NYMEX Light Sweet Crude Oil Future August 2013

Trading Metrics calculated at close of trading on 26-Dec-2012

Day Change Summary
	Previous	Current
	24-Dec-2012	26-Dec-2012	Change	Change %	Previous Week
Open	90.90	92.94	2.04	2.2%	89.79
High	91.07	93.16	2.09	2.3%	92.33
Low	90.90	92.74	1.84	2.0%	89.70
Close	91.07	93.08	2.01	2.2%	91.08
Range	0.17	0.42	0.25	147.1%	2.63
ATR	0.95	1.03	0.08	8.5%	0.00
Volume	3,206	936	-2,270	-70.8%	19,039

Daily Pivots for day following 26-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	94.25	94.09	93.31
R3	93.83	93.67	93.20
R2	93.41	93.41	93.16
R1	93.25	93.25	93.12	93.33
PP	92.99	92.99	92.99	93.04
S1	92.83	92.83	93.04	92.91
S2	92.57	92.57	93.00
S3	92.15	92.41	92.96
S4	91.73	91.99	92.85

Weekly Pivots for week ending 21-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	98.93	97.63	92.53
R3	96.30	95.00	91.80
R2	93.67	93.67	91.56
R1	92.37	92.37	91.32	93.02
PP	91.04	91.04	91.04	91.36
S1	89.74	89.74	90.84	90.39
S2	88.41	88.41	90.60
S3	85.78	87.11	90.36
S4	83.15	84.48	89.63

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	93.16	90.88	2.28	2.4%	0.59	0.6%	96%	True	False	3,051
10	93.16	88.72	4.44	4.8%	0.59	0.6%	98%	True	False	3,806
20	93.16	88.72	4.44	4.8%	0.69	0.7%	98%	True	False	3,578

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	0.10
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	94.95
2.618	94.26
1.618	93.84
1.000	93.58
0.618	93.42
HIGH	93.16
0.618	93.00
0.500	92.95
0.382	92.90
LOW	92.74
0.618	92.48
1.000	92.32
1.618	92.06
2.618	91.64
4.250	90.96

Fisher Pivots for day following 26-Dec-2012
Pivot	1 day	3 day
R1	93.04	92.73
PP	92.99	92.38
S1	92.95	92.03

Download as Excel Spreadsheet

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

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