NYMEX Light Sweet Crude Oil Future August 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 10-Jun-2011 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    09-Jun-2011 | 
                    10-Jun-2011 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        101.33 | 
                        102.42 | 
                        1.09 | 
                        1.1% | 
                        100.93 | 
                     
                    
                        | High | 
                        102.95 | 
                        102.62 | 
                        -0.33 | 
                        -0.3% | 
                        102.95 | 
                     
                    
                        | Low | 
                        101.32 | 
                        99.16 | 
                        -2.16 | 
                        -2.1% | 
                        98.35 | 
                     
                    
                        | Close | 
                        102.45 | 
                        99.85 | 
                        -2.60 | 
                        -2.5% | 
                        99.85 | 
                     
                    
                        | Range | 
                        1.63 | 
                        3.46 | 
                        1.83 | 
                        112.3% | 
                        4.60 | 
                     
                    
                        | ATR | 
                        3.08 | 
                        3.11 | 
                        0.03 | 
                        0.9% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        156,838 | 
                        138,335 | 
                        -18,503 | 
                        -11.8% | 
                        598,567 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 10-Jun-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                110.92 | 
                108.85 | 
                101.75 | 
                 | 
             
            
                | R3 | 
                107.46 | 
                105.39 | 
                100.80 | 
                 | 
             
            
                | R2 | 
                104.00 | 
                104.00 | 
                100.48 | 
                 | 
             
            
                | R1 | 
                101.93 | 
                101.93 | 
                100.17 | 
                101.24 | 
             
            
                | PP | 
                100.54 | 
                100.54 | 
                100.54 | 
                100.20 | 
             
            
                | S1 | 
                98.47 | 
                98.47 | 
                99.53 | 
                97.78 | 
             
            
                | S2 | 
                97.08 | 
                97.08 | 
                99.22 | 
                 | 
             
            
                | S3 | 
                93.62 | 
                95.01 | 
                98.90 | 
                 | 
             
            
                | S4 | 
                90.16 | 
                91.55 | 
                97.95 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 10-Jun-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                114.18 | 
                111.62 | 
                102.38 | 
                 | 
             
            
                | R3 | 
                109.58 | 
                107.02 | 
                101.12 | 
                 | 
             
            
                | R2 | 
                104.98 | 
                104.98 | 
                100.69 | 
                 | 
             
            
                | R1 | 
                102.42 | 
                102.42 | 
                100.27 | 
                101.40 | 
             
            
                | PP | 
                100.38 | 
                100.38 | 
                100.38 | 
                99.88 | 
             
            
                | S1 | 
                97.82 | 
                97.82 | 
                99.43 | 
                96.80 | 
             
            
                | S2 | 
                95.78 | 
                95.78 | 
                99.01 | 
                 | 
             
            
                | S3 | 
                91.18 | 
                93.22 | 
                98.59 | 
                 | 
             
            
                | S4 | 
                86.58 | 
                88.62 | 
                97.32 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                102.95 | 
                98.35 | 
                4.60 | 
                4.6% | 
                2.57 | 
                2.6% | 
                33% | 
                False | 
                False | 
                119,713 | 
                 
                
                | 10 | 
                103.90 | 
                98.35 | 
                5.55 | 
                5.6% | 
                2.63 | 
                2.6% | 
                27% | 
                False | 
                False | 
                103,247 | 
                 
                
                | 20 | 
                103.90 | 
                95.95 | 
                7.95 | 
                8.0% | 
                2.89 | 
                2.9% | 
                49% | 
                False | 
                False | 
                76,722 | 
                 
                
                | 40 | 
                115.52 | 
                95.51 | 
                20.01 | 
                20.0% | 
                3.37 | 
                3.4% | 
                22% | 
                False | 
                False | 
                57,207 | 
                 
                
                | 60 | 
                115.52 | 
                95.51 | 
                20.01 | 
                20.0% | 
                3.00 | 
                3.0% | 
                22% | 
                False | 
                False | 
                43,970 | 
                 
                
                | 80 | 
                115.52 | 
                93.92 | 
                21.60 | 
                21.6% | 
                2.95 | 
                3.0% | 
                27% | 
                False | 
                False | 
                38,573 | 
                 
                
                | 100 | 
                115.52 | 
                91.88 | 
                23.64 | 
                23.7% | 
                2.67 | 
                2.7% | 
                34% | 
                False | 
                False | 
                33,848 | 
                 
                
                | 120 | 
                115.52 | 
                90.58 | 
                24.94 | 
                25.0% | 
                2.44 | 
                2.4% | 
                37% | 
                False | 
                False | 
                29,298 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            117.33 | 
         
        
            | 
2.618             | 
            111.68 | 
         
        
            | 
1.618             | 
            108.22 | 
         
        
            | 
1.000             | 
            106.08 | 
         
        
            | 
0.618             | 
            104.76 | 
         
        
            | 
HIGH             | 
            102.62 | 
         
        
            | 
0.618             | 
            101.30 | 
         
        
            | 
0.500             | 
            100.89 | 
         
        
            | 
0.382             | 
            100.48 | 
         
        
            | 
LOW             | 
            99.16 | 
         
        
            | 
0.618             | 
            97.02 | 
         
        
            | 
1.000             | 
            95.70 | 
         
        
            | 
1.618             | 
            93.56 | 
         
        
            | 
2.618             | 
            90.10 | 
         
        
            | 
4.250             | 
            84.46 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 10-Jun-2011 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                100.89 | 
                                100.78 | 
                             
                            
                                | PP | 
                                100.54 | 
                                100.47 | 
                             
                            
                                | S1 | 
                                100.20 | 
                                100.16 | 
                             
             
         |