NYMEX Light Sweet Crude Oil Future July 2013

Trading Metrics calculated at close of trading on 10-Dec-2012

Day Change Summary
	Previous	Current
	07-Dec-2012	10-Dec-2012	Change	Change %	Previous Week
Open	89.25	89.24	-0.01	0.0%	91.52
High	89.65	89.53	-0.12	-0.1%	92.85
Low	88.89	88.60	-0.29	-0.3%	88.89
Close	89.06	88.64	-0.42	-0.5%	89.06
Range	0.76	0.93	0.17	22.4%	3.96
ATR	1.39	1.36	-0.03	-2.4%	0.00
Volume	6,483	5,850	-633	-9.8%	22,802

Daily Pivots for day following 10-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	91.71	91.11	89.15
R3	90.78	90.18	88.90
R2	89.85	89.85	88.81
R1	89.25	89.25	88.73	89.09
PP	88.92	88.92	88.92	88.84
S1	88.32	88.32	88.55	88.16
S2	87.99	87.99	88.47
S3	87.06	87.39	88.38
S4	86.13	86.46	88.13

Weekly Pivots for week ending 07-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	102.15	99.56	91.24
R3	98.19	95.60	90.15
R2	94.23	94.23	89.79
R1	91.64	91.64	89.42	90.96
PP	90.27	90.27	90.27	89.92
S1	87.68	87.68	88.70	87.00
S2	86.31	86.31	88.33
S3	82.35	83.72	87.97
S4	78.39	79.76	86.88

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	91.89	88.60	3.29	3.7%	1.08	1.2%	1%	False	True	4,908
10	92.85	88.57	4.28	4.8%	1.14	1.3%	2%	False	False	4,416
20	92.85	88.32	4.53	5.1%	1.15	1.3%	7%	False	False	4,470
40	95.43	87.76	7.67	8.7%	1.28	1.4%	11%	False	False	4,124

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.18
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	93.48
2.618	91.96
1.618	91.03
1.000	90.46
0.618	90.10
HIGH	89.53
0.618	89.17
0.500	89.07
0.382	88.96
LOW	88.60
0.618	88.03
1.000	87.67
1.618	87.10
2.618	86.17
4.250	84.65

Fisher Pivots for day following 10-Dec-2012
Pivot	1 day	3 day
R1	89.07	89.65
PP	88.92	89.31
S1	88.78	88.98

Download as Excel Spreadsheet

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

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