NYMEX Light Sweet Crude Oil Future February 2013
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 10-Jul-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    09-Jul-2012 | 
                    10-Jul-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        86.95 | 
                        87.20 | 
                        0.25 | 
                        0.3% | 
                        87.01 | 
                     
                    
                        | High | 
                        88.82 | 
                        88.29 | 
                        -0.53 | 
                        -0.6% | 
                        91.01 | 
                     
                    
                        | Low | 
                        86.83 | 
                        86.36 | 
                        -0.47 | 
                        -0.5% | 
                        84.64 | 
                     
                    
                        | Close | 
                        88.48 | 
                        86.55 | 
                        -1.93 | 
                        -2.2% | 
                        86.98 | 
                     
                    
                        | Range | 
                        1.99 | 
                        1.93 | 
                        -0.06 | 
                        -3.0% | 
                        6.37 | 
                     
                    
                        | ATR | 
                        2.37 | 
                        2.35 | 
                        -0.02 | 
                        -0.8% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        4,941 | 
                        4,933 | 
                        -8 | 
                        -0.2% | 
                        27,566 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 10-Jul-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                92.86 | 
                91.63 | 
                87.61 | 
                 | 
             
            
                | R3 | 
                90.93 | 
                89.70 | 
                87.08 | 
                 | 
             
            
                | R2 | 
                89.00 | 
                89.00 | 
                86.90 | 
                 | 
             
            
                | R1 | 
                87.77 | 
                87.77 | 
                86.73 | 
                87.42 | 
             
            
                | PP | 
                87.07 | 
                87.07 | 
                87.07 | 
                86.89 | 
             
            
                | S1 | 
                85.84 | 
                85.84 | 
                86.37 | 
                85.49 | 
             
            
                | S2 | 
                85.14 | 
                85.14 | 
                86.20 | 
                 | 
             
            
                | S3 | 
                83.21 | 
                83.91 | 
                86.02 | 
                 | 
             
            
                | S4 | 
                81.28 | 
                81.98 | 
                85.49 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 06-Jul-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                106.65 | 
                103.19 | 
                90.48 | 
                 | 
             
            
                | R3 | 
                100.28 | 
                96.82 | 
                88.73 | 
                 | 
             
            
                | R2 | 
                93.91 | 
                93.91 | 
                88.15 | 
                 | 
             
            
                | R1 | 
                90.45 | 
                90.45 | 
                87.56 | 
                89.00 | 
             
            
                | PP | 
                87.54 | 
                87.54 | 
                87.54 | 
                86.82 | 
             
            
                | S1 | 
                84.08 | 
                84.08 | 
                86.40 | 
                82.63 | 
             
            
                | S2 | 
                81.17 | 
                81.17 | 
                85.81 | 
                 | 
             
            
                | S3 | 
                74.80 | 
                77.71 | 
                85.23 | 
                 | 
             
            
                | S4 | 
                68.43 | 
                71.34 | 
                83.48 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            96.49 | 
         
        
            | 
2.618             | 
            93.34 | 
         
        
            | 
1.618             | 
            91.41 | 
         
        
            | 
1.000             | 
            90.22 | 
         
        
            | 
0.618             | 
            89.48 | 
         
        
            | 
HIGH             | 
            88.29 | 
         
        
            | 
0.618             | 
            87.55 | 
         
        
            | 
0.500             | 
            87.33 | 
         
        
            | 
0.382             | 
            87.10 | 
         
        
            | 
LOW             | 
            86.36 | 
         
        
            | 
0.618             | 
            85.17 | 
         
        
            | 
1.000             | 
            84.43 | 
         
        
            | 
1.618             | 
            83.24 | 
         
        
            | 
2.618             | 
            81.31 | 
         
        
            | 
4.250             | 
            78.16 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 10-Jul-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                87.33 | 
                                87.59 | 
                             
                            
                                | PP | 
                                87.07 | 
                                87.24 | 
                             
                            
                                | S1 | 
                                86.81 | 
                                86.90 | 
                             
             
         |