NYMEX Light Sweet Crude Oil Future February 2013
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 07-Jun-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    06-Jun-2012 | 
                    07-Jun-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        86.76 | 
                        87.37 | 
                        0.61 | 
                        0.7% | 
                        93.17 | 
                     
                    
                        | High | 
                        87.81 | 
                        88.76 | 
                        0.95 | 
                        1.1% | 
                        93.50 | 
                     
                    
                        | Low | 
                        86.51 | 
                        86.88 | 
                        0.37 | 
                        0.4% | 
                        84.68 | 
                     
                    
                        | Close | 
                        86.96 | 
                        86.92 | 
                        -0.04 | 
                        0.0% | 
                        85.14 | 
                     
                    
                        | Range | 
                        1.30 | 
                        1.88 | 
                        0.58 | 
                        44.6% | 
                        8.82 | 
                     
                    
                        | ATR | 
                        1.53 | 
                        1.56 | 
                        0.02 | 
                        1.6% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        2,917 | 
                        8,651 | 
                        5,734 | 
                        196.6% | 
                        12,288 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 07-Jun-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                93.16 | 
                91.92 | 
                87.95 | 
                 | 
             
            
                | R3 | 
                91.28 | 
                90.04 | 
                87.44 | 
                 | 
             
            
                | R2 | 
                89.40 | 
                89.40 | 
                87.26 | 
                 | 
             
            
                | R1 | 
                88.16 | 
                88.16 | 
                87.09 | 
                87.84 | 
             
            
                | PP | 
                87.52 | 
                87.52 | 
                87.52 | 
                87.36 | 
             
            
                | S1 | 
                86.28 | 
                86.28 | 
                86.75 | 
                85.96 | 
             
            
                | S2 | 
                85.64 | 
                85.64 | 
                86.58 | 
                 | 
             
            
                | S3 | 
                83.76 | 
                84.40 | 
                86.40 | 
                 | 
             
            
                | S4 | 
                81.88 | 
                82.52 | 
                85.89 | 
                 | 
             
     
 | 
    
        
            | 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             | 
            96.75 | 
         
        
            | 
2.618             | 
            93.68 | 
         
        
            | 
1.618             | 
            91.80 | 
         
        
            | 
1.000             | 
            90.64 | 
         
        
            | 
0.618             | 
            89.92 | 
         
        
            | 
HIGH             | 
            88.76 | 
         
        
            | 
0.618             | 
            88.04 | 
         
        
            | 
0.500             | 
            87.82 | 
         
        
            | 
0.382             | 
            87.60 | 
         
        
            | 
LOW             | 
            86.88 | 
         
        
            | 
0.618             | 
            85.72 | 
         
        
            | 
1.000             | 
            85.00 | 
         
        
            | 
1.618             | 
            83.84 | 
         
        
            | 
2.618             | 
            81.96 | 
         
        
            | 
4.250             | 
            78.89 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 07-Jun-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                87.82 | 
                                87.04 | 
                             
                            
                                | PP | 
                                87.52 | 
                                87.00 | 
                             
                            
                                | S1 | 
                                87.22 | 
                                86.96 | 
                             
             
         |