NYMEX Light Sweet Crude Oil Future January 2014
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 14-Aug-2013 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    13-Aug-2013 | 
                    14-Aug-2013 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        101.55 | 
                        102.03 | 
                        0.48 | 
                        0.5% | 
                        101.45 | 
                     
                    
                        | High | 
                        102.56 | 
                        102.66 | 
                        0.10 | 
                        0.1% | 
                        102.24 | 
                     
                    
                        | Low | 
                        101.42 | 
                        101.56 | 
                        0.14 | 
                        0.1% | 
                        98.55 | 
                     
                    
                        | Close | 
                        102.42 | 
                        102.57 | 
                        0.15 | 
                        0.1% | 
                        101.03 | 
                     
                    
                        | Range | 
                        1.14 | 
                        1.10 | 
                        -0.04 | 
                        -3.5% | 
                        3.69 | 
                     
                    
                        | ATR | 
                        1.48 | 
                        1.45 | 
                        -0.03 | 
                        -1.8% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        19,545 | 
                        18,204 | 
                        -1,341 | 
                        -6.9% | 
                        94,631 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 14-Aug-2013 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                105.56 | 
                105.17 | 
                103.18 | 
                 | 
             
            
                | R3 | 
                104.46 | 
                104.07 | 
                102.87 | 
                 | 
             
            
                | R2 | 
                103.36 | 
                103.36 | 
                102.77 | 
                 | 
             
            
                | R1 | 
                102.97 | 
                102.97 | 
                102.67 | 
                103.17 | 
             
            
                | PP | 
                102.26 | 
                102.26 | 
                102.26 | 
                102.36 | 
             
            
                | S1 | 
                101.87 | 
                101.87 | 
                102.47 | 
                102.07 | 
             
            
                | S2 | 
                101.16 | 
                101.16 | 
                102.37 | 
                 | 
             
            
                | S3 | 
                100.06 | 
                100.77 | 
                102.27 | 
                 | 
             
            
                | S4 | 
                98.96 | 
                99.67 | 
                101.97 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                102.66 | 
                98.55 | 
                4.11 | 
                4.0% | 
                1.54 | 
                1.5% | 
                98% | 
                True | 
                False | 
                22,354 | 
                 
                
                | 10 | 
                102.93 | 
                98.55 | 
                4.38 | 
                4.3% | 
                1.57 | 
                1.5% | 
                92% | 
                False | 
                False | 
                19,554 | 
                 
                
                | 20 | 
                102.93 | 
                98.55 | 
                4.38 | 
                4.3% | 
                1.47 | 
                1.4% | 
                92% | 
                False | 
                False | 
                17,900 | 
                 
                
                | 40 | 
                102.93 | 
                90.40 | 
                12.53 | 
                12.2% | 
                1.46 | 
                1.4% | 
                97% | 
                False | 
                False | 
                18,542 | 
                 
                
                | 60 | 
                102.93 | 
                90.35 | 
                12.58 | 
                12.3% | 
                1.42 | 
                1.4% | 
                97% | 
                False | 
                False | 
                14,570 | 
                 
                
                | 80 | 
                102.93 | 
                87.41 | 
                15.52 | 
                15.1% | 
                1.46 | 
                1.4% | 
                98% | 
                False | 
                False | 
                12,296 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            107.34 | 
         
        
            | 
2.618             | 
            105.54 | 
         
        
            | 
1.618             | 
            104.44 | 
         
        
            | 
1.000             | 
            103.76 | 
         
        
            | 
0.618             | 
            103.34 | 
         
        
            | 
HIGH             | 
            102.66 | 
         
        
            | 
0.618             | 
            102.24 | 
         
        
            | 
0.500             | 
            102.11 | 
         
        
            | 
0.382             | 
            101.98 | 
         
        
            | 
LOW             | 
            101.56 | 
         
        
            | 
0.618             | 
            100.88 | 
         
        
            | 
1.000             | 
            100.46 | 
         
        
            | 
1.618             | 
            99.78 | 
         
        
            | 
2.618             | 
            98.68 | 
         
        
            | 
4.250             | 
            96.89 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 14-Aug-2013 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                102.42 | 
                                102.20 | 
                             
                            
                                | PP | 
                                102.26 | 
                                101.82 | 
                             
                            
                                | S1 | 
                                102.11 | 
                                101.45 | 
                             
             
         |