NYMEX Light Sweet Crude Oil Future August 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 08-Jun-2011 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    07-Jun-2011 | 
                    08-Jun-2011 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        99.38 | 
                        100.22 | 
                        0.84 | 
                        0.8% | 
                        101.21 | 
                     
                    
                        | High | 
                        100.29 | 
                        102.41 | 
                        2.12 | 
                        2.1% | 
                        103.90 | 
                     
                    
                        | Low | 
                        98.35 | 
                        98.61 | 
                        0.26 | 
                        0.3% | 
                        98.73 | 
                     
                    
                        | Close | 
                        99.69 | 
                        101.29 | 
                        1.60 | 
                        1.6% | 
                        100.80 | 
                     
                    
                        | Range | 
                        1.94 | 
                        3.80 | 
                        1.86 | 
                        95.9% | 
                        5.17 | 
                     
                    
                        | ATR | 
                        3.14 | 
                        3.19 | 
                        0.05 | 
                        1.5% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        68,155 | 
                        139,364 | 
                        71,209 | 
                        104.5% | 
                        345,175 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 08-Jun-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                112.17 | 
                110.53 | 
                103.38 | 
                 | 
             
            
                | R3 | 
                108.37 | 
                106.73 | 
                102.34 | 
                 | 
             
            
                | R2 | 
                104.57 | 
                104.57 | 
                101.99 | 
                 | 
             
            
                | R1 | 
                102.93 | 
                102.93 | 
                101.64 | 
                103.75 | 
             
            
                | PP | 
                100.77 | 
                100.77 | 
                100.77 | 
                101.18 | 
             
            
                | S1 | 
                99.13 | 
                99.13 | 
                100.94 | 
                99.95 | 
             
            
                | S2 | 
                96.97 | 
                96.97 | 
                100.59 | 
                 | 
             
            
                | S3 | 
                93.17 | 
                95.33 | 
                100.25 | 
                 | 
             
            
                | S4 | 
                89.37 | 
                91.53 | 
                99.20 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 03-Jun-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                116.65 | 
                113.90 | 
                103.64 | 
                 | 
             
            
                | R3 | 
                111.48 | 
                108.73 | 
                102.22 | 
                 | 
             
            
                | R2 | 
                106.31 | 
                106.31 | 
                101.75 | 
                 | 
             
            
                | R1 | 
                103.56 | 
                103.56 | 
                101.27 | 
                102.35 | 
             
            
                | PP | 
                101.14 | 
                101.14 | 
                101.14 | 
                100.54 | 
             
            
                | S1 | 
                98.39 | 
                98.39 | 
                100.33 | 
                97.18 | 
             
            
                | S2 | 
                95.97 | 
                95.97 | 
                99.85 | 
                 | 
             
            
                | S3 | 
                90.80 | 
                93.22 | 
                99.38 | 
                 | 
             
            
                | S4 | 
                85.63 | 
                88.05 | 
                97.96 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                102.41 | 
                98.35 | 
                4.06 | 
                4.0% | 
                2.59 | 
                2.6% | 
                72% | 
                True | 
                False | 
                101,087 | 
                 
                
                | 10 | 
                103.90 | 
                98.35 | 
                5.55 | 
                5.5% | 
                2.68 | 
                2.6% | 
                53% | 
                False | 
                False | 
                86,245 | 
                 
                
                | 20 | 
                105.52 | 
                95.95 | 
                9.57 | 
                9.4% | 
                3.26 | 
                3.2% | 
                56% | 
                False | 
                False | 
                68,183 | 
                 
                
                | 40 | 
                115.52 | 
                95.51 | 
                20.01 | 
                19.8% | 
                3.41 | 
                3.4% | 
                29% | 
                False | 
                False | 
                51,242 | 
                 
                
                | 60 | 
                115.52 | 
                95.51 | 
                20.01 | 
                19.8% | 
                3.05 | 
                3.0% | 
                29% | 
                False | 
                False | 
                39,450 | 
                 
                
                | 80 | 
                115.52 | 
                93.92 | 
                21.60 | 
                21.3% | 
                2.94 | 
                2.9% | 
                34% | 
                False | 
                False | 
                35,224 | 
                 
                
                | 100 | 
                115.52 | 
                91.88 | 
                23.64 | 
                23.3% | 
                2.64 | 
                2.6% | 
                40% | 
                False | 
                False | 
                31,083 | 
                 
                
                | 120 | 
                115.52 | 
                90.58 | 
                24.94 | 
                24.6% | 
                2.42 | 
                2.4% | 
                43% | 
                False | 
                False | 
                26,920 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            118.56 | 
         
        
            | 
2.618             | 
            112.36 | 
         
        
            | 
1.618             | 
            108.56 | 
         
        
            | 
1.000             | 
            106.21 | 
         
        
            | 
0.618             | 
            104.76 | 
         
        
            | 
HIGH             | 
            102.41 | 
         
        
            | 
0.618             | 
            100.96 | 
         
        
            | 
0.500             | 
            100.51 | 
         
        
            | 
0.382             | 
            100.06 | 
         
        
            | 
LOW             | 
            98.61 | 
         
        
            | 
0.618             | 
            96.26 | 
         
        
            | 
1.000             | 
            94.81 | 
         
        
            | 
1.618             | 
            92.46 | 
         
        
            | 
2.618             | 
            88.66 | 
         
        
            | 
4.250             | 
            82.46 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 08-Jun-2011 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                101.03 | 
                                100.99 | 
                             
                            
                                | PP | 
                                100.77 | 
                                100.68 | 
                             
                            
                                | S1 | 
                                100.51 | 
                                100.38 | 
                             
             
         |