NYMEX Light Sweet Crude Oil Future July 2013

Trading Metrics calculated at close of trading on 27-Dec-2012

Day Change Summary
	Previous	Current
	26-Dec-2012	27-Dec-2012	Change	Change %	Previous Week
Open	92.30	93.32	1.02	1.1%	89.85
High	93.14	93.36	0.22	0.2%	92.48
Low	92.20	92.42	0.22	0.2%	89.54
Close	93.03	92.97	-0.06	-0.1%	90.96
Range	0.94	0.94	0.00	0.0%	2.94
ATR	1.27	1.25	-0.02	-1.9%	0.00
Volume	2,024	8,228	6,204	306.5%	37,983

Daily Pivots for day following 27-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	95.74	95.29	93.49
R3	94.80	94.35	93.23
R2	93.86	93.86	93.14
R1	93.41	93.41	93.06	93.17
PP	92.92	92.92	92.92	92.79
S1	92.47	92.47	92.88	92.23
S2	91.98	91.98	92.80
S3	91.04	91.53	92.71
S4	90.10	90.59	92.45

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	93.36	90.49	2.87	3.1%	0.89	1.0%	86%	True	False	6,494
10	93.36	88.55	4.81	5.2%	0.92	1.0%	92%	True	False	7,018
20	93.36	88.48	4.88	5.2%	1.00	1.1%	92%	True	False	6,120
40	93.36	87.76	5.60	6.0%	1.20	1.3%	93%	True	False	5,057

Crabel Price Patterns
NR	False
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	False
Bear Hook	False
Bull Hook	False
Stretch	0.18

Fibonacci Retracements and Extensions
4.250	97.36
2.618	95.82
1.618	94.88
1.000	94.30
0.618	93.94
HIGH	93.36
0.618	93.00
0.500	92.89
0.382	92.78
LOW	92.42
0.618	91.84
1.000	91.48
1.618	90.90
2.618	89.96
4.250	88.43

Fisher Pivots for day following 27-Dec-2012
Pivot	1 day	3 day
R1	92.94	92.64
PP	92.92	92.31
S1	92.89	91.99

Download as Excel Spreadsheet

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

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