NYMEX Light Sweet Crude Oil Future May 2013

Trading Metrics calculated at close of trading on 26-Sep-2012

Day Change Summary
	Previous	Current
	25-Sep-2012	26-Sep-2012	Change	Change %	Previous Week
Open	93.60	92.97	-0.63	-0.7%	100.46
High	94.58	92.98	-1.60	-1.7%	100.76
Low	92.84	91.14	-1.70	-1.8%	93.29
Close	93.06	91.86	-1.20	-1.3%	94.46
Range	1.74	1.84	0.10	5.7%	7.47
ATR	1.47	1.50	0.03	2.2%	0.00
Volume	5,133	4,734	-399	-7.8%	42,666

Daily Pivots for day following 26-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	97.51	96.53	92.87
R3	95.67	94.69	92.37
R2	93.83	93.83	92.20
R1	92.85	92.85	92.03	92.42
PP	91.99	91.99	91.99	91.78
S1	91.01	91.01	91.69	90.58
S2	90.15	90.15	91.52
S3	88.31	89.17	91.35
S4	86.47	87.33	90.85

Weekly Pivots for week ending 21-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	118.58	113.99	98.57
R3	111.11	106.52	96.51
R2	103.64	103.64	95.83
R1	99.05	99.05	95.14	97.61
PP	96.17	96.17	96.17	95.45
S1	91.58	91.58	93.78	90.14
S2	88.70	88.70	93.09
S3	81.23	84.11	92.41
S4	73.76	76.64	90.35

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	95.14	91.14	4.00	4.4%	1.31	1.4%	18%	False	True	6,885
10	101.54	91.14	10.40	11.3%	1.76	1.9%	7%	False	True	8,021
20	101.54	91.14	10.40	11.3%	1.36	1.5%	7%	False	True	6,794

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.24
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	100.80
2.618	97.80
1.618	95.96
1.000	94.82
0.618	94.12
HIGH	92.98
0.618	92.28
0.500	92.06
0.382	91.84
LOW	91.14
0.618	90.00
1.000	89.30
1.618	88.16
2.618	86.32
4.250	83.32

Fisher Pivots for day following 26-Sep-2012
Pivot	1 day	3 day
R1	92.06	92.86
PP	91.99	92.53
S1	91.93	92.19

Download as Excel Spreadsheet

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

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