NYMEX Light Sweet Crude Oil Future February 2013
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 26-Jul-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    25-Jul-2012 | 
                    26-Jul-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        89.63 | 
                        90.36 | 
                        0.73 | 
                        0.8% | 
                        89.46 | 
                     
                    
                        | High | 
                        90.87 | 
                        92.00 | 
                        1.13 | 
                        1.2% | 
                        94.54 | 
                     
                    
                        | Low | 
                        88.66 | 
                        90.17 | 
                        1.51 | 
                        1.7% | 
                        89.29 | 
                     
                    
                        | Close | 
                        90.60 | 
                        91.07 | 
                        0.47 | 
                        0.5% | 
                        93.25 | 
                     
                    
                        | Range | 
                        2.21 | 
                        1.83 | 
                        -0.38 | 
                        -17.2% | 
                        5.25 | 
                     
                    
                        | ATR | 
                        2.17 | 
                        2.15 | 
                        -0.02 | 
                        -1.1% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        8,645 | 
                        6,513 | 
                        -2,132 | 
                        -24.7% | 
                        32,121 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 26-Jul-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                96.57 | 
                95.65 | 
                92.08 | 
                 | 
             
            
                | R3 | 
                94.74 | 
                93.82 | 
                91.57 | 
                 | 
             
            
                | R2 | 
                92.91 | 
                92.91 | 
                91.41 | 
                 | 
             
            
                | R1 | 
                91.99 | 
                91.99 | 
                91.24 | 
                92.45 | 
             
            
                | PP | 
                91.08 | 
                91.08 | 
                91.08 | 
                91.31 | 
             
            
                | S1 | 
                90.16 | 
                90.16 | 
                90.90 | 
                90.62 | 
             
            
                | S2 | 
                89.25 | 
                89.25 | 
                90.73 | 
                 | 
             
            
                | S3 | 
                87.42 | 
                88.33 | 
                90.57 | 
                 | 
             
            
                | S4 | 
                85.59 | 
                86.50 | 
                90.06 | 
                 | 
             
     
 | 
    
        
            | 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             | 
            99.78 | 
         
        
            | 
2.618             | 
            96.79 | 
         
        
            | 
1.618             | 
            94.96 | 
         
        
            | 
1.000             | 
            93.83 | 
         
        
            | 
0.618             | 
            93.13 | 
         
        
            | 
HIGH             | 
            92.00 | 
         
        
            | 
0.618             | 
            91.30 | 
         
        
            | 
0.500             | 
            91.09 | 
         
        
            | 
0.382             | 
            90.87 | 
         
        
            | 
LOW             | 
            90.17 | 
         
        
            | 
0.618             | 
            89.04 | 
         
        
            | 
1.000             | 
            88.34 | 
         
        
            | 
1.618             | 
            87.21 | 
         
        
            | 
2.618             | 
            85.38 | 
         
        
            | 
4.250             | 
            82.39 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 26-Jul-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                91.09 | 
                                90.82 | 
                             
                            
                                | PP | 
                                91.08 | 
                                90.58 | 
                             
                            
                                | S1 | 
                                91.08 | 
                                90.33 | 
                             
             
         |