NYMEX Light Sweet Crude Oil Future February 2013
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 01-Jun-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    31-May-2012 | 
                    01-Jun-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        88.49 | 
                        86.63 | 
                        -1.86 | 
                        -2.1% | 
                        93.17 | 
                     
                    
                        | High | 
                        88.80 | 
                        86.63 | 
                        -2.17 | 
                        -2.4% | 
                        93.50 | 
                     
                    
                        | Low | 
                        88.27 | 
                        84.68 | 
                        -3.59 | 
                        -4.1% | 
                        84.68 | 
                     
                    
                        | Close | 
                        88.29 | 
                        85.14 | 
                        -3.15 | 
                        -3.6% | 
                        85.14 | 
                     
                    
                        | Range | 
                        0.53 | 
                        1.95 | 
                        1.42 | 
                        267.9% | 
                        8.82 | 
                     
                    
                        | ATR | 
                         | 
                         | 
                         | 
                         | 
                         | 
                     
                    
                        | Volume | 
                        2,759 | 
                        4,502 | 
                        1,743 | 
                        63.2% | 
                        12,288 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 01-Jun-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                91.33 | 
                90.19 | 
                86.21 | 
                 | 
             
            
                | R3 | 
                89.38 | 
                88.24 | 
                85.68 | 
                 | 
             
            
                | R2 | 
                87.43 | 
                87.43 | 
                85.50 | 
                 | 
             
            
                | R1 | 
                86.29 | 
                86.29 | 
                85.32 | 
                85.89 | 
             
            
                | PP | 
                85.48 | 
                85.48 | 
                85.48 | 
                85.28 | 
             
            
                | S1 | 
                84.34 | 
                84.34 | 
                84.96 | 
                83.94 | 
             
            
                | S2 | 
                83.53 | 
                83.53 | 
                84.78 | 
                 | 
             
            
                | S3 | 
                81.58 | 
                82.39 | 
                84.60 | 
                 | 
             
            
                | S4 | 
                79.63 | 
                80.44 | 
                84.07 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 01-Jun-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                114.23 | 
                108.51 | 
                89.99 | 
                 | 
             
            
                | R3 | 
                105.41 | 
                99.69 | 
                87.57 | 
                 | 
             
            
                | R2 | 
                96.59 | 
                96.59 | 
                86.76 | 
                 | 
             
            
                | R1 | 
                90.87 | 
                90.87 | 
                85.95 | 
                89.32 | 
             
            
                | PP | 
                87.77 | 
                87.77 | 
                87.77 | 
                87.00 | 
             
            
                | S1 | 
                82.05 | 
                82.05 | 
                84.33 | 
                80.50 | 
             
            
                | S2 | 
                78.95 | 
                78.95 | 
                83.52 | 
                 | 
             
            
                | S3 | 
                70.13 | 
                73.23 | 
                82.71 | 
                 | 
             
            
                | S4 | 
                61.31 | 
                64.41 | 
                80.29 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            94.92 | 
         
        
            | 
2.618             | 
            91.74 | 
         
        
            | 
1.618             | 
            89.79 | 
         
        
            | 
1.000             | 
            88.58 | 
         
        
            | 
0.618             | 
            87.84 | 
         
        
            | 
HIGH             | 
            86.63 | 
         
        
            | 
0.618             | 
            85.89 | 
         
        
            | 
0.500             | 
            85.66 | 
         
        
            | 
0.382             | 
            85.42 | 
         
        
            | 
LOW             | 
            84.68 | 
         
        
            | 
0.618             | 
            83.47 | 
         
        
            | 
1.000             | 
            82.73 | 
         
        
            | 
1.618             | 
            81.52 | 
         
        
            | 
2.618             | 
            79.57 | 
         
        
            | 
4.250             | 
            76.39 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 01-Jun-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                85.66 | 
                                87.23 | 
                             
                            
                                | PP | 
                                85.48 | 
                                86.53 | 
                             
                            
                                | S1 | 
                                85.31 | 
                                85.84 | 
                             
             
         |