.48
S1	87.61	87.61	88.70	87.96
S2	86.33	86.33	88.52
S3	84.36	85.64	88.34
S4	82.39	83.67	87.80

Weekly Pivots for week ending 06-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	105.47	102.30	90.54
R3	99.55	96.38	88.91
R2	93.63	93.63	88.37
R1	90.46	90.46	87.82	89.09
PP	87.71	87.71	87.71	87.03
S1	84.54	84.54	86.74	83.17
S2	81.79	81.79	86.19
S3	75.87	78.62	85.65
S4	69.95	72.70	84.02

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	89.13	86.75	2.38	2.7%	1.82	2.0%	89%	False	False	5,262
10	90.89	80.62	10.27	11.6%	2.64	3.0%	80%	False	False	6,886
20	90.89	80.62	10.27	11.6%	1.96	2.2%	80%	False	False	6,100

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.31
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	97.37
2.618	94.16
1.618	92.19
1.000	90.97
0.618	90.22
HIGH	89.00
0.618	88.25
0.500	88.02
0.382	87.78
LOW	87.03
0.618	85.81
1.000	85.06
1.618	83.84
2.618	81.87
4.250	78.66

Fisher Pivots for day following 12-Jul-2012
Pivot	1 day	3 day
R1	88.59	88.55
PP	88.30	88.22
S1	88.02	87.89

Download as Excel Spreadsheet

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

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