NYMEX Light Sweet Crude Oil Future February 2013
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 13-Jul-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    12-Jul-2012 | 
                    13-Jul-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        88.06 | 
                        89.35 | 
                        1.29 | 
                        1.5% | 
                        86.95 | 
                     
                    
                        | High | 
                        88.71 | 
                        89.81 | 
                        1.10 | 
                        1.2% | 
                        89.81 | 
                     
                    
                        | Low | 
                        86.74 | 
                        89.21 | 
                        2.47 | 
                        2.8% | 
                        86.36 | 
                     
                    
                        | Close | 
                        88.60 | 
                        89.61 | 
                        1.01 | 
                        1.1% | 
                        89.61 | 
                     
                    
                        | Range | 
                        1.97 | 
                        0.60 | 
                        -1.37 | 
                        -69.5% | 
                        3.45 | 
                     
                    
                        | ATR | 
                        2.33 | 
                        2.25 | 
                        -0.08 | 
                        -3.4% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        5,298 | 
                        3,773 | 
                        -1,525 | 
                        -28.8% | 
                        23,670 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 13-Jul-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                91.34 | 
                91.08 | 
                89.94 | 
                 | 
             
            
                | R3 | 
                90.74 | 
                90.48 | 
                89.78 | 
                 | 
             
            
                | R2 | 
                90.14 | 
                90.14 | 
                89.72 | 
                 | 
             
            
                | R1 | 
                89.88 | 
                89.88 | 
                89.67 | 
                90.01 | 
             
            
                | PP | 
                89.54 | 
                89.54 | 
                89.54 | 
                89.61 | 
             
            
                | S1 | 
                89.28 | 
                89.28 | 
                89.56 | 
                89.41 | 
             
            
                | S2 | 
                88.94 | 
                88.94 | 
                89.50 | 
                 | 
             
            
                | S3 | 
                88.34 | 
                88.68 | 
                89.45 | 
                 | 
             
            
                | S4 | 
                87.74 | 
                88.08 | 
                89.28 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 13-Jul-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                98.94 | 
                97.73 | 
                91.51 | 
                 | 
             
            
                | R3 | 
                95.49 | 
                94.28 | 
                90.56 | 
                 | 
             
            
                | R2 | 
                92.04 | 
                92.04 | 
                90.24 | 
                 | 
             
            
                | R1 | 
                90.83 | 
                90.83 | 
                89.93 | 
                91.44 | 
             
            
                | PP | 
                88.59 | 
                88.59 | 
                88.59 | 
                88.90 | 
             
            
                | S1 | 
                87.38 | 
                87.38 | 
                89.29 | 
                87.99 | 
             
            
                | S2 | 
                85.14 | 
                85.14 | 
                88.98 | 
                 | 
             
            
                | S3 | 
                81.69 | 
                83.93 | 
                88.66 | 
                 | 
             
            
                | S4 | 
                78.24 | 
                80.48 | 
                87.71 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            92.36 | 
         
        
            | 
2.618             | 
            91.38 | 
         
        
            | 
1.618             | 
            90.78 | 
         
        
            | 
1.000             | 
            90.41 | 
         
        
            | 
0.618             | 
            90.18 | 
         
        
            | 
HIGH             | 
            89.81 | 
         
        
            | 
0.618             | 
            89.58 | 
         
        
            | 
0.500             | 
            89.51 | 
         
        
            | 
0.382             | 
            89.44 | 
         
        
            | 
LOW             | 
            89.21 | 
         
        
            | 
0.618             | 
            88.84 | 
         
        
            | 
1.000             | 
            88.61 | 
         
        
            | 
1.618             | 
            88.24 | 
         
        
            | 
2.618             | 
            87.64 | 
         
        
            | 
4.250             | 
            86.66 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 13-Jul-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                89.58 | 
                                89.17 | 
                             
                            
                                | PP | 
                                89.54 | 
                                88.72 | 
                             
                            
                                | S1 | 
                                89.51 | 
                                88.28 | 
                             
             
         |