NYMEX Light Sweet Crude Oil Future November 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 24-Jul-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    23-Jul-2012 | 
                    24-Jul-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        91.88 | 
                        88.51 | 
                        -3.37 | 
                        -3.7% | 
                        88.46 | 
                     
                    
                        | High | 
                        92.10 | 
                        89.67 | 
                        -2.43 | 
                        -2.6% | 
                        93.72 | 
                     
                    
                        | Low | 
                        88.53 | 
                        88.01 | 
                        -0.52 | 
                        -0.6% | 
                        87.70 | 
                     
                    
                        | Close | 
                        88.73 | 
                        89.08 | 
                        0.35 | 
                        0.4% | 
                        92.39 | 
                     
                    
                        | Range | 
                        3.57 | 
                        1.66 | 
                        -1.91 | 
                        -53.5% | 
                        6.02 | 
                     
                    
                        | ATR | 
                        2.55 | 
                        2.49 | 
                        -0.06 | 
                        -2.5% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        24,554 | 
                        24,018 | 
                        -536 | 
                        -2.2% | 
                        130,095 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 24-Jul-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                93.90 | 
                93.15 | 
                89.99 | 
                 | 
             
            
                | R3 | 
                92.24 | 
                91.49 | 
                89.54 | 
                 | 
             
            
                | R2 | 
                90.58 | 
                90.58 | 
                89.38 | 
                 | 
             
            
                | R1 | 
                89.83 | 
                89.83 | 
                89.23 | 
                90.21 | 
             
            
                | PP | 
                88.92 | 
                88.92 | 
                88.92 | 
                89.11 | 
             
            
                | S1 | 
                88.17 | 
                88.17 | 
                88.93 | 
                88.55 | 
             
            
                | S2 | 
                87.26 | 
                87.26 | 
                88.78 | 
                 | 
             
            
                | S3 | 
                85.60 | 
                86.51 | 
                88.62 | 
                 | 
             
            
                | S4 | 
                83.94 | 
                84.85 | 
                88.17 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 20-Jul-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                109.33 | 
                106.88 | 
                95.70 | 
                 | 
             
            
                | R3 | 
                103.31 | 
                100.86 | 
                94.05 | 
                 | 
             
            
                | R2 | 
                97.29 | 
                97.29 | 
                93.49 | 
                 | 
             
            
                | R1 | 
                94.84 | 
                94.84 | 
                92.94 | 
                96.07 | 
             
            
                | PP | 
                91.27 | 
                91.27 | 
                91.27 | 
                91.88 | 
             
            
                | S1 | 
                88.82 | 
                88.82 | 
                91.84 | 
                90.05 | 
             
            
                | S2 | 
                85.25 | 
                85.25 | 
                91.29 | 
                 | 
             
            
                | S3 | 
                79.23 | 
                82.80 | 
                90.73 | 
                 | 
             
            
                | S4 | 
                73.21 | 
                76.78 | 
                89.08 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                93.72 | 
                88.01 | 
                5.71 | 
                6.4% | 
                2.22 | 
                2.5% | 
                19% | 
                False | 
                True | 
                28,086 | 
                 
                
                | 10 | 
                93.72 | 
                85.34 | 
                8.38 | 
                9.4% | 
                2.10 | 
                2.4% | 
                45% | 
                False | 
                False | 
                24,405 | 
                 
                
                | 20 | 
                93.72 | 
                78.83 | 
                14.89 | 
                16.7% | 
                2.53 | 
                2.8% | 
                69% | 
                False | 
                False | 
                23,709 | 
                 
                
                | 40 | 
                93.72 | 
                78.83 | 
                14.89 | 
                16.7% | 
                2.57 | 
                2.9% | 
                69% | 
                False | 
                False | 
                19,873 | 
                 
                
                | 60 | 
                107.15 | 
                78.83 | 
                28.32 | 
                31.8% | 
                2.29 | 
                2.6% | 
                36% | 
                False | 
                False | 
                16,361 | 
                 
                
                | 80 | 
                107.51 | 
                78.83 | 
                28.68 | 
                32.2% | 
                2.08 | 
                2.3% | 
                36% | 
                False | 
                False | 
                14,267 | 
                 
                
                | 100 | 
                109.80 | 
                78.83 | 
                30.97 | 
                34.8% | 
                1.92 | 
                2.2% | 
                33% | 
                False | 
                False | 
                12,755 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            96.73 | 
         
        
            | 
2.618             | 
            94.02 | 
         
        
            | 
1.618             | 
            92.36 | 
         
        
            | 
1.000             | 
            91.33 | 
         
        
            | 
0.618             | 
            90.70 | 
         
        
            | 
HIGH             | 
            89.67 | 
         
        
            | 
0.618             | 
            89.04 | 
         
        
            | 
0.500             | 
            88.84 | 
         
        
            | 
0.382             | 
            88.64 | 
         
        
            | 
LOW             | 
            88.01 | 
         
        
            | 
0.618             | 
            86.98 | 
         
        
            | 
1.000             | 
            86.35 | 
         
        
            | 
1.618             | 
            85.32 | 
         
        
            | 
2.618             | 
            83.66 | 
         
        
            | 
4.250             | 
            80.96 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 24-Jul-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                89.00 | 
                                90.56 | 
                             
                            
                                | PP | 
                                88.92 | 
                                90.06 | 
                             
                            
                                | S1 | 
                                88.84 | 
                                89.57 | 
                             
             
         |