NYMEX Light Sweet Crude Oil Future February 2013
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 15-Jun-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    14-Jun-2012 | 
                    15-Jun-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        84.76 | 
                        86.63 | 
                        1.87 | 
                        2.2% | 
                        86.63 | 
                     
                    
                        | High | 
                        86.13 | 
                        86.69 | 
                        0.56 | 
                        0.7% | 
                        86.69 | 
                     
                    
                        | Low | 
                        84.76 | 
                        85.95 | 
                        1.19 | 
                        1.4% | 
                        84.00 | 
                     
                    
                        | Close | 
                        85.88 | 
                        86.10 | 
                        0.22 | 
                        0.3% | 
                        86.10 | 
                     
                    
                        | Range | 
                        1.37 | 
                        0.74 | 
                        -0.63 | 
                        -46.0% | 
                        2.69 | 
                     
                    
                        | ATR | 
                        1.58 | 
                        1.53 | 
                        -0.06 | 
                        -3.5% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        3,318 | 
                        2,536 | 
                        -782 | 
                        -23.6% | 
                        20,776 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 15-Jun-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                88.47 | 
                88.02 | 
                86.51 | 
                 | 
             
            
                | R3 | 
                87.73 | 
                87.28 | 
                86.30 | 
                 | 
             
            
                | R2 | 
                86.99 | 
                86.99 | 
                86.24 | 
                 | 
             
            
                | R1 | 
                86.54 | 
                86.54 | 
                86.17 | 
                86.40 | 
             
            
                | PP | 
                86.25 | 
                86.25 | 
                86.25 | 
                86.17 | 
             
            
                | S1 | 
                85.80 | 
                85.80 | 
                86.03 | 
                85.66 | 
             
            
                | S2 | 
                85.51 | 
                85.51 | 
                85.96 | 
                 | 
             
            
                | S3 | 
                84.77 | 
                85.06 | 
                85.90 | 
                 | 
             
            
                | S4 | 
                84.03 | 
                84.32 | 
                85.69 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 15-Jun-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                93.67 | 
                92.57 | 
                87.58 | 
                 | 
             
            
                | R3 | 
                90.98 | 
                89.88 | 
                86.84 | 
                 | 
             
            
                | R2 | 
                88.29 | 
                88.29 | 
                86.59 | 
                 | 
             
            
                | R1 | 
                87.19 | 
                87.19 | 
                86.35 | 
                86.40 | 
             
            
                | PP | 
                85.60 | 
                85.60 | 
                85.60 | 
                85.20 | 
             
            
                | S1 | 
                84.50 | 
                84.50 | 
                85.85 | 
                83.71 | 
             
            
                | S2 | 
                82.91 | 
                82.91 | 
                85.61 | 
                 | 
             
            
                | S3 | 
                80.22 | 
                81.81 | 
                85.36 | 
                 | 
             
            
                | S4 | 
                77.53 | 
                79.12 | 
                84.62 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            89.84 | 
         
        
            | 
2.618             | 
            88.63 | 
         
        
            | 
1.618             | 
            87.89 | 
         
        
            | 
1.000             | 
            87.43 | 
         
        
            | 
0.618             | 
            87.15 | 
         
        
            | 
HIGH             | 
            86.69 | 
         
        
            | 
0.618             | 
            86.41 | 
         
        
            | 
0.500             | 
            86.32 | 
         
        
            | 
0.382             | 
            86.23 | 
         
        
            | 
LOW             | 
            85.95 | 
         
        
            | 
0.618             | 
            85.49 | 
         
        
            | 
1.000             | 
            85.21 | 
         
        
            | 
1.618             | 
            84.75 | 
         
        
            | 
2.618             | 
            84.01 | 
         
        
            | 
4.250             | 
            82.81 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 15-Jun-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                86.32 | 
                                85.92 | 
                             
                            
                                | PP | 
                                86.25 | 
                                85.73 | 
                             
                            
                                | S1 | 
                                86.17 | 
                                85.55 | 
                             
             
         |