NYMEX Light Sweet Crude Oil Future August 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 20-Jun-2011 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    17-Jun-2011 | 
                    20-Jun-2011 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        95.50 | 
                        93.17 | 
                        -2.33 | 
                        -2.4% | 
                        99.41 | 
                     
                    
                        | High | 
                        95.81 | 
                        93.87 | 
                        -1.94 | 
                        -2.0% | 
                        100.39 | 
                     
                    
                        | Low | 
                        92.23 | 
                        91.51 | 
                        -0.72 | 
                        -0.8% | 
                        92.23 | 
                     
                    
                        | Close | 
                        93.40 | 
                        93.63 | 
                        0.23 | 
                        0.2% | 
                        93.40 | 
                     
                    
                        | Range | 
                        3.58 | 
                        2.36 | 
                        -1.22 | 
                        -34.1% | 
                        8.16 | 
                     
                    
                        | ATR | 
                        3.20 | 
                        3.14 | 
                        -0.06 | 
                        -1.9% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        154,315 | 
                        261,068 | 
                        106,753 | 
                        69.2% | 
                        806,111 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 20-Jun-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                100.08 | 
                99.22 | 
                94.93 | 
                 | 
             
            
                | R3 | 
                97.72 | 
                96.86 | 
                94.28 | 
                 | 
             
            
                | R2 | 
                95.36 | 
                95.36 | 
                94.06 | 
                 | 
             
            
                | R1 | 
                94.50 | 
                94.50 | 
                93.85 | 
                94.93 | 
             
            
                | PP | 
                93.00 | 
                93.00 | 
                93.00 | 
                93.22 | 
             
            
                | S1 | 
                92.14 | 
                92.14 | 
                93.41 | 
                92.57 | 
             
            
                | S2 | 
                90.64 | 
                90.64 | 
                93.20 | 
                 | 
             
            
                | S3 | 
                88.28 | 
                89.78 | 
                92.98 | 
                 | 
             
            
                | S4 | 
                85.92 | 
                87.42 | 
                92.33 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 17-Jun-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                119.82 | 
                114.77 | 
                97.89 | 
                 | 
             
            
                | R3 | 
                111.66 | 
                106.61 | 
                95.64 | 
                 | 
             
            
                | R2 | 
                103.50 | 
                103.50 | 
                94.90 | 
                 | 
             
            
                | R1 | 
                98.45 | 
                98.45 | 
                94.15 | 
                96.90 | 
             
            
                | PP | 
                95.34 | 
                95.34 | 
                95.34 | 
                94.56 | 
             
            
                | S1 | 
                90.29 | 
                90.29 | 
                92.65 | 
                88.74 | 
             
            
                | S2 | 
                87.18 | 
                87.18 | 
                91.90 | 
                 | 
             
            
                | S3 | 
                79.02 | 
                82.13 | 
                91.16 | 
                 | 
             
            
                | S4 | 
                70.86 | 
                73.97 | 
                88.91 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                100.39 | 
                91.51 | 
                8.88 | 
                9.5% | 
                3.24 | 
                3.5% | 
                24% | 
                False | 
                True | 
                183,894 | 
                 
                
                | 10 | 
                102.95 | 
                91.51 | 
                11.44 | 
                12.2% | 
                3.02 | 
                3.2% | 
                19% | 
                False | 
                True | 
                156,987 | 
                 
                
                | 20 | 
                103.90 | 
                91.51 | 
                12.39 | 
                13.2% | 
                2.92 | 
                3.1% | 
                17% | 
                False | 
                True | 
                116,449 | 
                 
                
                | 40 | 
                115.52 | 
                91.51 | 
                24.01 | 
                25.6% | 
                3.45 | 
                3.7% | 
                9% | 
                False | 
                True | 
                79,589 | 
                 
                
                | 60 | 
                115.52 | 
                91.51 | 
                24.01 | 
                25.6% | 
                3.07 | 
                3.3% | 
                9% | 
                False | 
                True | 
                60,559 | 
                 
                
                | 80 | 
                115.52 | 
                91.51 | 
                24.01 | 
                25.6% | 
                2.95 | 
                3.1% | 
                9% | 
                False | 
                True | 
                50,027 | 
                 
                
                | 100 | 
                115.52 | 
                91.51 | 
                24.01 | 
                25.6% | 
                2.78 | 
                3.0% | 
                9% | 
                False | 
                True | 
                43,895 | 
                 
                
                | 120 | 
                115.52 | 
                91.51 | 
                24.01 | 
                25.6% | 
                2.56 | 
                2.7% | 
                9% | 
                False | 
                True | 
                38,019 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            103.90 | 
         
        
            | 
2.618             | 
            100.05 | 
         
        
            | 
1.618             | 
            97.69 | 
         
        
            | 
1.000             | 
            96.23 | 
         
        
            | 
0.618             | 
            95.33 | 
         
        
            | 
HIGH             | 
            93.87 | 
         
        
            | 
0.618             | 
            92.97 | 
         
        
            | 
0.500             | 
            92.69 | 
         
        
            | 
0.382             | 
            92.41 | 
         
        
            | 
LOW             | 
            91.51 | 
         
        
            | 
0.618             | 
            90.05 | 
         
        
            | 
1.000             | 
            89.15 | 
         
        
            | 
1.618             | 
            87.69 | 
         
        
            | 
2.618             | 
            85.33 | 
         
        
            | 
4.250             | 
            81.48 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 20-Jun-2011 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                93.32 | 
                                93.86 | 
                             
                            
                                | PP | 
                                93.00 | 
                                93.78 | 
                             
                            
                                | S1 | 
                                92.69 | 
                                93.71 | 
                             
             
         |