NYMEX Light Sweet Crude Oil Future January 2014
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 10-Dec-2013 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    09-Dec-2013 | 
                    10-Dec-2013 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        97.66 | 
                        97.25 | 
                        -0.41 | 
                        -0.4% | 
                        92.71 | 
                     
                    
                        | High | 
                        97.97 | 
                        98.74 | 
                        0.77 | 
                        0.8% | 
                        98.07 | 
                     
                    
                        | Low | 
                        97.10 | 
                        97.24 | 
                        0.14 | 
                        0.1% | 
                        92.56 | 
                     
                    
                        | Close | 
                        97.34 | 
                        98.51 | 
                        1.17 | 
                        1.2% | 
                        97.65 | 
                     
                    
                        | Range | 
                        0.87 | 
                        1.50 | 
                        0.63 | 
                        72.4% | 
                        5.51 | 
                     
                    
                        | ATR | 
                        1.54 | 
                        1.54 | 
                        0.00 | 
                        -0.2% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        210,090 | 
                        264,838 | 
                        54,748 | 
                        26.1% | 
                        1,320,264 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 10-Dec-2013 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                102.66 | 
                102.09 | 
                99.34 | 
                 | 
             
            
                | R3 | 
                101.16 | 
                100.59 | 
                98.92 | 
                 | 
             
            
                | R2 | 
                99.66 | 
                99.66 | 
                98.79 | 
                 | 
             
            
                | R1 | 
                99.09 | 
                99.09 | 
                98.65 | 
                99.38 | 
             
            
                | PP | 
                98.16 | 
                98.16 | 
                98.16 | 
                98.31 | 
             
            
                | S1 | 
                97.59 | 
                97.59 | 
                98.37 | 
                97.88 | 
             
            
                | S2 | 
                96.66 | 
                96.66 | 
                98.24 | 
                 | 
             
            
                | S3 | 
                95.16 | 
                96.09 | 
                98.10 | 
                 | 
             
            
                | S4 | 
                93.66 | 
                94.59 | 
                97.69 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 06-Dec-2013 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                112.62 | 
                110.65 | 
                100.68 | 
                 | 
             
            
                | R3 | 
                107.11 | 
                105.14 | 
                99.17 | 
                 | 
             
            
                | R2 | 
                101.60 | 
                101.60 | 
                98.66 | 
                 | 
             
            
                | R1 | 
                99.63 | 
                99.63 | 
                98.16 | 
                100.62 | 
             
            
                | PP | 
                96.09 | 
                96.09 | 
                96.09 | 
                96.59 | 
             
            
                | S1 | 
                94.12 | 
                94.12 | 
                97.14 | 
                95.11 | 
             
            
                | S2 | 
                90.58 | 
                90.58 | 
                96.64 | 
                 | 
             
            
                | S3 | 
                85.07 | 
                88.61 | 
                96.13 | 
                 | 
             
            
                | S4 | 
                79.56 | 
                83.10 | 
                94.62 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                98.74 | 
                96.30 | 
                2.44 | 
                2.5% | 
                1.12 | 
                1.1% | 
                91% | 
                True | 
                False | 
                248,224 | 
                 
                
                | 10 | 
                98.74 | 
                91.77 | 
                6.97 | 
                7.1% | 
                1.54 | 
                1.6% | 
                97% | 
                True | 
                False | 
                232,945 | 
                 
                
                | 20 | 
                98.74 | 
                91.77 | 
                6.97 | 
                7.1% | 
                1.54 | 
                1.6% | 
                97% | 
                True | 
                False | 
                213,326 | 
                 
                
                | 40 | 
                102.99 | 
                91.77 | 
                11.22 | 
                11.4% | 
                1.53 | 
                1.6% | 
                60% | 
                False | 
                False | 
                144,972 | 
                 
                
                | 60 | 
                105.15 | 
                91.77 | 
                13.38 | 
                13.6% | 
                1.59 | 
                1.6% | 
                50% | 
                False | 
                False | 
                112,251 | 
                 
                
                | 80 | 
                107.94 | 
                91.77 | 
                16.17 | 
                16.4% | 
                1.62 | 
                1.6% | 
                42% | 
                False | 
                False | 
                89,675 | 
                 
                
                | 100 | 
                107.94 | 
                91.77 | 
                16.17 | 
                16.4% | 
                1.58 | 
                1.6% | 
                42% | 
                False | 
                False | 
                75,406 | 
                 
                
                | 120 | 
                107.94 | 
                90.40 | 
                17.54 | 
                17.8% | 
                1.55 | 
                1.6% | 
                46% | 
                False | 
                False | 
                66,200 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            105.12 | 
         
        
            | 
2.618             | 
            102.67 | 
         
        
            | 
1.618             | 
            101.17 | 
         
        
            | 
1.000             | 
            100.24 | 
         
        
            | 
0.618             | 
            99.67 | 
         
        
            | 
HIGH             | 
            98.74 | 
         
        
            | 
0.618             | 
            98.17 | 
         
        
            | 
0.500             | 
            97.99 | 
         
        
            | 
0.382             | 
            97.81 | 
         
        
            | 
LOW             | 
            97.24 | 
         
        
            | 
0.618             | 
            96.31 | 
         
        
            | 
1.000             | 
            95.74 | 
         
        
            | 
1.618             | 
            94.81 | 
         
        
            | 
2.618             | 
            93.31 | 
         
        
            | 
4.250             | 
            90.87 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 10-Dec-2013 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                98.34 | 
                                98.31 | 
                             
                            
                                | PP | 
                                98.16 | 
                                98.11 | 
                             
                            
                                | S1 | 
                                97.99 | 
                                97.91 | 
                             
             
         |