NYMEX Light Sweet Crude Oil Future November 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 03-Jul-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    02-Jul-2012 | 
                    03-Jul-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        86.21 | 
                        84.87 | 
                        -1.34 | 
                        -1.6% | 
                        81.26 | 
                     
                    
                        | High | 
                        86.21 | 
                        89.15 | 
                        2.94 | 
                        3.4% | 
                        86.52 | 
                     
                    
                        | Low | 
                        83.34 | 
                        84.87 | 
                        1.53 | 
                        1.8% | 
                        78.83 | 
                     
                    
                        | Close | 
                        84.98 | 
                        88.80 | 
                        3.82 | 
                        4.5% | 
                        86.21 | 
                     
                    
                        | Range | 
                        2.87 | 
                        4.28 | 
                        1.41 | 
                        49.1% | 
                        7.69 | 
                     
                    
                        | ATR | 
                        2.76 | 
                        2.86 | 
                        0.11 | 
                        4.0% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        24,237 | 
                        26,657 | 
                        2,420 | 
                        10.0% | 
                        98,461 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 03-Jul-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                100.45 | 
                98.90 | 
                91.15 | 
                 | 
             
            
                | R3 | 
                96.17 | 
                94.62 | 
                89.98 | 
                 | 
             
            
                | R2 | 
                91.89 | 
                91.89 | 
                89.58 | 
                 | 
             
            
                | R1 | 
                90.34 | 
                90.34 | 
                89.19 | 
                91.12 | 
             
            
                | PP | 
                87.61 | 
                87.61 | 
                87.61 | 
                87.99 | 
             
            
                | S1 | 
                86.06 | 
                86.06 | 
                88.41 | 
                86.84 | 
             
            
                | S2 | 
                83.33 | 
                83.33 | 
                88.02 | 
                 | 
             
            
                | S3 | 
                79.05 | 
                81.78 | 
                87.62 | 
                 | 
             
            
                | S4 | 
                74.77 | 
                77.50 | 
                86.45 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 29-Jun-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                106.92 | 
                104.26 | 
                90.44 | 
                 | 
             
            
                | R3 | 
                99.23 | 
                96.57 | 
                88.32 | 
                 | 
             
            
                | R2 | 
                91.54 | 
                91.54 | 
                87.62 | 
                 | 
             
            
                | R1 | 
                88.88 | 
                88.88 | 
                86.91 | 
                90.21 | 
             
            
                | PP | 
                83.85 | 
                83.85 | 
                83.85 | 
                84.52 | 
             
            
                | S1 | 
                81.19 | 
                81.19 | 
                85.51 | 
                82.52 | 
             
            
                | S2 | 
                76.16 | 
                76.16 | 
                84.80 | 
                 | 
             
            
                | S3 | 
                68.47 | 
                73.50 | 
                84.10 | 
                 | 
             
            
                | S4 | 
                60.78 | 
                65.81 | 
                81.98 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                89.15 | 
                78.83 | 
                10.32 | 
                11.6% | 
                3.78 | 
                4.3% | 
                97% | 
                True | 
                False | 
                22,854 | 
                 
                
                | 10 | 
                89.15 | 
                78.83 | 
                10.32 | 
                11.6% | 
                3.18 | 
                3.6% | 
                97% | 
                True | 
                False | 
                22,277 | 
                 
                
                | 20 | 
                89.15 | 
                78.83 | 
                10.32 | 
                11.6% | 
                2.86 | 
                3.2% | 
                97% | 
                True | 
                False | 
                19,895 | 
                 
                
                | 40 | 
                98.98 | 
                78.83 | 
                20.15 | 
                22.7% | 
                2.38 | 
                2.7% | 
                49% | 
                False | 
                False | 
                14,369 | 
                 
                
                | 60 | 
                107.15 | 
                78.83 | 
                28.32 | 
                31.9% | 
                2.07 | 
                2.3% | 
                35% | 
                False | 
                False | 
                12,635 | 
                 
                
                | 80 | 
                109.80 | 
                78.83 | 
                30.97 | 
                34.9% | 
                1.95 | 
                2.2% | 
                32% | 
                False | 
                False | 
                11,079 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            107.34 | 
         
        
            | 
2.618             | 
            100.36 | 
         
        
            | 
1.618             | 
            96.08 | 
         
        
            | 
1.000             | 
            93.43 | 
         
        
            | 
0.618             | 
            91.80 | 
         
        
            | 
HIGH             | 
            89.15 | 
         
        
            | 
0.618             | 
            87.52 | 
         
        
            | 
0.500             | 
            87.01 | 
         
        
            | 
0.382             | 
            86.50 | 
         
        
            | 
LOW             | 
            84.87 | 
         
        
            | 
0.618             | 
            82.22 | 
         
        
            | 
1.000             | 
            80.59 | 
         
        
            | 
1.618             | 
            77.94 | 
         
        
            | 
2.618             | 
            73.66 | 
         
        
            | 
4.250             | 
            66.68 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 03-Jul-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                88.20 | 
                                87.36 | 
                             
                            
                                | PP | 
                                87.61 | 
                                85.92 | 
                             
                            
                                | S1 | 
                                87.01 | 
                                84.48 | 
                             
             
         |