NYMEX Light Sweet Crude Oil Future March 2013

Trading Metrics calculated at close of trading on 31-Jul-2012

Day Change Summary
	Previous	Current
	30-Jul-2012	31-Jul-2012	Change	Change %	Previous Week
Open	92.02	91.65	-0.37	-0.4%	91.06
High	92.21	91.98	-0.23	-0.2%	92.16
Low	91.51	89.58	-1.93	-2.1%	88.85
Close	91.88	90.28	-1.60	-1.7%	92.16
Range	0.70	2.40	1.70	242.9%	3.31
ATR	1.90	1.94	0.04	1.9%	0.00
Volume	9,401	4,176	-5,225	-55.6%	29,292

Daily Pivots for day following 31-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	97.81	96.45	91.60
R3	95.41	94.05	90.94
R2	93.01	93.01	90.72
R1	91.65	91.65	90.50	91.13
PP	90.61	90.61	90.61	90.36
S1	89.25	89.25	90.06	88.73
S2	88.21	88.21	89.84
S3	85.81	86.85	89.62
S4	83.41	84.45	88.96

Weekly Pivots for week ending 27-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	100.99	99.88	93.98
R3	97.68	96.57	93.07
R2	94.37	94.37	92.77
R1	93.26	93.26	92.46	93.82
PP	91.06	91.06	91.06	91.33
S1	89.95	89.95	91.86	90.51
S2	87.75	87.75	91.55
S3	84.44	86.64	91.25
S4	81.13	83.33	90.34

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	92.21	88.85	3.36	3.7%	1.66	1.8%	43%	False	False	6,030
10	94.59	88.85	5.74	6.4%	1.51	1.7%	25%	False	False	6,576
20	94.59	86.75	7.84	8.7%	1.70	1.9%	45%	False	False	6,189

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	0.28
Widest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	102.18
2.618	98.26
1.618	95.86
1.000	94.38
0.618	93.46
HIGH	91.98
0.618	91.06
0.500	90.78
0.382	90.50
LOW	89.58
0.618	88.10
1.000	87.18
1.618	85.70
2.618	83.30
4.250	79.38

Fisher Pivots for day following 31-Jul-2012
Pivot	1 day	3 day
R1	90.78	90.90
PP	90.61	90.69
S1	90.45	90.49

Download as Excel Spreadsheet

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

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