NYMEX Light Sweet Crude Oil Future December 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 06-Jul-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    05-Jul-2012 | 
                    06-Jul-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        89.20 | 
                        88.19 | 
                        -1.01 | 
                        -1.1% | 
                        86.50 | 
                     
                    
                        | High | 
                        90.36 | 
                        88.65 | 
                        -1.71 | 
                        -1.9% | 
                        90.36 | 
                     
                    
                        | Low | 
                        88.04 | 
                        85.71 | 
                        -2.33 | 
                        -2.6% | 
                        83.79 | 
                     
                    
                        | Close | 
                        88.82 | 
                        86.13 | 
                        -2.69 | 
                        -3.0% | 
                        86.13 | 
                     
                    
                        | Range | 
                        2.32 | 
                        2.94 | 
                        0.62 | 
                        26.7% | 
                        6.57 | 
                     
                    
                        | ATR | 
                        2.91 | 
                        2.92 | 
                        0.01 | 
                        0.5% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        57,765 | 
                        56,665 | 
                        -1,100 | 
                        -1.9% | 
                        223,914 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 06-Jul-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                95.65 | 
                93.83 | 
                87.75 | 
                 | 
             
            
                | R3 | 
                92.71 | 
                90.89 | 
                86.94 | 
                 | 
             
            
                | R2 | 
                89.77 | 
                89.77 | 
                86.67 | 
                 | 
             
            
                | R1 | 
                87.95 | 
                87.95 | 
                86.40 | 
                87.39 | 
             
            
                | PP | 
                86.83 | 
                86.83 | 
                86.83 | 
                86.55 | 
             
            
                | S1 | 
                85.01 | 
                85.01 | 
                85.86 | 
                84.45 | 
             
            
                | S2 | 
                83.89 | 
                83.89 | 
                85.59 | 
                 | 
             
            
                | S3 | 
                80.95 | 
                82.07 | 
                85.32 | 
                 | 
             
            
                | S4 | 
                78.01 | 
                79.13 | 
                84.51 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 06-Jul-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                106.47 | 
                102.87 | 
                89.74 | 
                 | 
             
            
                | R3 | 
                99.90 | 
                96.30 | 
                87.94 | 
                 | 
             
            
                | R2 | 
                93.33 | 
                93.33 | 
                87.33 | 
                 | 
             
            
                | R1 | 
                89.73 | 
                89.73 | 
                86.73 | 
                88.25 | 
             
            
                | PP | 
                86.76 | 
                86.76 | 
                86.76 | 
                86.02 | 
             
            
                | S1 | 
                83.16 | 
                83.16 | 
                85.53 | 
                81.68 | 
             
            
                | S2 | 
                80.19 | 
                80.19 | 
                84.93 | 
                 | 
             
            
                | S3 | 
                73.62 | 
                76.59 | 
                84.32 | 
                 | 
             
            
                | S4 | 
                67.05 | 
                70.02 | 
                82.52 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                90.36 | 
                80.16 | 
                10.20 | 
                11.8% | 
                3.87 | 
                4.5% | 
                59% | 
                False | 
                False | 
                55,793 | 
                 
                
                | 10 | 
                90.36 | 
                79.12 | 
                11.24 | 
                13.1% | 
                3.07 | 
                3.6% | 
                62% | 
                False | 
                False | 
                49,464 | 
                 
                
                | 20 | 
                90.36 | 
                79.12 | 
                11.24 | 
                13.1% | 
                2.92 | 
                3.4% | 
                62% | 
                False | 
                False | 
                48,129 | 
                 
                
                | 40 | 
                99.00 | 
                79.12 | 
                19.88 | 
                23.1% | 
                2.55 | 
                3.0% | 
                35% | 
                False | 
                False | 
                46,588 | 
                 
                
                | 60 | 
                107.29 | 
                79.12 | 
                28.17 | 
                32.7% | 
                2.29 | 
                2.7% | 
                25% | 
                False | 
                False | 
                47,335 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            101.15 | 
         
        
            | 
2.618             | 
            96.35 | 
         
        
            | 
1.618             | 
            93.41 | 
         
        
            | 
1.000             | 
            91.59 | 
         
        
            | 
0.618             | 
            90.47 | 
         
        
            | 
HIGH             | 
            88.65 | 
         
        
            | 
0.618             | 
            87.53 | 
         
        
            | 
0.500             | 
            87.18 | 
         
        
            | 
0.382             | 
            86.83 | 
         
        
            | 
LOW             | 
            85.71 | 
         
        
            | 
0.618             | 
            83.89 | 
         
        
            | 
1.000             | 
            82.77 | 
         
        
            | 
1.618             | 
            80.95 | 
         
        
            | 
2.618             | 
            78.01 | 
         
        
            | 
4.250             | 
            73.22 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 06-Jul-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                87.18 | 
                                87.73 | 
                             
                            
                                | PP | 
                                86.83 | 
                                87.20 | 
                             
                            
                                | S1 | 
                                86.48 | 
                                86.66 | 
                             
             
         |