NYMEX Light Sweet Crude Oil Future April 2013

Trading Metrics calculated at close of trading on 14-Aug-2012

Day Change Summary
	Previous	Current
	13-Aug-2012	14-Aug-2012	Change	Change %	Previous Week
Open	95.15	95.05	-0.10	-0.1%	93.11
High	95.15	95.76	0.61	0.6%	96.37
Low	95.15	95.05	-0.10	-0.1%	93.10
Close	95.15	95.68	0.53	0.6%	95.14
Range	0.00	0.71	0.71		3.27
ATR	1.50	1.45	-0.06	-3.8%	0.00
Volume	7,024	6,690	-334	-4.8%	27,132

Daily Pivots for day following 14-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	97.63	97.36	96.07
R3	96.92	96.65	95.88
R2	96.21	96.21	95.81
R1	95.94	95.94	95.75	96.08
PP	95.50	95.50	95.50	95.56
S1	95.23	95.23	95.61	95.37
S2	94.79	94.79	95.55
S3	94.08	94.52	95.48
S4	93.37	93.81	95.29

Weekly Pivots for week ending 10-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	104.68	103.18	96.94
R3	101.41	99.91	96.04
R2	98.14	98.14	95.74
R1	96.64	96.64	95.44	97.39
PP	94.87	94.87	94.87	95.25
S1	93.37	93.37	94.84	94.12
S2	91.60	91.60	94.54
S3	88.33	90.10	94.24
S4	85.06	86.83	93.34

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	96.37	94.05	2.32	2.4%	0.89	0.9%	70%	False	False	5,552
10	96.37	89.51	6.86	7.2%	1.27	1.3%	90%	False	False	5,582
20	96.37	89.34	7.03	7.3%	1.16	1.2%	90%	False	False	4,401

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.09
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	98.78
2.618	97.62
1.618	96.91
1.000	96.47
0.618	96.20
HIGH	95.76
0.618	95.49
0.500	95.41
0.382	95.32
LOW	95.05
0.618	94.61
1.000	94.34
1.618	93.90
2.618	93.19
4.250	92.03

Fisher Pivots for day following 14-Aug-2012
Pivot	1 day	3 day
R1	95.59	95.42
PP	95.50	95.16
S1	95.41	94.91

Download as Excel Spreadsheet

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

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