NYMEX Light Sweet Crude Oil Future April 2013

Trading Metrics calculated at close of trading on 03-Aug-2012

Day Change Summary
	Previous	Current
	02-Aug-2012	03-Aug-2012	Change	Change %	Previous Week
Open	91.60	91.49	-0.11	-0.1%	92.41
High	91.83	93.36	1.53	1.7%	93.36
Low	89.51	91.49	1.98	2.2%	89.51
Close	89.60	93.36	3.76	4.2%	93.36
Range	2.32	1.87	-0.45	-19.4%	3.85
ATR	1.58	1.73	0.16	9.9%	0.00
Volume	3,241	5,747	2,506	77.3%	19,960

Daily Pivots for day following 03-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	98.35	97.72	94.39
R3	96.48	95.85	93.87
R2	94.61	94.61	93.70
R1	93.98	93.98	93.53	94.30
PP	92.74	92.74	92.74	92.89
S1	92.11	92.11	93.19	92.43
S2	90.87	90.87	93.02
S3	89.00	90.24	92.85
S4	87.13	88.37	92.33

Weekly Pivots for week ending 03-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	103.63	102.34	95.48
R3	99.78	98.49	94.42
R2	95.93	95.93	94.07
R1	94.64	94.64	93.71	95.29
PP	92.08	92.08	92.08	92.40
S1	90.79	90.79	93.01	91.44
S2	88.23	88.23	92.65
S3	84.38	86.94	92.30
S4	80.53	83.09	91.24

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	93.36	89.51	3.85	4.1%	1.64	1.8%	100%	True	False	3,992
10	93.36	89.34	4.02	4.3%	1.29	1.4%	100%	True	False	3,504

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.15
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	101.31
2.618	98.26
1.618	96.39
1.000	95.23
0.618	94.52
HIGH	93.36
0.618	92.65
0.500	92.43
0.382	92.20
LOW	91.49
0.618	90.33
1.000	89.62
1.618	88.46
2.618	86.59
4.250	83.54

Fisher Pivots for day following 03-Aug-2012
Pivot	1 day	3 day
R1	93.05	92.72
PP	92.74	92.08
S1	92.43	91.44

Download as Excel Spreadsheet

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

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