NYMEX Light Sweet Crude Oil Future February 2013
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 27-Jul-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    26-Jul-2012 | 
                    27-Jul-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        90.36 | 
                        91.55 | 
                        1.19 | 
                        1.3% | 
                        92.63 | 
                     
                    
                        | High | 
                        92.00 | 
                        92.09 | 
                        0.09 | 
                        0.1% | 
                        92.63 | 
                     
                    
                        | Low | 
                        90.17 | 
                        91.30 | 
                        1.13 | 
                        1.3% | 
                        88.66 | 
                     
                    
                        | Close | 
                        91.07 | 
                        91.96 | 
                        0.89 | 
                        1.0% | 
                        91.96 | 
                     
                    
                        | Range | 
                        1.83 | 
                        0.79 | 
                        -1.04 | 
                        -56.8% | 
                        3.97 | 
                     
                    
                        | ATR | 
                        2.15 | 
                        2.07 | 
                        -0.08 | 
                        -3.7% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        6,513 | 
                        4,074 | 
                        -2,439 | 
                        -37.4% | 
                        29,490 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 27-Jul-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                94.15 | 
                93.85 | 
                92.39 | 
                 | 
             
            
                | R3 | 
                93.36 | 
                93.06 | 
                92.18 | 
                 | 
             
            
                | R2 | 
                92.57 | 
                92.57 | 
                92.10 | 
                 | 
             
            
                | R1 | 
                92.27 | 
                92.27 | 
                92.03 | 
                92.42 | 
             
            
                | PP | 
                91.78 | 
                91.78 | 
                91.78 | 
                91.86 | 
             
            
                | S1 | 
                91.48 | 
                91.48 | 
                91.89 | 
                91.63 | 
             
            
                | S2 | 
                90.99 | 
                90.99 | 
                91.82 | 
                 | 
             
            
                | S3 | 
                90.20 | 
                90.69 | 
                91.74 | 
                 | 
             
            
                | S4 | 
                89.41 | 
                89.90 | 
                91.53 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 27-Jul-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                102.99 | 
                101.45 | 
                94.14 | 
                 | 
             
            
                | R3 | 
                99.02 | 
                97.48 | 
                93.05 | 
                 | 
             
            
                | R2 | 
                95.05 | 
                95.05 | 
                92.69 | 
                 | 
             
            
                | R1 | 
                93.51 | 
                93.51 | 
                92.32 | 
                92.30 | 
             
            
                | PP | 
                91.08 | 
                91.08 | 
                91.08 | 
                90.48 | 
             
            
                | S1 | 
                89.54 | 
                89.54 | 
                91.60 | 
                88.33 | 
             
            
                | S2 | 
                87.11 | 
                87.11 | 
                91.23 | 
                 | 
             
            
                | S3 | 
                83.14 | 
                85.57 | 
                90.87 | 
                 | 
             
            
                | S4 | 
                79.17 | 
                81.60 | 
                89.78 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            95.45 | 
         
        
            | 
2.618             | 
            94.16 | 
         
        
            | 
1.618             | 
            93.37 | 
         
        
            | 
1.000             | 
            92.88 | 
         
        
            | 
0.618             | 
            92.58 | 
         
        
            | 
HIGH             | 
            92.09 | 
         
        
            | 
0.618             | 
            91.79 | 
         
        
            | 
0.500             | 
            91.70 | 
         
        
            | 
0.382             | 
            91.60 | 
         
        
            | 
LOW             | 
            91.30 | 
         
        
            | 
0.618             | 
            90.81 | 
         
        
            | 
1.000             | 
            90.51 | 
         
        
            | 
1.618             | 
            90.02 | 
         
        
            | 
2.618             | 
            89.23 | 
         
        
            | 
4.250             | 
            87.94 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 27-Jul-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                91.87 | 
                                91.43 | 
                             
                            
                                | PP | 
                                91.78 | 
                                90.90 | 
                             
                            
                                | S1 | 
                                91.70 | 
                                90.38 | 
                             
             
         |