NYMEX Light Sweet Crude Oil Future August 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 07-Jul-2011 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    06-Jul-2011 | 
                    07-Jul-2011 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        97.00 | 
                        97.04 | 
                        0.04 | 
                        0.0% | 
                        91.16 | 
                     
                    
                        | High | 
                        97.79 | 
                        99.42 | 
                        1.63 | 
                        1.7% | 
                        95.84 | 
                     
                    
                        | Low | 
                        95.90 | 
                        96.99 | 
                        1.09 | 
                        1.1% | 
                        89.61 | 
                     
                    
                        | Close | 
                        96.65 | 
                        98.67 | 
                        2.02 | 
                        2.1% | 
                        94.94 | 
                     
                    
                        | Range | 
                        1.89 | 
                        2.43 | 
                        0.54 | 
                        28.6% | 
                        6.23 | 
                     
                    
                        | ATR | 
                        2.85 | 
                        2.85 | 
                        -0.01 | 
                        -0.2% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        271,575 | 
                        314,293 | 
                        42,718 | 
                        15.7% | 
                        1,358,279 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 07-Jul-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                105.65 | 
                104.59 | 
                100.01 | 
                 | 
             
            
                | R3 | 
                103.22 | 
                102.16 | 
                99.34 | 
                 | 
             
            
                | R2 | 
                100.79 | 
                100.79 | 
                99.12 | 
                 | 
             
            
                | R1 | 
                99.73 | 
                99.73 | 
                98.89 | 
                100.26 | 
             
            
                | PP | 
                98.36 | 
                98.36 | 
                98.36 | 
                98.63 | 
             
            
                | S1 | 
                97.30 | 
                97.30 | 
                98.45 | 
                97.83 | 
             
            
                | S2 | 
                95.93 | 
                95.93 | 
                98.22 | 
                 | 
             
            
                | S3 | 
                93.50 | 
                94.87 | 
                98.00 | 
                 | 
             
            
                | S4 | 
                91.07 | 
                92.44 | 
                97.33 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 01-Jul-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                112.15 | 
                109.78 | 
                98.37 | 
                 | 
             
            
                | R3 | 
                105.92 | 
                103.55 | 
                96.65 | 
                 | 
             
            
                | R2 | 
                99.69 | 
                99.69 | 
                96.08 | 
                 | 
             
            
                | R1 | 
                97.32 | 
                97.32 | 
                95.51 | 
                98.51 | 
             
            
                | PP | 
                93.46 | 
                93.46 | 
                93.46 | 
                94.06 | 
             
            
                | S1 | 
                91.09 | 
                91.09 | 
                94.37 | 
                92.28 | 
             
            
                | S2 | 
                87.23 | 
                87.23 | 
                93.80 | 
                 | 
             
            
                | S3 | 
                81.00 | 
                84.86 | 
                93.23 | 
                 | 
             
            
                | S4 | 
                74.77 | 
                78.63 | 
                91.51 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                99.42 | 
                93.45 | 
                5.97 | 
                6.1% | 
                2.27 | 
                2.3% | 
                87% | 
                True | 
                False | 
                269,894 | 
                 
                
                | 10 | 
                99.42 | 
                89.61 | 
                9.81 | 
                9.9% | 
                2.64 | 
                2.7% | 
                92% | 
                True | 
                False | 
                292,669 | 
                 
                
                | 20 | 
                102.95 | 
                89.61 | 
                13.34 | 
                13.5% | 
                2.78 | 
                2.8% | 
                68% | 
                False | 
                False | 
                244,180 | 
                 
                
                | 40 | 
                105.52 | 
                89.61 | 
                15.91 | 
                16.1% | 
                3.02 | 
                3.1% | 
                57% | 
                False | 
                False | 
                156,182 | 
                 
                
                | 60 | 
                115.52 | 
                89.61 | 
                25.91 | 
                26.3% | 
                3.20 | 
                3.2% | 
                35% | 
                False | 
                False | 
                115,555 | 
                 
                
                | 80 | 
                115.52 | 
                89.61 | 
                25.91 | 
                26.3% | 
                2.98 | 
                3.0% | 
                35% | 
                False | 
                False | 
                90,632 | 
                 
                
                | 100 | 
                115.52 | 
                89.61 | 
                25.91 | 
                26.3% | 
                2.91 | 
                2.9% | 
                35% | 
                False | 
                False | 
                77,015 | 
                 
                
                | 120 | 
                115.52 | 
                89.61 | 
                25.91 | 
                26.3% | 
                2.66 | 
                2.7% | 
                35% | 
                False | 
                False | 
                66,599 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            109.75 | 
         
        
            | 
2.618             | 
            105.78 | 
         
        
            | 
1.618             | 
            103.35 | 
         
        
            | 
1.000             | 
            101.85 | 
         
        
            | 
0.618             | 
            100.92 | 
         
        
            | 
HIGH             | 
            99.42 | 
         
        
            | 
0.618             | 
            98.49 | 
         
        
            | 
0.500             | 
            98.21 | 
         
        
            | 
0.382             | 
            97.92 | 
         
        
            | 
LOW             | 
            96.99 | 
         
        
            | 
0.618             | 
            95.49 | 
         
        
            | 
1.000             | 
            94.56 | 
         
        
            | 
1.618             | 
            93.06 | 
         
        
            | 
2.618             | 
            90.63 | 
         
        
            | 
4.250             | 
            86.66 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 07-Jul-2011 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                98.52 | 
                                98.07 | 
                             
                            
                                | PP | 
                                98.36 | 
                                97.48 | 
                             
                            
                                | S1 | 
                                98.21 | 
                                96.88 | 
                             
             
         |