NYMEX Light Sweet Crude Oil Future August 2013

Trading Metrics calculated at close of trading on 13-Dec-2012

Day Change Summary
	Previous	Current
	12-Dec-2012	13-Dec-2012	Change	Change %	Previous Week
Open	89.35	89.30	-0.05	-0.1%	92.09
High	89.97	89.76	-0.21	-0.2%	92.94
Low	89.35	88.72	-0.63	-0.7%	89.24
Close	89.68	88.72	-0.96	-1.1%	89.25
Range	0.62	1.04	0.42	67.7%	3.70
ATR	1.01	1.01	0.00	0.2%	0.00
Volume	4,685	6,602	1,917	40.9%	12,320

Daily Pivots for day following 13-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	92.19	91.49	89.29
R3	91.15	90.45	89.01
R2	90.11	90.11	88.91
R1	89.41	89.41	88.82	89.24
PP	89.07	89.07	89.07	88.98
S1	88.37	88.37	88.62	88.20
S2	88.03	88.03	88.53
S3	86.99	87.33	88.43
S4	85.95	86.29	88.15

Weekly Pivots for week ending 07-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	101.58	99.11	91.29
R3	97.88	95.41	90.27
R2	94.18	94.18	89.93
R1	91.71	91.71	89.59	91.10
PP	90.48	90.48	90.48	90.17
S1	88.01	88.01	88.91	87.40
S2	86.78	86.78	88.57
S3	83.08	84.31	88.23
S4	79.38	80.61	87.22

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	90.16	88.72	1.44	1.6%	0.74	0.8%	0%	False	True	5,317
10	92.94	88.72	4.22	4.8%	0.79	0.9%	0%	False	True	3,928
20	92.94	88.72	4.22	4.8%	0.74	0.8%	0%	False	True	3,291

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.10
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	94.18
2.618	92.48
1.618	91.44
1.000	90.80
0.618	90.40
HIGH	89.76
0.618	89.36
0.500	89.24
0.382	89.12
LOW	88.72
0.618	88.08
1.000	87.68
1.618	87.04
2.618	86.00
4.250	84.30

Fisher Pivots for day following 13-Dec-2012
Pivot	1 day	3 day
R1	89.24	89.35
PP	89.07	89.14
S1	88.89	88.93

Download as Excel Spreadsheet

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

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