NYMEX Light Sweet Crude Oil Future January 2014
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 30-Oct-2013 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    29-Oct-2013 | 
                    30-Oct-2013 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        98.68 | 
                        97.92 | 
                        -0.76 | 
                        -0.8% | 
                        100.89 | 
                     
                    
                        | High | 
                        98.68 | 
                        98.03 | 
                        -0.65 | 
                        -0.7% | 
                        101.09 | 
                     
                    
                        | Low | 
                        97.90 | 
                        96.86 | 
                        -1.04 | 
                        -1.1% | 
                        96.14 | 
                     
                    
                        | Close | 
                        98.38 | 
                        97.06 | 
                        -1.32 | 
                        -1.3% | 
                        97.95 | 
                     
                    
                        | Range | 
                        0.78 | 
                        1.17 | 
                        0.39 | 
                        50.0% | 
                        4.95 | 
                     
                    
                        | ATR | 
                        1.64 | 
                        1.63 | 
                        -0.01 | 
                        -0.5% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        55,385 | 
                        47,596 | 
                        -7,789 | 
                        -14.1% | 
                        414,354 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 30-Oct-2013 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                100.83 | 
                100.11 | 
                97.70 | 
                 | 
             
            
                | R3 | 
                99.66 | 
                98.94 | 
                97.38 | 
                 | 
             
            
                | R2 | 
                98.49 | 
                98.49 | 
                97.27 | 
                 | 
             
            
                | R1 | 
                97.77 | 
                97.77 | 
                97.17 | 
                97.55 | 
             
            
                | PP | 
                97.32 | 
                97.32 | 
                97.32 | 
                97.20 | 
             
            
                | S1 | 
                96.60 | 
                96.60 | 
                96.95 | 
                96.38 | 
             
            
                | S2 | 
                96.15 | 
                96.15 | 
                96.85 | 
                 | 
             
            
                | S3 | 
                94.98 | 
                95.43 | 
                96.74 | 
                 | 
             
            
                | S4 | 
                93.81 | 
                94.26 | 
                96.42 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 25-Oct-2013 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                113.24 | 
                110.55 | 
                100.67 | 
                 | 
             
            
                | R3 | 
                108.29 | 
                105.60 | 
                99.31 | 
                 | 
             
            
                | R2 | 
                103.34 | 
                103.34 | 
                98.86 | 
                 | 
             
            
                | R1 | 
                100.65 | 
                100.65 | 
                98.40 | 
                99.52 | 
             
            
                | PP | 
                98.39 | 
                98.39 | 
                98.39 | 
                97.83 | 
             
            
                | S1 | 
                95.70 | 
                95.70 | 
                97.50 | 
                94.57 | 
             
            
                | S2 | 
                93.44 | 
                93.44 | 
                97.04 | 
                 | 
             
            
                | S3 | 
                88.49 | 
                90.75 | 
                96.59 | 
                 | 
             
            
                | S4 | 
                83.54 | 
                85.80 | 
                95.23 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                98.96 | 
                96.14 | 
                2.82 | 
                2.9% | 
                1.22 | 
                1.3% | 
                33% | 
                False | 
                False | 
                64,104 | 
                 
                
                | 10 | 
                102.32 | 
                96.14 | 
                6.18 | 
                6.4% | 
                1.54 | 
                1.6% | 
                15% | 
                False | 
                False | 
                74,413 | 
                 
                
                | 20 | 
                103.34 | 
                96.14 | 
                7.20 | 
                7.4% | 
                1.62 | 
                1.7% | 
                13% | 
                False | 
                False | 
                69,220 | 
                 
                
                | 40 | 
                106.38 | 
                96.14 | 
                10.24 | 
                10.6% | 
                1.62 | 
                1.7% | 
                9% | 
                False | 
                False | 
                48,877 | 
                 
                
                | 60 | 
                107.94 | 
                96.14 | 
                11.80 | 
                12.2% | 
                1.63 | 
                1.7% | 
                8% | 
                False | 
                False | 
                39,885 | 
                 
                
                | 80 | 
                107.94 | 
                96.14 | 
                11.80 | 
                12.2% | 
                1.57 | 
                1.6% | 
                8% | 
                False | 
                False | 
                34,672 | 
                 
                
                | 100 | 
                107.94 | 
                90.40 | 
                17.54 | 
                18.1% | 
                1.54 | 
                1.6% | 
                38% | 
                False | 
                False | 
                30,553 | 
                 
                
                | 120 | 
                107.94 | 
                90.35 | 
                17.59 | 
                18.1% | 
                1.52 | 
                1.6% | 
                38% | 
                False | 
                False | 
                26,408 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            103.00 | 
         
        
            | 
2.618             | 
            101.09 | 
         
        
            | 
1.618             | 
            99.92 | 
         
        
            | 
1.000             | 
            99.20 | 
         
        
            | 
0.618             | 
            98.75 | 
         
        
            | 
HIGH             | 
            98.03 | 
         
        
            | 
0.618             | 
            97.58 | 
         
        
            | 
0.500             | 
            97.45 | 
         
        
            | 
0.382             | 
            97.31 | 
         
        
            | 
LOW             | 
            96.86 | 
         
        
            | 
0.618             | 
            96.14 | 
         
        
            | 
1.000             | 
            95.69 | 
         
        
            | 
1.618             | 
            94.97 | 
         
        
            | 
2.618             | 
            93.80 | 
         
        
            | 
4.250             | 
            91.89 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 30-Oct-2013 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                97.45 | 
                                97.91 | 
                             
                            
                                | PP | 
                                97.32 | 
                                97.63 | 
                             
                            
                                | S1 | 
                                97.19 | 
                                97.34 | 
                             
             
         |