NYMEX Light Sweet Crude Oil Future February 2013
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 26-Jun-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    25-Jun-2012 | 
                    26-Jun-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        81.30 | 
                        82.03 | 
                        0.73 | 
                        0.9% | 
                        86.83 | 
                     
                    
                        | High | 
                        81.72 | 
                        82.03 | 
                        0.31 | 
                        0.4% | 
                        86.88 | 
                     
                    
                        | Low | 
                        80.50 | 
                        81.09 | 
                        0.59 | 
                        0.7% | 
                        80.63 | 
                     
                    
                        | Close | 
                        81.61 | 
                        81.86 | 
                        0.25 | 
                        0.3% | 
                        82.03 | 
                     
                    
                        | Range | 
                        1.22 | 
                        0.94 | 
                        -0.28 | 
                        -23.0% | 
                        6.25 | 
                     
                    
                        | ATR | 
                        1.78 | 
                        1.72 | 
                        -0.06 | 
                        -3.4% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        5,409 | 
                        2,492 | 
                        -2,917 | 
                        -53.9% | 
                        30,844 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 26-Jun-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                84.48 | 
                84.11 | 
                82.38 | 
                 | 
             
            
                | R3 | 
                83.54 | 
                83.17 | 
                82.12 | 
                 | 
             
            
                | R2 | 
                82.60 | 
                82.60 | 
                82.03 | 
                 | 
             
            
                | R1 | 
                82.23 | 
                82.23 | 
                81.95 | 
                81.95 | 
             
            
                | PP | 
                81.66 | 
                81.66 | 
                81.66 | 
                81.52 | 
             
            
                | S1 | 
                81.29 | 
                81.29 | 
                81.77 | 
                81.01 | 
             
            
                | S2 | 
                80.72 | 
                80.72 | 
                81.69 | 
                 | 
             
            
                | S3 | 
                79.78 | 
                80.35 | 
                81.60 | 
                 | 
             
            
                | S4 | 
                78.84 | 
                79.41 | 
                81.34 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 22-Jun-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                101.93 | 
                98.23 | 
                85.47 | 
                 | 
             
            
                | R3 | 
                95.68 | 
                91.98 | 
                83.75 | 
                 | 
             
            
                | R2 | 
                89.43 | 
                89.43 | 
                83.18 | 
                 | 
             
            
                | R1 | 
                85.73 | 
                85.73 | 
                82.60 | 
                84.46 | 
             
            
                | PP | 
                83.18 | 
                83.18 | 
                83.18 | 
                82.54 | 
             
            
                | S1 | 
                79.48 | 
                79.48 | 
                81.46 | 
                78.21 | 
             
            
                | S2 | 
                76.93 | 
                76.93 | 
                80.88 | 
                 | 
             
            
                | S3 | 
                70.68 | 
                73.23 | 
                80.31 | 
                 | 
             
            
                | S4 | 
                64.43 | 
                66.98 | 
                78.59 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            86.03 | 
         
        
            | 
2.618             | 
            84.49 | 
         
        
            | 
1.618             | 
            83.55 | 
         
        
            | 
1.000             | 
            82.97 | 
         
        
            | 
0.618             | 
            82.61 | 
         
        
            | 
HIGH             | 
            82.03 | 
         
        
            | 
0.618             | 
            81.67 | 
         
        
            | 
0.500             | 
            81.56 | 
         
        
            | 
0.382             | 
            81.45 | 
         
        
            | 
LOW             | 
            81.09 | 
         
        
            | 
0.618             | 
            80.51 | 
         
        
            | 
1.000             | 
            80.15 | 
         
        
            | 
1.618             | 
            79.57 | 
         
        
            | 
2.618             | 
            78.63 | 
         
        
            | 
4.250             | 
            77.10 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 26-Jun-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                81.76 | 
                                81.70 | 
                             
                            
                                | PP | 
                                81.66 | 
                                81.54 | 
                             
                            
                                | S1 | 
                                81.56 | 
                                81.38 | 
                             
             
         |