NYMEX Light Sweet Crude Oil Future March 2013
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 10-Jul-2012 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 09-Jul-2012 | 10-Jul-2012 | Change | Change % | Previous Week |  
                        | Open | 87.81 | 87.95 | 0.14 | 0.2% | 87.35 |  
                        | High | 89.13 | 88.47 | -0.66 | -0.7% | 90.89 |  
                        | Low | 87.27 | 86.75 | -0.52 | -0.6% | 84.97 |  
                        | Close | 88.74 | 86.84 | -1.90 | -2.1% | 87.28 |  
                        | Range | 1.86 | 1.72 | -0.14 | -7.5% | 5.92 |  
                        | ATR | 2.25 | 2.23 | -0.02 | -0.8% | 0.00 |  
                        | Volume | 3,978 | 5,134 | 1,156 | 29.1% | 35,338 |  | 
    
| 
        
            | Daily Pivots for day following 10-Jul-2012 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 92.51 | 91.40 | 87.79 |  |  
                | R3 | 90.79 | 89.68 | 87.31 |  |  
                | R2 | 89.07 | 89.07 | 87.16 |  |  
                | R1 | 87.96 | 87.96 | 87.00 | 87.66 |  
                | PP | 87.35 | 87.35 | 87.35 | 87.20 |  
                | S1 | 86.24 | 86.24 | 86.68 | 85.94 |  
                | S2 | 85.63 | 85.63 | 86.52 |  |  
                | S3 | 83.91 | 84.52 | 86.37 |  |  
                | S4 | 82.19 | 82.80 | 85.89 |  |  | 
        
            | Weekly Pivots for week ending 06-Jul-2012 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 105.47 | 102.30 | 90.54 |  |  
                | R3 | 99.55 | 96.38 | 88.91 |  |  
                | R2 | 93.63 | 93.63 | 88.37 |  |  
                | R1 | 90.46 | 90.46 | 87.82 | 89.09 |  
                | PP | 87.71 | 87.71 | 87.71 | 87.03 |  
                | S1 | 84.54 | 84.54 | 86.74 | 83.17 |  
                | S2 | 81.79 | 81.79 | 86.19 |  |  
                | S3 | 75.87 | 78.62 | 85.65 |  |  
                | S4 | 69.95 | 72.70 | 84.02 |  |  | 
    
    |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 95.78 |  
            | 2.618 | 92.97 |  
            | 1.618 | 91.25 |  
            | 1.000 | 90.19 |  
            | 0.618 | 89.53 |  
            | HIGH | 88.47 |  
            | 0.618 | 87.81 |  
            | 0.500 | 87.61 |  
            | 0.382 | 87.41 |  
            | LOW | 86.75 |  
            | 0.618 | 85.69 |  
            | 1.000 | 85.03 |  
            | 1.618 | 83.97 |  
            | 2.618 | 82.25 |  
            | 4.250 | 79.44 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 10-Jul-2012 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 87.61 | 87.94 |  
                                | PP | 87.35 | 87.57 |  
                                | S1 | 87.10 | 87.21 |  |