NYMEX Light Sweet Crude Oil Future April 2013

Trading Metrics calculated at close of trading on 17-Aug-2012

Day Change Summary
	Previous	Current
	16-Aug-2012	17-Aug-2012	Change	Change %	Previous Week
Open	96.80	97.48	0.68	0.7%	95.15
High	97.60	97.73	0.13	0.1%	97.73
Low	96.80	97.48	0.68	0.7%	95.05
Close	97.49	97.73	0.24	0.2%	97.73
Range	0.80	0.25	-0.55	-68.8%	2.68
ATR	1.40	1.32	-0.08	-5.9%	0.00
Volume	3,774	4,202	428	11.3%	24,684

Daily Pivots for day following 17-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	98.40	98.31	97.87
R3	98.15	98.06	97.80
R2	97.90	97.90	97.78
R1	97.81	97.81	97.75	97.86
PP	97.65	97.65	97.65	97.67
S1	97.56	97.56	97.71	97.61
S2	97.40	97.40	97.68
S3	97.15	97.31	97.66
S4	96.90	97.06	97.59

Weekly Pivots for week ending 17-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	104.88	103.98	99.20
R3	102.20	101.30	98.47
R2	99.52	99.52	98.22
R1	98.62	98.62	97.98	99.07
PP	96.84	96.84	96.84	97.06
S1	95.94	95.94	97.48	96.39
S2	94.16	94.16	97.24
S3	91.48	93.26	96.99
S4	88.80	90.58	96.26

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	97.73	95.05	2.68	2.7%	0.56	0.6%	100%	True	False	4,936
10	97.73	93.10	4.63	4.7%	0.92	0.9%	100%	True	False	5,181
20	97.73	89.34	8.39	8.6%	1.11	1.1%	100%	True	False	4,342

Crabel Price Patterns
NR	True
NR4	True
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	0.09
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	98.79
2.618	98.38
1.618	98.13
1.000	97.98
0.618	97.88
HIGH	97.73
0.618	97.63
0.500	97.61
0.382	97.58
LOW	97.48
0.618	97.33
1.000	97.23
1.618	97.08
2.618	96.83
4.250	96.42

Fisher Pivots for day following 17-Aug-2012
Pivot	1 day	3 day
R1	97.69	97.35
PP	97.65	96.97
S1	97.61	96.59

Download as Excel Spreadsheet

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

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