NYMEX Light Sweet Crude Oil Future June 2013

Trading Metrics calculated at close of trading on 18-Dec-2012

Day Change Summary
	Previous	Current
	17-Dec-2012	18-Dec-2012	Change	Change %	Previous Week
Open	89.76	89.79	0.03	0.0%	88.87
High	89.98	90.41	0.43	0.5%	90.12
Low	89.13	89.60	0.47	0.5%	88.00
Close	89.40	90.25	0.85	1.0%	89.33
Range	0.85	0.81	-0.04	-4.7%	2.12
ATR	1.52	1.49	-0.04	-2.4%	0.00
Volume	68,655	28,841	-39,814	-58.0%	139,797

Daily Pivots for day following 18-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	92.52	92.19	90.70
R3	91.71	91.38	90.47
R2	90.90	90.90	90.40
R1	90.57	90.57	90.32	90.74
PP	90.09	90.09	90.09	90.17
S1	89.76	89.76	90.18	89.93
S2	89.28	89.28	90.10
S3	88.47	88.95	90.03
S4	87.66	88.14	89.80

Weekly Pivots for week ending 14-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	95.51	94.54	90.50
R3	93.39	92.42	89.91
R2	91.27	91.27	89.72
R1	90.30	90.30	89.52	90.79
PP	89.15	89.15	89.15	89.39
S1	88.18	88.18	89.14	88.67
S2	87.03	87.03	88.94
S3	84.91	86.06	88.75
S4	82.79	83.94	88.16

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	90.41	88.30	2.11	2.3%	1.02	1.1%	92%	True	False	37,804
10	91.59	88.00	3.59	4.0%	1.22	1.4%	63%	False	False	33,534
20	92.73	88.00	4.73	5.2%	1.41	1.6%	48%	False	False	28,598
40	92.73	87.22	5.51	6.1%	1.65	1.8%	55%	False	False	26,330
60	95.69	87.22	8.47	9.4%	1.77	2.0%	36%	False	False	25,371

Crabel Price Patterns
NR	True
NR4	False
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	True
Bear Hook	False
Bull Hook	False
Stretch	0.27
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	93.85
2.618	92.53
1.618	91.72
1.000	91.22
0.618	90.91
HIGH	90.41
0.618	90.10
0.500	90.01
0.382	89.91
LOW	89.60
0.618	89.10
1.000	88.79
1.618	88.29
2.618	87.48
4.250	86.16

Fisher Pivots for day following 18-Dec-2012
Pivot	1 day	3 day
R1	90.17	90.03
PP	90.09	89.81
S1	90.01	89.60

Download as Excel Spreadsheet

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

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