NYMEX Light Sweet Crude Oil Future January 2014
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 19-Dec-2013 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    18-Dec-2013 | 
                    19-Dec-2013 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        97.30 | 
                        97.69 | 
                        0.39 | 
                        0.4% | 
                        97.66 | 
                     
                    
                        | High | 
                        98.01 | 
                        99.17 | 
                        1.16 | 
                        1.2% | 
                        98.75 | 
                     
                    
                        | Low | 
                        97.02 | 
                        97.50 | 
                        0.48 | 
                        0.5% | 
                        96.26 | 
                     
                    
                        | Close | 
                        97.80 | 
                        98.77 | 
                        0.97 | 
                        1.0% | 
                        96.60 | 
                     
                    
                        | Range | 
                        0.99 | 
                        1.67 | 
                        0.68 | 
                        68.7% | 
                        2.49 | 
                     
                    
                        | ATR | 
                        1.41 | 
                        1.43 | 
                        0.02 | 
                        1.3% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        84,627 | 
                        17,021 | 
                        -67,606 | 
                        -79.9% | 
                        1,188,032 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 19-Dec-2013 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                103.49 | 
                102.80 | 
                99.69 | 
                 | 
             
            
                | R3 | 
                101.82 | 
                101.13 | 
                99.23 | 
                 | 
             
            
                | R2 | 
                100.15 | 
                100.15 | 
                99.08 | 
                 | 
             
            
                | R1 | 
                99.46 | 
                99.46 | 
                98.92 | 
                99.81 | 
             
            
                | PP | 
                98.48 | 
                98.48 | 
                98.48 | 
                98.65 | 
             
            
                | S1 | 
                97.79 | 
                97.79 | 
                98.62 | 
                98.14 | 
             
            
                | S2 | 
                96.81 | 
                96.81 | 
                98.46 | 
                 | 
             
            
                | S3 | 
                95.14 | 
                96.12 | 
                98.31 | 
                 | 
             
            
                | S4 | 
                93.47 | 
                94.45 | 
                97.85 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 13-Dec-2013 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                104.67 | 
                103.13 | 
                97.97 | 
                 | 
             
            
                | R3 | 
                102.18 | 
                100.64 | 
                97.28 | 
                 | 
             
            
                | R2 | 
                99.69 | 
                99.69 | 
                97.06 | 
                 | 
             
            
                | R1 | 
                98.15 | 
                98.15 | 
                96.83 | 
                97.68 | 
             
            
                | PP | 
                97.20 | 
                97.20 | 
                97.20 | 
                96.97 | 
             
            
                | S1 | 
                95.66 | 
                95.66 | 
                96.37 | 
                95.19 | 
             
            
                | S2 | 
                94.71 | 
                94.71 | 
                96.14 | 
                 | 
             
            
                | S3 | 
                92.22 | 
                93.17 | 
                95.92 | 
                 | 
             
            
                | S4 | 
                89.73 | 
                90.68 | 
                95.23 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                99.17 | 
                96.21 | 
                2.96 | 
                3.0% | 
                1.28 | 
                1.3% | 
                86% | 
                True | 
                False | 
                128,505 | 
                 
                
                | 10 | 
                99.17 | 
                96.21 | 
                2.96 | 
                3.0% | 
                1.22 | 
                1.2% | 
                86% | 
                True | 
                False | 
                182,134 | 
                 
                
                | 20 | 
                99.17 | 
                91.77 | 
                7.40 | 
                7.5% | 
                1.46 | 
                1.5% | 
                95% | 
                True | 
                False | 
                210,138 | 
                 
                
                | 40 | 
                99.17 | 
                91.77 | 
                7.40 | 
                7.5% | 
                1.43 | 
                1.4% | 
                95% | 
                True | 
                False | 
                159,825 | 
                 
                
                | 60 | 
                103.34 | 
                91.77 | 
                11.57 | 
                11.7% | 
                1.52 | 
                1.5% | 
                61% | 
                False | 
                False | 
                127,003 | 
                 
                
                | 80 | 
                107.94 | 
                91.77 | 
                16.17 | 
                16.4% | 
                1.60 | 
                1.6% | 
                43% | 
                False | 
                False | 
                101,808 | 
                 
                
                | 100 | 
                107.94 | 
                91.77 | 
                16.17 | 
                16.4% | 
                1.58 | 
                1.6% | 
                43% | 
                False | 
                False | 
                85,577 | 
                 
                
                | 120 | 
                107.94 | 
                91.77 | 
                16.17 | 
                16.4% | 
                1.52 | 
                1.5% | 
                43% | 
                False | 
                False | 
                74,825 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            106.27 | 
         
        
            | 
2.618             | 
            103.54 | 
         
        
            | 
1.618             | 
            101.87 | 
         
        
            | 
1.000             | 
            100.84 | 
         
        
            | 
0.618             | 
            100.20 | 
         
        
            | 
HIGH             | 
            99.17 | 
         
        
            | 
0.618             | 
            98.53 | 
         
        
            | 
0.500             | 
            98.34 | 
         
        
            | 
0.382             | 
            98.14 | 
         
        
            | 
LOW             | 
            97.50 | 
         
        
            | 
0.618             | 
            96.47 | 
         
        
            | 
1.000             | 
            95.83 | 
         
        
            | 
1.618             | 
            94.80 | 
         
        
            | 
2.618             | 
            93.13 | 
         
        
            | 
4.250             | 
            90.40 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 19-Dec-2013 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                98.63 | 
                                98.54 | 
                             
                            
                                | PP | 
                                98.48 | 
                                98.31 | 
                             
                            
                                | S1 | 
                                98.34 | 
                                98.09 | 
                             
             
         |