NYMEX Light Sweet Crude Oil Future August 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 15-Jun-2011 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    14-Jun-2011 | 
                    15-Jun-2011 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        97.73 | 
                        100.00 | 
                        2.27 | 
                        2.3% | 
                        100.93 | 
                     
                    
                        | High | 
                        99.92 | 
                        100.39 | 
                        0.47 | 
                        0.5% | 
                        102.95 | 
                     
                    
                        | Low | 
                        97.01 | 
                        94.47 | 
                        -2.54 | 
                        -2.6% | 
                        98.35 | 
                     
                    
                        | Close | 
                        99.86 | 
                        95.26 | 
                        -4.60 | 
                        -4.6% | 
                        99.85 | 
                     
                    
                        | Range | 
                        2.91 | 
                        5.92 | 
                        3.01 | 
                        103.4% | 
                        4.60 | 
                     
                    
                        | ATR | 
                        3.10 | 
                        3.30 | 
                        0.20 | 
                        6.5% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        140,488 | 
                        141,206 | 
                        718 | 
                        0.5% | 
                        598,567 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 15-Jun-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                114.47 | 
                110.78 | 
                98.52 | 
                 | 
             
            
                | R3 | 
                108.55 | 
                104.86 | 
                96.89 | 
                 | 
             
            
                | R2 | 
                102.63 | 
                102.63 | 
                96.35 | 
                 | 
             
            
                | R1 | 
                98.94 | 
                98.94 | 
                95.80 | 
                97.83 | 
             
            
                | PP | 
                96.71 | 
                96.71 | 
                96.71 | 
                96.15 | 
             
            
                | S1 | 
                93.02 | 
                93.02 | 
                94.72 | 
                91.91 | 
             
            
                | S2 | 
                90.79 | 
                90.79 | 
                94.17 | 
                 | 
             
            
                | S3 | 
                84.87 | 
                87.10 | 
                93.63 | 
                 | 
             
            
                | S4 | 
                78.95 | 
                81.18 | 
                92.00 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                94.47 | 
                8.48 | 
                8.9% | 
                3.42 | 
                3.6% | 
                9% | 
                False | 
                True | 
                144,915 | 
                 
                
                | 10 | 
                102.95 | 
                94.47 | 
                8.48 | 
                8.9% | 
                3.00 | 
                3.2% | 
                9% | 
                False | 
                True | 
                123,001 | 
                 
                
                | 20 | 
                103.90 | 
                94.47 | 
                9.43 | 
                9.9% | 
                3.05 | 
                3.2% | 
                8% | 
                False | 
                True | 
                91,928 | 
                 
                
                | 40 | 
                115.52 | 
                94.47 | 
                21.05 | 
                22.1% | 
                3.47 | 
                3.6% | 
                4% | 
                False | 
                True | 
                65,584 | 
                 
                
                | 60 | 
                115.52 | 
                94.47 | 
                21.05 | 
                22.1% | 
                3.04 | 
                3.2% | 
                4% | 
                False | 
                True | 
                50,594 | 
                 
                
                | 80 | 
                115.52 | 
                94.47 | 
                21.05 | 
                22.1% | 
                3.04 | 
                3.2% | 
                4% | 
                False | 
                True | 
                43,289 | 
                 
                
                | 100 | 
                115.52 | 
                91.88 | 
                23.64 | 
                24.8% | 
                2.75 | 
                2.9% | 
                14% | 
                False | 
                False | 
                37,909 | 
                 
                
                | 120 | 
                115.52 | 
                91.78 | 
                23.74 | 
                24.9% | 
                2.52 | 
                2.6% | 
                15% | 
                False | 
                False | 
                32,782 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            125.55 | 
         
        
            | 
2.618             | 
            115.89 | 
         
        
            | 
1.618             | 
            109.97 | 
         
        
            | 
1.000             | 
            106.31 | 
         
        
            | 
0.618             | 
            104.05 | 
         
        
            | 
HIGH             | 
            100.39 | 
         
        
            | 
0.618             | 
            98.13 | 
         
        
            | 
0.500             | 
            97.43 | 
         
        
            | 
0.382             | 
            96.73 | 
         
        
            | 
LOW             | 
            94.47 | 
         
        
            | 
0.618             | 
            90.81 | 
         
        
            | 
1.000             | 
            88.55 | 
         
        
            | 
1.618             | 
            84.89 | 
         
        
            | 
2.618             | 
            78.97 | 
         
        
            | 
4.250             | 
            69.31 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 15-Jun-2011 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                97.43 | 
                                97.43 | 
                             
                            
                                | PP | 
                                96.71 | 
                                96.71 | 
                             
                            
                                | S1 | 
                                95.98 | 
                                95.98 | 
                             
             
         |