NYMEX Light Sweet Crude Oil Future August 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 13-May-2011 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    12-May-2011 | 
                    13-May-2011 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        99.73 | 
                        99.62 | 
                        -0.11 | 
                        -0.1% | 
                        98.71 | 
                     
                    
                        | High | 
                        101.31 | 
                        101.54 | 
                        0.23 | 
                        0.2% | 
                        105.52 | 
                     
                    
                        | Low | 
                        96.03 | 
                        98.01 | 
                        1.98 | 
                        2.1% | 
                        96.03 | 
                     
                    
                        | Close | 
                        99.85 | 
                        100.48 | 
                        0.63 | 
                        0.6% | 
                        100.48 | 
                     
                    
                        | Range | 
                        5.28 | 
                        3.53 | 
                        -1.75 | 
                        -33.1% | 
                        9.49 | 
                     
                    
                        | ATR | 
                        4.04 | 
                        4.00 | 
                        -0.04 | 
                        -0.9% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        63,532 | 
                        53,109 | 
                        -10,423 | 
                        -16.4% | 
                        305,037 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 13-May-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                110.60 | 
                109.07 | 
                102.42 | 
                 | 
             
            
                | R3 | 
                107.07 | 
                105.54 | 
                101.45 | 
                 | 
             
            
                | R2 | 
                103.54 | 
                103.54 | 
                101.13 | 
                 | 
             
            
                | R1 | 
                102.01 | 
                102.01 | 
                100.80 | 
                102.78 | 
             
            
                | PP | 
                100.01 | 
                100.01 | 
                100.01 | 
                100.39 | 
             
            
                | S1 | 
                98.48 | 
                98.48 | 
                100.16 | 
                99.25 | 
             
            
                | S2 | 
                96.48 | 
                96.48 | 
                99.83 | 
                 | 
             
            
                | S3 | 
                92.95 | 
                94.95 | 
                99.51 | 
                 | 
             
            
                | S4 | 
                89.42 | 
                91.42 | 
                98.54 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 13-May-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                129.15 | 
                124.30 | 
                105.70 | 
                 | 
             
            
                | R3 | 
                119.66 | 
                114.81 | 
                103.09 | 
                 | 
             
            
                | R2 | 
                110.17 | 
                110.17 | 
                102.22 | 
                 | 
             
            
                | R1 | 
                105.32 | 
                105.32 | 
                101.35 | 
                107.75 | 
             
            
                | PP | 
                100.68 | 
                100.68 | 
                100.68 | 
                101.89 | 
             
            
                | S1 | 
                95.83 | 
                95.83 | 
                99.61 | 
                98.26 | 
             
            
                | S2 | 
                91.19 | 
                91.19 | 
                98.74 | 
                 | 
             
            
                | S3 | 
                81.70 | 
                86.34 | 
                97.87 | 
                 | 
             
            
                | S4 | 
                72.21 | 
                76.85 | 
                95.26 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                105.52 | 
                96.03 | 
                9.49 | 
                9.4% | 
                5.12 | 
                5.1% | 
                47% | 
                False | 
                False | 
                61,007 | 
                 
                
                | 10 | 
                115.52 | 
                95.51 | 
                20.01 | 
                19.9% | 
                5.37 | 
                5.3% | 
                25% | 
                False | 
                False | 
                48,790 | 
                 
                
                | 20 | 
                115.52 | 
                95.51 | 
                20.01 | 
                19.9% | 
                3.90 | 
                3.9% | 
                25% | 
                False | 
                False | 
                38,081 | 
                 
                
                | 40 | 
                115.52 | 
                95.51 | 
                20.01 | 
                19.9% | 
                3.03 | 
                3.0% | 
                25% | 
                False | 
                False | 
                28,620 | 
                 
                
                | 60 | 
                115.52 | 
                93.92 | 
                21.60 | 
                21.5% | 
                3.01 | 
                3.0% | 
                30% | 
                False | 
                False | 
                26,525 | 
                 
                
                | 80 | 
                115.52 | 
                91.88 | 
                23.64 | 
                23.5% | 
                2.65 | 
                2.6% | 
                36% | 
                False | 
                False | 
                23,730 | 
                 
                
                | 100 | 
                115.52 | 
                91.78 | 
                23.74 | 
                23.6% | 
                2.37 | 
                2.4% | 
                37% | 
                False | 
                False | 
                20,291 | 
                 
                
                | 120 | 
                115.52 | 
                83.43 | 
                32.09 | 
                31.9% | 
                2.18 | 
                2.2% | 
                53% | 
                False | 
                False | 
                17,597 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            116.54 | 
         
        
            | 
2.618             | 
            110.78 | 
         
        
            | 
1.618             | 
            107.25 | 
         
        
            | 
1.000             | 
            105.07 | 
         
        
            | 
0.618             | 
            103.72 | 
         
        
            | 
HIGH             | 
            101.54 | 
         
        
            | 
0.618             | 
            100.19 | 
         
        
            | 
0.500             | 
            99.78 | 
         
        
            | 
0.382             | 
            99.36 | 
         
        
            | 
LOW             | 
            98.01 | 
         
        
            | 
0.618             | 
            95.83 | 
         
        
            | 
1.000             | 
            94.48 | 
         
        
            | 
1.618             | 
            92.30 | 
         
        
            | 
2.618             | 
            88.77 | 
         
        
            | 
4.250             | 
            83.01 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 13-May-2011 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                100.25 | 
                                100.78 | 
                             
                            
                                | PP | 
                                100.01 | 
                                100.68 | 
                             
                            
                                | S1 | 
                                99.78 | 
                                100.58 | 
                             
             
         |