NYMEX Light Sweet Crude Oil Future April 2013

Trading Metrics calculated at close of trading on 20-Aug-2012

Day Change Summary
	Previous	Current
	17-Aug-2012	20-Aug-2012	Change	Change %	Previous Week
Open	97.48	98.00	0.52	0.5%	95.15
High	97.73	98.00	0.27	0.3%	97.73
Low	97.48	97.34	-0.14	-0.1%	95.05
Close	97.73	97.81	0.08	0.1%	97.73
Range	0.25	0.66	0.41	164.0%	2.68
ATR	1.32	1.27	-0.05	-3.6%	0.00
Volume	4,202	4,424	222	5.3%	24,684

Daily Pivots for day following 20-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	99.70	99.41	98.17
R3	99.04	98.75	97.99
R2	98.38	98.38	97.93
R1	98.09	98.09	97.87	97.91
PP	97.72	97.72	97.72	97.62
S1	97.43	97.43	97.75	97.25
S2	97.06	97.06	97.69
S3	96.40	96.77	97.63
S4	95.74	96.11	97.45

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	98.00	95.05	2.95	3.0%	0.69	0.7%	94%	True	False	4,416
10	98.00	94.05	3.95	4.0%	0.88	0.9%	95%	True	False	4,818
20	98.00	89.34	8.66	8.9%	1.13	1.2%	98%	True	False	4,318

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	True
3BNR	True
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	100.81
2.618	99.73
1.618	99.07
1.000	98.66
0.618	98.41
HIGH	98.00
0.618	97.75
0.500	97.67
0.382	97.59
LOW	97.34
0.618	96.93
1.000	96.68
1.618	96.27
2.618	95.61
4.250	94.54

Fisher Pivots for day following 20-Aug-2012
Pivot	1 day	3 day
R1	97.76	97.67
PP	97.72	97.54
S1	97.67	97.40

Download as Excel Spreadsheet

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

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