NYMEX Light Sweet Crude Oil Future January 2014
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 24-Jul-2013 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 23-Jul-2013 | 24-Jul-2013 | Change | Change % | Previous Week |  
                        | Open | 100.90 | 101.10 | 0.20 | 0.2% | 99.89 |  
                        | High | 101.21 | 101.21 | 0.00 | 0.0% | 102.01 |  
                        | Low | 100.00 | 99.28 | -0.72 | -0.7% | 99.02 |  
                        | Close | 101.16 | 99.90 | -1.26 | -1.2% | 101.04 |  
                        | Range | 1.21 | 1.93 | 0.72 | 59.5% | 2.99 |  
                        | ATR | 1.39 | 1.42 | 0.04 | 2.8% | 0.00 |  
                        | Volume | 13,442 | 15,359 | 1,917 | 14.3% | 79,947 |  | 
    
| 
        
            | Daily Pivots for day following 24-Jul-2013 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 105.92 | 104.84 | 100.96 |  |  
                | R3 | 103.99 | 102.91 | 100.43 |  |  
                | R2 | 102.06 | 102.06 | 100.25 |  |  
                | R1 | 100.98 | 100.98 | 100.08 | 100.56 |  
                | PP | 100.13 | 100.13 | 100.13 | 99.92 |  
                | S1 | 99.05 | 99.05 | 99.72 | 98.63 |  
                | S2 | 98.20 | 98.20 | 99.55 |  |  
                | S3 | 96.27 | 97.12 | 99.37 |  |  
                | S4 | 94.34 | 95.19 | 98.84 |  |  | 
        
            | Weekly Pivots for week ending 19-Jul-2013 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 109.66 | 108.34 | 102.68 |  |  
                | R3 | 106.67 | 105.35 | 101.86 |  |  
                | R2 | 103.68 | 103.68 | 101.59 |  |  
                | R1 | 102.36 | 102.36 | 101.31 | 103.02 |  
                | PP | 100.69 | 100.69 | 100.69 | 101.02 |  
                | S1 | 99.37 | 99.37 | 100.77 | 100.03 |  
                | S2 | 97.70 | 97.70 | 100.49 |  |  
                | S3 | 94.71 | 96.38 | 100.22 |  |  
                | S4 | 91.72 | 93.39 | 99.40 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 102.01 | 99.28 | 2.73 | 2.7% | 1.50 | 1.5% | 23% | False | True | 16,022 |  
                | 10 | 102.01 | 98.36 | 3.65 | 3.7% | 1.33 | 1.3% | 42% | False | False | 20,842 |  
                | 20 | 102.01 | 91.40 | 10.61 | 10.6% | 1.32 | 1.3% | 80% | False | False | 20,539 |  
                | 40 | 102.01 | 90.35 | 11.66 | 11.7% | 1.40 | 1.4% | 82% | False | False | 14,349 |  
                | 60 | 102.01 | 88.45 | 13.56 | 13.6% | 1.46 | 1.5% | 84% | False | False | 11,456 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 109.41 |  
            | 2.618 | 106.26 |  
            | 1.618 | 104.33 |  
            | 1.000 | 103.14 |  
            | 0.618 | 102.40 |  
            | HIGH | 101.21 |  
            | 0.618 | 100.47 |  
            | 0.500 | 100.25 |  
            | 0.382 | 100.02 |  
            | LOW | 99.28 |  
            | 0.618 | 98.09 |  
            | 1.000 | 97.35 |  
            | 1.618 | 96.16 |  
            | 2.618 | 94.23 |  
            | 4.250 | 91.08 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 24-Jul-2013 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 100.25 | 100.49 |  
                                | PP | 100.13 | 100.29 |  
                                | S1 | 100.02 | 100.10 |  |