NYMEX Light Sweet Crude Oil Future January 2014
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 12-Aug-2013 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    09-Aug-2013 | 
                    12-Aug-2013 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        99.35 | 
                        100.98 | 
                        1.63 | 
                        1.6% | 
                        101.45 | 
                     
                    
                        | High | 
                        101.10 | 
                        101.76 | 
                        0.66 | 
                        0.7% | 
                        102.24 | 
                     
                    
                        | Low | 
                        99.26 | 
                        100.24 | 
                        0.98 | 
                        1.0% | 
                        98.55 | 
                     
                    
                        | Close | 
                        101.03 | 
                        101.68 | 
                        0.65 | 
                        0.6% | 
                        101.03 | 
                     
                    
                        | Range | 
                        1.84 | 
                        1.52 | 
                        -0.32 | 
                        -17.4% | 
                        3.69 | 
                     
                    
                        | ATR | 
                        1.51 | 
                        1.51 | 
                        0.00 | 
                        0.1% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        29,548 | 
                        23,277 | 
                        -6,271 | 
                        -21.2% | 
                        94,631 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 12-Aug-2013 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                105.79 | 
                105.25 | 
                102.52 | 
                 | 
             
            
                | R3 | 
                104.27 | 
                103.73 | 
                102.10 | 
                 | 
             
            
                | R2 | 
                102.75 | 
                102.75 | 
                101.96 | 
                 | 
             
            
                | R1 | 
                102.21 | 
                102.21 | 
                101.82 | 
                102.48 | 
             
            
                | PP | 
                101.23 | 
                101.23 | 
                101.23 | 
                101.36 | 
             
            
                | S1 | 
                100.69 | 
                100.69 | 
                101.54 | 
                100.96 | 
             
            
                | S2 | 
                99.71 | 
                99.71 | 
                101.40 | 
                 | 
             
            
                | S3 | 
                98.19 | 
                99.17 | 
                101.26 | 
                 | 
             
            
                | S4 | 
                96.67 | 
                97.65 | 
                100.84 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 09-Aug-2013 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                111.68 | 
                110.04 | 
                103.06 | 
                 | 
             
            
                | R3 | 
                107.99 | 
                106.35 | 
                102.04 | 
                 | 
             
            
                | R2 | 
                104.30 | 
                104.30 | 
                101.71 | 
                 | 
             
            
                | R1 | 
                102.66 | 
                102.66 | 
                101.37 | 
                101.64 | 
             
            
                | PP | 
                100.61 | 
                100.61 | 
                100.61 | 
                100.09 | 
             
            
                | S1 | 
                98.97 | 
                98.97 | 
                100.69 | 
                97.95 | 
             
            
                | S2 | 
                96.92 | 
                96.92 | 
                100.35 | 
                 | 
             
            
                | S3 | 
                93.23 | 
                95.28 | 
                100.02 | 
                 | 
             
            
                | S4 | 
                89.54 | 
                91.59 | 
                99.00 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                102.06 | 
                98.55 | 
                3.51 | 
                3.5% | 
                1.63 | 
                1.6% | 
                89% | 
                False | 
                False | 
                20,095 | 
                 
                
                | 10 | 
                102.93 | 
                98.55 | 
                4.38 | 
                4.3% | 
                1.62 | 
                1.6% | 
                71% | 
                False | 
                False | 
                19,017 | 
                 
                
                | 20 | 
                102.93 | 
                98.55 | 
                4.38 | 
                4.3% | 
                1.46 | 
                1.4% | 
                71% | 
                False | 
                False | 
                17,176 | 
                 
                
                | 40 | 
                102.93 | 
                90.40 | 
                12.53 | 
                12.3% | 
                1.45 | 
                1.4% | 
                90% | 
                False | 
                False | 
                18,026 | 
                 
                
                | 60 | 
                102.93 | 
                90.35 | 
                12.58 | 
                12.4% | 
                1.43 | 
                1.4% | 
                90% | 
                False | 
                False | 
                14,088 | 
                 
                
                | 80 | 
                102.93 | 
                87.01 | 
                15.92 | 
                15.7% | 
                1.45 | 
                1.4% | 
                92% | 
                False | 
                False | 
                11,908 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            108.22 | 
         
        
            | 
2.618             | 
            105.74 | 
         
        
            | 
1.618             | 
            104.22 | 
         
        
            | 
1.000             | 
            103.28 | 
         
        
            | 
0.618             | 
            102.70 | 
         
        
            | 
HIGH             | 
            101.76 | 
         
        
            | 
0.618             | 
            101.18 | 
         
        
            | 
0.500             | 
            101.00 | 
         
        
            | 
0.382             | 
            100.82 | 
         
        
            | 
LOW             | 
            100.24 | 
         
        
            | 
0.618             | 
            99.30 | 
         
        
            | 
1.000             | 
            98.72 | 
         
        
            | 
1.618             | 
            97.78 | 
         
        
            | 
2.618             | 
            96.26 | 
         
        
            | 
4.250             | 
            93.78 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 12-Aug-2013 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                101.45 | 
                                101.17 | 
                             
                            
                                | PP | 
                                101.23 | 
                                100.66 | 
                             
                            
                                | S1 | 
                                101.00 | 
                                100.16 | 
                             
             
         |