NYMEX Light Sweet Crude Oil Future February 2013
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 08-Jun-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    07-Jun-2012 | 
                    08-Jun-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        87.37 | 
                        85.25 | 
                        -2.12 | 
                        -2.4% | 
                        84.04 | 
                     
                    
                        | High | 
                        88.76 | 
                        86.63 | 
                        -2.13 | 
                        -2.4% | 
                        88.76 | 
                     
                    
                        | Low | 
                        86.88 | 
                        85.06 | 
                        -1.82 | 
                        -2.1% | 
                        84.04 | 
                     
                    
                        | Close | 
                        86.92 | 
                        86.36 | 
                        -0.56 | 
                        -0.6% | 
                        86.36 | 
                     
                    
                        | Range | 
                        1.88 | 
                        1.57 | 
                        -0.31 | 
                        -16.5% | 
                        4.72 | 
                     
                    
                        | ATR | 
                        1.56 | 
                        1.58 | 
                        0.02 | 
                        1.4% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        8,651 | 
                        5,285 | 
                        -3,366 | 
                        -38.9% | 
                        24,801 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 08-Jun-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                90.73 | 
                90.11 | 
                87.22 | 
                 | 
             
            
                | R3 | 
                89.16 | 
                88.54 | 
                86.79 | 
                 | 
             
            
                | R2 | 
                87.59 | 
                87.59 | 
                86.65 | 
                 | 
             
            
                | R1 | 
                86.97 | 
                86.97 | 
                86.50 | 
                87.28 | 
             
            
                | PP | 
                86.02 | 
                86.02 | 
                86.02 | 
                86.17 | 
             
            
                | S1 | 
                85.40 | 
                85.40 | 
                86.22 | 
                85.71 | 
             
            
                | S2 | 
                84.45 | 
                84.45 | 
                86.07 | 
                 | 
             
            
                | S3 | 
                82.88 | 
                83.83 | 
                85.93 | 
                 | 
             
            
                | S4 | 
                81.31 | 
                82.26 | 
                85.50 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 08-Jun-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                100.55 | 
                98.17 | 
                88.96 | 
                 | 
             
            
                | R3 | 
                95.83 | 
                93.45 | 
                87.66 | 
                 | 
             
            
                | R2 | 
                91.11 | 
                91.11 | 
                87.23 | 
                 | 
             
            
                | R1 | 
                88.73 | 
                88.73 | 
                86.79 | 
                89.92 | 
             
            
                | PP | 
                86.39 | 
                86.39 | 
                86.39 | 
                86.98 | 
             
            
                | S1 | 
                84.01 | 
                84.01 | 
                85.93 | 
                85.20 | 
             
            
                | S2 | 
                81.67 | 
                81.67 | 
                85.49 | 
                 | 
             
            
                | S3 | 
                76.95 | 
                79.29 | 
                85.06 | 
                 | 
             
            
                | S4 | 
                72.23 | 
                74.57 | 
                83.76 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            93.30 | 
         
        
            | 
2.618             | 
            90.74 | 
         
        
            | 
1.618             | 
            89.17 | 
         
        
            | 
1.000             | 
            88.20 | 
         
        
            | 
0.618             | 
            87.60 | 
         
        
            | 
HIGH             | 
            86.63 | 
         
        
            | 
0.618             | 
            86.03 | 
         
        
            | 
0.500             | 
            85.85 | 
         
        
            | 
0.382             | 
            85.66 | 
         
        
            | 
LOW             | 
            85.06 | 
         
        
            | 
0.618             | 
            84.09 | 
         
        
            | 
1.000             | 
            83.49 | 
         
        
            | 
1.618             | 
            82.52 | 
         
        
            | 
2.618             | 
            80.95 | 
         
        
            | 
4.250             | 
            78.39 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 08-Jun-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                86.19 | 
                                86.91 | 
                             
                            
                                | PP | 
                                86.02 | 
                                86.73 | 
                             
                            
                                | S1 | 
                                85.85 | 
                                86.54 | 
                             
             
         |