NYMEX Light Sweet Crude Oil Future February 2013
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 24-Jul-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    23-Jul-2012 | 
                    24-Jul-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        92.63 | 
                        90.42 | 
                        -2.21 | 
                        -2.4% | 
                        89.46 | 
                     
                    
                        | High | 
                        92.63 | 
                        90.42 | 
                        -2.21 | 
                        -2.4% | 
                        94.54 | 
                     
                    
                        | Low | 
                        89.70 | 
                        88.93 | 
                        -0.77 | 
                        -0.9% | 
                        89.29 | 
                     
                    
                        | Close | 
                        89.71 | 
                        90.06 | 
                        0.35 | 
                        0.4% | 
                        93.25 | 
                     
                    
                        | Range | 
                        2.93 | 
                        1.49 | 
                        -1.44 | 
                        -49.1% | 
                        5.25 | 
                     
                    
                        | ATR | 
                        2.22 | 
                        2.17 | 
                        -0.05 | 
                        -2.4% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        5,588 | 
                        4,670 | 
                        -918 | 
                        -16.4% | 
                        32,121 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 24-Jul-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                94.27 | 
                93.66 | 
                90.88 | 
                 | 
             
            
                | R3 | 
                92.78 | 
                92.17 | 
                90.47 | 
                 | 
             
            
                | R2 | 
                91.29 | 
                91.29 | 
                90.33 | 
                 | 
             
            
                | R1 | 
                90.68 | 
                90.68 | 
                90.20 | 
                90.24 | 
             
            
                | PP | 
                89.80 | 
                89.80 | 
                89.80 | 
                89.59 | 
             
            
                | S1 | 
                89.19 | 
                89.19 | 
                89.92 | 
                88.75 | 
             
            
                | S2 | 
                88.31 | 
                88.31 | 
                89.79 | 
                 | 
             
            
                | S3 | 
                86.82 | 
                87.70 | 
                89.65 | 
                 | 
             
            
                | S4 | 
                85.33 | 
                86.21 | 
                89.24 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 20-Jul-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                108.11 | 
                105.93 | 
                96.14 | 
                 | 
             
            
                | R3 | 
                102.86 | 
                100.68 | 
                94.69 | 
                 | 
             
            
                | R2 | 
                97.61 | 
                97.61 | 
                94.21 | 
                 | 
             
            
                | R1 | 
                95.43 | 
                95.43 | 
                93.73 | 
                96.52 | 
             
            
                | PP | 
                92.36 | 
                92.36 | 
                92.36 | 
                92.91 | 
             
            
                | S1 | 
                90.18 | 
                90.18 | 
                92.77 | 
                91.27 | 
             
            
                | S2 | 
                87.11 | 
                87.11 | 
                92.29 | 
                 | 
             
            
                | S3 | 
                81.86 | 
                84.93 | 
                91.81 | 
                 | 
             
            
                | S4 | 
                76.61 | 
                79.68 | 
                90.36 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            96.75 | 
         
        
            | 
2.618             | 
            94.32 | 
         
        
            | 
1.618             | 
            92.83 | 
         
        
            | 
1.000             | 
            91.91 | 
         
        
            | 
0.618             | 
            91.34 | 
         
        
            | 
HIGH             | 
            90.42 | 
         
        
            | 
0.618             | 
            89.85 | 
         
        
            | 
0.500             | 
            89.68 | 
         
        
            | 
0.382             | 
            89.50 | 
         
        
            | 
LOW             | 
            88.93 | 
         
        
            | 
0.618             | 
            88.01 | 
         
        
            | 
1.000             | 
            87.44 | 
         
        
            | 
1.618             | 
            86.52 | 
         
        
            | 
2.618             | 
            85.03 | 
         
        
            | 
4.250             | 
            82.60 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 24-Jul-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                89.93 | 
                                91.38 | 
                             
                            
                                | PP | 
                                89.80 | 
                                90.94 | 
                             
                            
                                | S1 | 
                                89.68 | 
                                90.50 | 
                             
             
         |