NYMEX Light Sweet Crude Oil Future January 2014
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 16-Jul-2013 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    15-Jul-2013 | 
                    16-Jul-2013 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        99.89 | 
                        100.00 | 
                        0.11 | 
                        0.1% | 
                        98.16 | 
                     
                    
                        | High | 
                        100.11 | 
                        100.62 | 
                        0.51 | 
                        0.5% | 
                        100.00 | 
                     
                    
                        | Low | 
                        99.02 | 
                        99.68 | 
                        0.66 | 
                        0.7% | 
                        97.17 | 
                     
                    
                        | Close | 
                        100.06 | 
                        100.10 | 
                        0.04 | 
                        0.0% | 
                        99.85 | 
                     
                    
                        | Range | 
                        1.09 | 
                        0.94 | 
                        -0.15 | 
                        -13.8% | 
                        2.83 | 
                     
                    
                        | ATR | 
                        1.43 | 
                        1.40 | 
                        -0.04 | 
                        -2.5% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        23,153 | 
                        10,447 | 
                        -12,706 | 
                        -54.9% | 
                        148,779 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 16-Jul-2013 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                102.95 | 
                102.47 | 
                100.62 | 
                 | 
             
            
                | R3 | 
                102.01 | 
                101.53 | 
                100.36 | 
                 | 
             
            
                | R2 | 
                101.07 | 
                101.07 | 
                100.27 | 
                 | 
             
            
                | R1 | 
                100.59 | 
                100.59 | 
                100.19 | 
                100.83 | 
             
            
                | PP | 
                100.13 | 
                100.13 | 
                100.13 | 
                100.26 | 
             
            
                | S1 | 
                99.65 | 
                99.65 | 
                100.01 | 
                99.89 | 
             
            
                | S2 | 
                99.19 | 
                99.19 | 
                99.93 | 
                 | 
             
            
                | S3 | 
                98.25 | 
                98.71 | 
                99.84 | 
                 | 
             
            
                | S4 | 
                97.31 | 
                97.77 | 
                99.58 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 12-Jul-2013 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                107.50 | 
                106.50 | 
                101.41 | 
                 | 
             
            
                | R3 | 
                104.67 | 
                103.67 | 
                100.63 | 
                 | 
             
            
                | R2 | 
                101.84 | 
                101.84 | 
                100.37 | 
                 | 
             
            
                | R1 | 
                100.84 | 
                100.84 | 
                100.11 | 
                101.34 | 
             
            
                | PP | 
                99.01 | 
                99.01 | 
                99.01 | 
                99.26 | 
             
            
                | S1 | 
                98.01 | 
                98.01 | 
                99.59 | 
                98.51 | 
             
            
                | S2 | 
                96.18 | 
                96.18 | 
                99.33 | 
                 | 
             
            
                | S3 | 
                93.35 | 
                95.18 | 
                99.07 | 
                 | 
             
            
                | S4 | 
                90.52 | 
                92.35 | 
                98.29 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                100.62 | 
                98.10 | 
                2.52 | 
                2.5% | 
                1.09 | 
                1.1% | 
                79% | 
                True | 
                False | 
                27,378 | 
                 
                
                | 10 | 
                100.62 | 
                94.43 | 
                6.19 | 
                6.2% | 
                1.19 | 
                1.2% | 
                92% | 
                True | 
                False | 
                26,966 | 
                 
                
                | 20 | 
                100.62 | 
                90.40 | 
                10.22 | 
                10.2% | 
                1.43 | 
                1.4% | 
                95% | 
                True | 
                False | 
                18,896 | 
                 
                
                | 40 | 
                100.62 | 
                90.35 | 
                10.27 | 
                10.3% | 
                1.40 | 
                1.4% | 
                95% | 
                True | 
                False | 
                12,710 | 
                 
                
                | 60 | 
                100.62 | 
                87.41 | 
                13.21 | 
                13.2% | 
                1.46 | 
                1.5% | 
                96% | 
                True | 
                False | 
                10,250 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            104.62 | 
         
        
            | 
2.618             | 
            103.08 | 
         
        
            | 
1.618             | 
            102.14 | 
         
        
            | 
1.000             | 
            101.56 | 
         
        
            | 
0.618             | 
            101.20 | 
         
        
            | 
HIGH             | 
            100.62 | 
         
        
            | 
0.618             | 
            100.26 | 
         
        
            | 
0.500             | 
            100.15 | 
         
        
            | 
0.382             | 
            100.04 | 
         
        
            | 
LOW             | 
            99.68 | 
         
        
            | 
0.618             | 
            99.10 | 
         
        
            | 
1.000             | 
            98.74 | 
         
        
            | 
1.618             | 
            98.16 | 
         
        
            | 
2.618             | 
            97.22 | 
         
        
            | 
4.250             | 
            95.69 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 16-Jul-2013 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                100.15 | 
                                99.93 | 
                             
                            
                                | PP | 
                                100.13 | 
                                99.76 | 
                             
                            
                                | S1 | 
                                100.12 | 
                                99.59 | 
                             
             
         |