NYMEX Light Sweet Crude Oil Future October 2013
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 21-Mar-2013 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    20-Mar-2013 | 
                    21-Mar-2013 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        92.65 | 
                        93.13 | 
                        0.48 | 
                        0.5% | 
                        92.44 | 
                     
                    
                        | High | 
                        93.41 | 
                        93.36 | 
                        -0.05 | 
                        -0.1% | 
                        93.87 | 
                     
                    
                        | Low | 
                        92.56 | 
                        92.09 | 
                        -0.47 | 
                        -0.5% | 
                        91.84 | 
                     
                    
                        | Close | 
                        93.41 | 
                        92.56 | 
                        -0.85 | 
                        -0.9% | 
                        93.64 | 
                     
                    
                        | Range | 
                        0.85 | 
                        1.27 | 
                        0.42 | 
                        49.4% | 
                        2.03 | 
                     
                    
                        | ATR | 
                        1.15 | 
                        1.16 | 
                        0.01 | 
                        1.0% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        7,022 | 
                        5,291 | 
                        -1,731 | 
                        -24.7% | 
                        34,269 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 21-Mar-2013 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                96.48 | 
                95.79 | 
                93.26 | 
                 | 
             
            
                | R3 | 
                95.21 | 
                94.52 | 
                92.91 | 
                 | 
             
            
                | R2 | 
                93.94 | 
                93.94 | 
                92.79 | 
                 | 
             
            
                | R1 | 
                93.25 | 
                93.25 | 
                92.68 | 
                92.96 | 
             
            
                | PP | 
                92.67 | 
                92.67 | 
                92.67 | 
                92.53 | 
             
            
                | S1 | 
                91.98 | 
                91.98 | 
                92.44 | 
                91.69 | 
             
            
                | S2 | 
                91.40 | 
                91.40 | 
                92.33 | 
                 | 
             
            
                | S3 | 
                90.13 | 
                90.71 | 
                92.21 | 
                 | 
             
            
                | S4 | 
                88.86 | 
                89.44 | 
                91.86 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 15-Mar-2013 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                99.21 | 
                98.45 | 
                94.76 | 
                 | 
             
            
                | R3 | 
                97.18 | 
                96.42 | 
                94.20 | 
                 | 
             
            
                | R2 | 
                95.15 | 
                95.15 | 
                94.01 | 
                 | 
             
            
                | R1 | 
                94.39 | 
                94.39 | 
                93.83 | 
                94.77 | 
             
            
                | PP | 
                93.12 | 
                93.12 | 
                93.12 | 
                93.31 | 
             
            
                | S1 | 
                92.36 | 
                92.36 | 
                93.45 | 
                92.74 | 
             
            
                | S2 | 
                91.09 | 
                91.09 | 
                93.27 | 
                 | 
             
            
                | S3 | 
                89.06 | 
                90.33 | 
                93.08 | 
                 | 
             
            
                | S4 | 
                87.03 | 
                88.30 | 
                92.52 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            98.76 | 
         
        
            | 
2.618             | 
            96.68 | 
         
        
            | 
1.618             | 
            95.41 | 
         
        
            | 
1.000             | 
            94.63 | 
         
        
            | 
0.618             | 
            94.14 | 
         
        
            | 
HIGH             | 
            93.36 | 
         
        
            | 
0.618             | 
            92.87 | 
         
        
            | 
0.500             | 
            92.73 | 
         
        
            | 
0.382             | 
            92.58 | 
         
        
            | 
LOW             | 
            92.09 | 
         
        
            | 
0.618             | 
            91.31 | 
         
        
            | 
1.000             | 
            90.82 | 
         
        
            | 
1.618             | 
            90.04 | 
         
        
            | 
2.618             | 
            88.77 | 
         
        
            | 
4.250             | 
            86.69 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 21-Mar-2013 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                92.73 | 
                                93.11 | 
                             
                            
                                | PP | 
                                92.67 | 
                                92.92 | 
                             
                            
                                | S1 | 
                                92.62 | 
                                92.74 | 
                             
             
         |