NYMEX Light Sweet Crude Oil Future July 2013

Trading Metrics calculated at close of trading on 21-Dec-2012

Day Change Summary
	Previous	Current
	20-Dec-2012	21-Dec-2012	Change	Change %	Previous Week
Open	91.86	91.41	-0.45	-0.5%	89.85
High	92.48	91.59	-0.89	-1.0%	92.48
Low	91.42	90.49	-0.93	-1.0%	89.54
Close	92.25	90.96	-1.29	-1.4%	90.96
Range	1.06	1.10	0.04	3.8%	2.94
ATR	1.22	1.26	0.04	3.2%	0.00
Volume	8,798	7,130	-1,668	-19.0%	37,983

Daily Pivots for day following 21-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	94.31	93.74	91.57
R3	93.21	92.64	91.26
R2	92.11	92.11	91.16
R1	91.54	91.54	91.06	91.28
PP	91.01	91.01	91.01	90.88
S1	90.44	90.44	90.86	90.18
S2	89.91	89.91	90.76
S3	88.81	89.34	90.66
S4	87.71	88.24	90.36

Weekly Pivots for week ending 21-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	99.81	98.33	92.58
R3	96.87	95.39	91.77
R2	93.93	93.93	91.50
R1	92.45	92.45	91.23	93.19
PP	90.99	90.99	90.99	91.37
S1	89.51	89.51	90.69	90.25
S2	88.05	88.05	90.42
S3	85.11	86.57	90.15
S4	82.17	83.63	89.34

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	92.48	89.54	2.94	3.2%	1.05	1.2%	48%	False	False	7,596
10	92.48	88.48	4.00	4.4%	0.92	1.0%	62%	False	False	7,403
20	92.85	88.48	4.37	4.8%	1.02	1.1%	57%	False	False	5,664
40	92.85	87.76	5.09	5.6%	1.18	1.3%	63%	False	False	4,897

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.22
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	96.27
2.618	94.47
1.618	93.37
1.000	92.69
0.618	92.27
HIGH	91.59
0.618	91.17
0.500	91.04
0.382	90.91
LOW	90.49
0.618	89.81
1.000	89.39
1.618	88.71
2.618	87.61
4.250	85.82

Fisher Pivots for day following 21-Dec-2012
Pivot	1 day	3 day
R1	91.04	91.41
PP	91.01	91.26
S1	90.99	91.11

Download as Excel Spreadsheet

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

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