NYMEX Light Sweet Crude Oil Future February 2013
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 19-Jul-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    18-Jul-2012 | 
                    19-Jul-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        90.94 | 
                        92.58 | 
                        1.64 | 
                        1.8% | 
                        86.95 | 
                     
                    
                        | High | 
                        91.98 | 
                        94.54 | 
                        2.56 | 
                        2.8% | 
                        89.81 | 
                     
                    
                        | Low | 
                        90.93 | 
                        92.45 | 
                        1.52 | 
                        1.7% | 
                        86.36 | 
                     
                    
                        | Close | 
                        91.89 | 
                        94.37 | 
                        2.48 | 
                        2.7% | 
                        89.61 | 
                     
                    
                        | Range | 
                        1.05 | 
                        2.09 | 
                        1.04 | 
                        99.0% | 
                        3.45 | 
                     
                    
                        | ATR | 
                        2.09 | 
                        2.13 | 
                        0.04 | 
                        1.9% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        6,829 | 
                        5,900 | 
                        -929 | 
                        -13.6% | 
                        23,670 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 19-Jul-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                100.06 | 
                99.30 | 
                95.52 | 
                 | 
             
            
                | R3 | 
                97.97 | 
                97.21 | 
                94.94 | 
                 | 
             
            
                | R2 | 
                95.88 | 
                95.88 | 
                94.75 | 
                 | 
             
            
                | R1 | 
                95.12 | 
                95.12 | 
                94.56 | 
                95.50 | 
             
            
                | PP | 
                93.79 | 
                93.79 | 
                93.79 | 
                93.98 | 
             
            
                | S1 | 
                93.03 | 
                93.03 | 
                94.18 | 
                93.41 | 
             
            
                | S2 | 
                91.70 | 
                91.70 | 
                93.99 | 
                 | 
             
            
                | S3 | 
                89.61 | 
                90.94 | 
                93.80 | 
                 | 
             
            
                | S4 | 
                87.52 | 
                88.85 | 
                93.22 | 
                 | 
             
     
 | 
    
        
            | 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             | 
            103.42 | 
         
        
            | 
2.618             | 
            100.01 | 
         
        
            | 
1.618             | 
            97.92 | 
         
        
            | 
1.000             | 
            96.63 | 
         
        
            | 
0.618             | 
            95.83 | 
         
        
            | 
HIGH             | 
            94.54 | 
         
        
            | 
0.618             | 
            93.74 | 
         
        
            | 
0.500             | 
            93.50 | 
         
        
            | 
0.382             | 
            93.25 | 
         
        
            | 
LOW             | 
            92.45 | 
         
        
            | 
0.618             | 
            91.16 | 
         
        
            | 
1.000             | 
            90.36 | 
         
        
            | 
1.618             | 
            89.07 | 
         
        
            | 
2.618             | 
            86.98 | 
         
        
            | 
4.250             | 
            83.57 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 19-Jul-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                94.08 | 
                                93.64 | 
                             
                            
                                | PP | 
                                93.79 | 
                                92.91 | 
                             
                            
                                | S1 | 
                                93.50 | 
                                92.18 | 
                             
             
         |