NYMEX Light Sweet Crude Oil Future October 2013
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 31-May-2013 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    30-May-2013 | 
                    31-May-2013 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        93.15 | 
                        93.38 | 
                        0.23 | 
                        0.2% | 
                        93.24 | 
                     
                    
                        | High | 
                        93.94 | 
                        93.38 | 
                        -0.56 | 
                        -0.6% | 
                        95.75 | 
                     
                    
                        | Low | 
                        91.76 | 
                        91.74 | 
                        -0.02 | 
                        0.0% | 
                        91.74 | 
                     
                    
                        | Close | 
                        93.57 | 
                        92.12 | 
                        -1.45 | 
                        -1.5% | 
                        92.12 | 
                     
                    
                        | Range | 
                        2.18 | 
                        1.64 | 
                        -0.54 | 
                        -24.8% | 
                        4.01 | 
                     
                    
                        | ATR | 
                        1.87 | 
                        1.87 | 
                        0.00 | 
                        -0.1% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        24,466 | 
                        21,323 | 
                        -3,143 | 
                        -12.8% | 
                        73,117 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 31-May-2013 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                97.33 | 
                96.37 | 
                93.02 | 
                 | 
             
            
                | R3 | 
                95.69 | 
                94.73 | 
                92.57 | 
                 | 
             
            
                | R2 | 
                94.05 | 
                94.05 | 
                92.42 | 
                 | 
             
            
                | R1 | 
                93.09 | 
                93.09 | 
                92.27 | 
                92.75 | 
             
            
                | PP | 
                92.41 | 
                92.41 | 
                92.41 | 
                92.25 | 
             
            
                | S1 | 
                91.45 | 
                91.45 | 
                91.97 | 
                91.11 | 
             
            
                | S2 | 
                90.77 | 
                90.77 | 
                91.82 | 
                 | 
             
            
                | S3 | 
                89.13 | 
                89.81 | 
                91.67 | 
                 | 
             
            
                | S4 | 
                87.49 | 
                88.17 | 
                91.22 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 31-May-2013 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                105.23 | 
                102.69 | 
                94.33 | 
                 | 
             
            
                | R3 | 
                101.22 | 
                98.68 | 
                93.22 | 
                 | 
             
            
                | R2 | 
                97.21 | 
                97.21 | 
                92.86 | 
                 | 
             
            
                | R1 | 
                94.67 | 
                94.67 | 
                92.49 | 
                93.94 | 
             
            
                | PP | 
                93.20 | 
                93.20 | 
                93.20 | 
                92.84 | 
             
            
                | S1 | 
                90.66 | 
                90.66 | 
                91.75 | 
                89.93 | 
             
            
                | S2 | 
                89.19 | 
                89.19 | 
                91.38 | 
                 | 
             
            
                | S3 | 
                85.18 | 
                86.65 | 
                91.02 | 
                 | 
             
            
                | S4 | 
                81.17 | 
                82.64 | 
                89.91 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                95.75 | 
                91.74 | 
                4.01 | 
                4.4% | 
                1.95 | 
                2.1% | 
                9% | 
                False | 
                True | 
                19,088 | 
                 
                
                | 10 | 
                96.83 | 
                91.74 | 
                5.09 | 
                5.5% | 
                1.80 | 
                2.0% | 
                7% | 
                False | 
                True | 
                18,065 | 
                 
                
                | 20 | 
                96.83 | 
                91.74 | 
                5.09 | 
                5.5% | 
                1.75 | 
                1.9% | 
                7% | 
                False | 
                True | 
                18,996 | 
                 
                
                | 40 | 
                96.83 | 
                86.47 | 
                10.36 | 
                11.2% | 
                1.84 | 
                2.0% | 
                55% | 
                False | 
                False | 
                15,985 | 
                 
                
                | 60 | 
                97.26 | 
                86.47 | 
                10.79 | 
                11.7% | 
                1.65 | 
                1.8% | 
                52% | 
                False | 
                False | 
                13,221 | 
                 
                
                | 80 | 
                99.41 | 
                86.47 | 
                12.94 | 
                14.0% | 
                1.52 | 
                1.6% | 
                44% | 
                False | 
                False | 
                11,833 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            100.35 | 
         
        
            | 
2.618             | 
            97.67 | 
         
        
            | 
1.618             | 
            96.03 | 
         
        
            | 
1.000             | 
            95.02 | 
         
        
            | 
0.618             | 
            94.39 | 
         
        
            | 
HIGH             | 
            93.38 | 
         
        
            | 
0.618             | 
            92.75 | 
         
        
            | 
0.500             | 
            92.56 | 
         
        
            | 
0.382             | 
            92.37 | 
         
        
            | 
LOW             | 
            91.74 | 
         
        
            | 
0.618             | 
            90.73 | 
         
        
            | 
1.000             | 
            90.10 | 
         
        
            | 
1.618             | 
            89.09 | 
         
        
            | 
2.618             | 
            87.45 | 
         
        
            | 
4.250             | 
            84.77 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 31-May-2013 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                92.56 | 
                                93.41 | 
                             
                            
                                | PP | 
                                92.41 | 
                                92.98 | 
                             
                            
                                | S1 | 
                                92.27 | 
                                92.55 | 
                             
             
         |