NYMEX Light Sweet Crude Oil Future January 2014
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 17-Jul-2013 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    16-Jul-2013 | 
                    17-Jul-2013 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        100.00 | 
                        99.99 | 
                        -0.01 | 
                        0.0% | 
                        98.16 | 
                     
                    
                        | High | 
                        100.62 | 
                        100.70 | 
                        0.08 | 
                        0.1% | 
                        100.00 | 
                     
                    
                        | Low | 
                        99.68 | 
                        99.44 | 
                        -0.24 | 
                        -0.2% | 
                        97.17 | 
                     
                    
                        | Close | 
                        100.10 | 
                        100.70 | 
                        0.60 | 
                        0.6% | 
                        99.85 | 
                     
                    
                        | Range | 
                        0.94 | 
                        1.26 | 
                        0.32 | 
                        34.0% | 
                        2.83 | 
                     
                    
                        | ATR | 
                        1.40 | 
                        1.39 | 
                        -0.01 | 
                        -0.7% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        10,447 | 
                        12,838 | 
                        2,391 | 
                        22.9% | 
                        148,779 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 17-Jul-2013 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                104.06 | 
                103.64 | 
                101.39 | 
                 | 
             
            
                | R3 | 
                102.80 | 
                102.38 | 
                101.05 | 
                 | 
             
            
                | R2 | 
                101.54 | 
                101.54 | 
                100.93 | 
                 | 
             
            
                | R1 | 
                101.12 | 
                101.12 | 
                100.82 | 
                101.33 | 
             
            
                | PP | 
                100.28 | 
                100.28 | 
                100.28 | 
                100.39 | 
             
            
                | S1 | 
                99.86 | 
                99.86 | 
                100.58 | 
                100.07 | 
             
            
                | S2 | 
                99.02 | 
                99.02 | 
                100.47 | 
                 | 
             
            
                | S3 | 
                97.76 | 
                98.60 | 
                100.35 | 
                 | 
             
            
                | S4 | 
                96.50 | 
                97.34 | 
                100.01 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                100.70 | 
                98.36 | 
                2.34 | 
                2.3% | 
                1.16 | 
                1.2% | 
                100% | 
                True | 
                False | 
                25,662 | 
                 
                
                | 10 | 
                100.70 | 
                96.02 | 
                4.68 | 
                4.6% | 
                1.20 | 
                1.2% | 
                100% | 
                True | 
                False | 
                26,436 | 
                 
                
                | 20 | 
                100.70 | 
                90.40 | 
                10.30 | 
                10.2% | 
                1.46 | 
                1.4% | 
                100% | 
                True | 
                False | 
                19,184 | 
                 
                
                | 40 | 
                100.70 | 
                90.35 | 
                10.35 | 
                10.3% | 
                1.40 | 
                1.4% | 
                100% | 
                True | 
                False | 
                12,905 | 
                 
                
                | 60 | 
                100.70 | 
                87.41 | 
                13.29 | 
                13.2% | 
                1.46 | 
                1.5% | 
                100% | 
                True | 
                False | 
                10,428 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            106.06 | 
         
        
            | 
2.618             | 
            104.00 | 
         
        
            | 
1.618             | 
            102.74 | 
         
        
            | 
1.000             | 
            101.96 | 
         
        
            | 
0.618             | 
            101.48 | 
         
        
            | 
HIGH             | 
            100.70 | 
         
        
            | 
0.618             | 
            100.22 | 
         
        
            | 
0.500             | 
            100.07 | 
         
        
            | 
0.382             | 
            99.92 | 
         
        
            | 
LOW             | 
            99.44 | 
         
        
            | 
0.618             | 
            98.66 | 
         
        
            | 
1.000             | 
            98.18 | 
         
        
            | 
1.618             | 
            97.40 | 
         
        
            | 
2.618             | 
            96.14 | 
         
        
            | 
4.250             | 
            94.09 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 17-Jul-2013 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                100.49 | 
                                100.42 | 
                             
                            
                                | PP | 
                                100.28 | 
                                100.14 | 
                             
                            
                                | S1 | 
                                100.07 | 
                                99.86 | 
                             
             
         |