NYMEX Light Sweet Crude Oil Future May 2013

Trading Metrics calculated at close of trading on 11-Sep-2012

Day Change Summary
	Previous	Current
	10-Sep-2012	11-Sep-2012	Change	Change %	Previous Week
Open	98.40	98.89	0.49	0.5%	98.37
High	98.69	99.14	0.45	0.5%	99.22
Low	97.95	98.89	0.94	1.0%	96.50
Close	98.69	99.14	0.45	0.5%	98.48
Range	0.74	0.25	-0.49	-66.2%	2.72
ATR	1.18	1.13	-0.05	-4.4%	0.00
Volume	4,233	5,843	1,610	38.0%	25,629

Daily Pivots for day following 11-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	99.81	99.72	99.28
R3	99.56	99.47	99.21
R2	99.31	99.31	99.19
R1	99.22	99.22	99.16	99.27
PP	99.06	99.06	99.06	99.08
S1	98.97	98.97	99.12	99.02
S2	98.81	98.81	99.09
S3	98.56	98.72	99.07
S4	98.31	98.47	99.00

Weekly Pivots for week ending 07-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	106.23	105.07	99.98
R3	103.51	102.35	99.23
R2	100.79	100.79	98.98
R1	99.63	99.63	98.73	100.21
PP	98.07	98.07	98.07	98.36
S1	96.91	96.91	98.23	97.49
S2	95.35	95.35	97.98
S3	92.63	94.19	97.73
S4	89.91	91.47	96.98

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	99.22	96.50	2.72	2.7%	1.20	1.2%	97%	False	False	5,843
10	99.22	95.97	3.25	3.3%	0.98	1.0%	98%	False	False	4,946
20	99.30	95.40	3.90	3.9%	1.01	1.0%	96%	False	False	4,586

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.28
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	100.20
2.618	99.79
1.618	99.54
1.000	99.39
0.618	99.29
HIGH	99.14
0.618	99.04
0.500	99.02
0.382	98.99
LOW	98.89
0.618	98.74
1.000	98.64
1.618	98.49
2.618	98.24
4.250	97.83

Fisher Pivots for day following 11-Sep-2012
Pivot	1 day	3 day
R1	99.10	98.70
PP	99.06	98.26
S1	99.02	97.82

Download as Excel Spreadsheet

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

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