NYMEX Light Sweet Crude Oil Future February 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 06-Jul-2011 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    05-Jul-2011 | 
                    06-Jul-2011 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        98.23 | 
                        100.40 | 
                        2.17 | 
                        2.2% | 
                        93.71 | 
                     
                    
                        | High | 
                        100.15 | 
                        100.40 | 
                        0.25 | 
                        0.2% | 
                        98.49 | 
                     
                    
                        | Low | 
                        97.83 | 
                        98.93 | 
                        1.10 | 
                        1.1% | 
                        93.43 | 
                     
                    
                        | Close | 
                        99.70 | 
                        99.25 | 
                        -0.45 | 
                        -0.5% | 
                        98.10 | 
                     
                    
                        | Range | 
                        2.32 | 
                        1.47 | 
                        -0.85 | 
                        -36.6% | 
                        5.06 | 
                     
                    
                        | ATR | 
                        2.13 | 
                        2.08 | 
                        -0.05 | 
                        -2.2% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        4,456 | 
                        4,845 | 
                        389 | 
                        8.7% | 
                        27,725 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 06-Jul-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                103.94 | 
                103.06 | 
                100.06 | 
                 | 
             
            
                | R3 | 
                102.47 | 
                101.59 | 
                99.65 | 
                 | 
             
            
                | R2 | 
                101.00 | 
                101.00 | 
                99.52 | 
                 | 
             
            
                | R1 | 
                100.12 | 
                100.12 | 
                99.38 | 
                99.83 | 
             
            
                | PP | 
                99.53 | 
                99.53 | 
                99.53 | 
                99.38 | 
             
            
                | S1 | 
                98.65 | 
                98.65 | 
                99.12 | 
                98.36 | 
             
            
                | S2 | 
                98.06 | 
                98.06 | 
                98.98 | 
                 | 
             
            
                | S3 | 
                96.59 | 
                97.18 | 
                98.85 | 
                 | 
             
            
                | S4 | 
                95.12 | 
                95.71 | 
                98.44 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 01-Jul-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                111.85 | 
                110.04 | 
                100.88 | 
                 | 
             
            
                | R3 | 
                106.79 | 
                104.98 | 
                99.49 | 
                 | 
             
            
                | R2 | 
                101.73 | 
                101.73 | 
                99.03 | 
                 | 
             
            
                | R1 | 
                99.92 | 
                99.92 | 
                98.56 | 
                100.83 | 
             
            
                | PP | 
                96.67 | 
                96.67 | 
                96.67 | 
                97.13 | 
             
            
                | S1 | 
                94.86 | 
                94.86 | 
                97.64 | 
                95.77 | 
             
            
                | S2 | 
                91.61 | 
                91.61 | 
                97.17 | 
                 | 
             
            
                | S3 | 
                86.55 | 
                89.80 | 
                96.71 | 
                 | 
             
            
                | S4 | 
                81.49 | 
                84.74 | 
                95.32 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            106.65 | 
         
        
            | 
2.618             | 
            104.25 | 
         
        
            | 
1.618             | 
            102.78 | 
         
        
            | 
1.000             | 
            101.87 | 
         
        
            | 
0.618             | 
            101.31 | 
         
        
            | 
HIGH             | 
            100.40 | 
         
        
            | 
0.618             | 
            99.84 | 
         
        
            | 
0.500             | 
            99.67 | 
         
        
            | 
0.382             | 
            99.49 | 
         
        
            | 
LOW             | 
            98.93 | 
         
        
            | 
0.618             | 
            98.02 | 
         
        
            | 
1.000             | 
            97.46 | 
         
        
            | 
1.618             | 
            96.55 | 
         
        
            | 
2.618             | 
            95.08 | 
         
        
            | 
4.250             | 
            92.68 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 06-Jul-2011 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                99.67 | 
                                99.04 | 
                             
                            
                                | PP | 
                                99.53 | 
                                98.83 | 
                             
                            
                                | S1 | 
                                99.39 | 
                                98.63 | 
                             
             
         |