NYMEX Light Sweet Crude Oil Future June 2014
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 24-Oct-2013 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    23-Oct-2013 | 
                    24-Oct-2013 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        96.36 | 
                        94.73 | 
                        -1.63 | 
                        -1.7% | 
                        98.31 | 
                     
                    
                        | High | 
                        96.40 | 
                        95.25 | 
                        -1.15 | 
                        -1.2% | 
                        99.46 | 
                     
                    
                        | Low | 
                        94.35 | 
                        93.95 | 
                        -0.40 | 
                        -0.4% | 
                        96.91 | 
                     
                    
                        | Close | 
                        94.60 | 
                        94.53 | 
                        -0.07 | 
                        -0.1% | 
                        97.84 | 
                     
                    
                        | Range | 
                        2.05 | 
                        1.30 | 
                        -0.75 | 
                        -36.6% | 
                        2.55 | 
                     
                    
                        | ATR | 
                        1.43 | 
                        1.42 | 
                        -0.01 | 
                        -0.7% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        50,404 | 
                        51,890 | 
                        1,486 | 
                        2.9% | 
                        165,016 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 24-Oct-2013 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                98.48 | 
                97.80 | 
                95.25 | 
                 | 
             
            
                | R3 | 
                97.18 | 
                96.50 | 
                94.89 | 
                 | 
             
            
                | R2 | 
                95.88 | 
                95.88 | 
                94.77 | 
                 | 
             
            
                | R1 | 
                95.20 | 
                95.20 | 
                94.65 | 
                94.89 | 
             
            
                | PP | 
                94.58 | 
                94.58 | 
                94.58 | 
                94.42 | 
             
            
                | S1 | 
                93.90 | 
                93.90 | 
                94.41 | 
                93.59 | 
             
            
                | S2 | 
                93.28 | 
                93.28 | 
                94.29 | 
                 | 
             
            
                | S3 | 
                91.98 | 
                92.60 | 
                94.17 | 
                 | 
             
            
                | S4 | 
                90.68 | 
                91.30 | 
                93.82 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 18-Oct-2013 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                105.72 | 
                104.33 | 
                99.24 | 
                 | 
             
            
                | R3 | 
                103.17 | 
                101.78 | 
                98.54 | 
                 | 
             
            
                | R2 | 
                100.62 | 
                100.62 | 
                98.31 | 
                 | 
             
            
                | R1 | 
                99.23 | 
                99.23 | 
                98.07 | 
                98.65 | 
             
            
                | PP | 
                98.07 | 
                98.07 | 
                98.07 | 
                97.78 | 
             
            
                | S1 | 
                96.68 | 
                96.68 | 
                97.61 | 
                96.10 | 
             
            
                | S2 | 
                95.52 | 
                95.52 | 
                97.37 | 
                 | 
             
            
                | S3 | 
                92.97 | 
                94.13 | 
                97.14 | 
                 | 
             
            
                | S4 | 
                90.42 | 
                91.58 | 
                96.44 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                98.32 | 
                93.95 | 
                4.37 | 
                4.6% | 
                1.40 | 
                1.5% | 
                13% | 
                False | 
                True | 
                41,066 | 
                 
                
                | 10 | 
                99.46 | 
                93.95 | 
                5.51 | 
                5.8% | 
                1.41 | 
                1.5% | 
                11% | 
                False | 
                True | 
                35,950 | 
                 
                
                | 20 | 
                99.46 | 
                93.95 | 
                5.51 | 
                5.8% | 
                1.40 | 
                1.5% | 
                11% | 
                False | 
                True | 
                28,447 | 
                 
                
                | 40 | 
                99.49 | 
                93.95 | 
                5.54 | 
                5.9% | 
                1.39 | 
                1.5% | 
                10% | 
                False | 
                True | 
                25,134 | 
                 
                
                | 60 | 
                100.65 | 
                93.95 | 
                6.70 | 
                7.1% | 
                1.32 | 
                1.4% | 
                9% | 
                False | 
                True | 
                22,632 | 
                 
                
                | 80 | 
                100.65 | 
                92.47 | 
                8.18 | 
                8.7% | 
                1.24 | 
                1.3% | 
                25% | 
                False | 
                False | 
                23,154 | 
                 
                
                | 100 | 
                100.65 | 
                88.11 | 
                12.54 | 
                13.3% | 
                1.26 | 
                1.3% | 
                51% | 
                False | 
                False | 
                22,558 | 
                 
                
                | 120 | 
                100.65 | 
                88.11 | 
                12.54 | 
                13.3% | 
                1.28 | 
                1.4% | 
                51% | 
                False | 
                False | 
                20,836 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            100.78 | 
         
        
            | 
2.618             | 
            98.65 | 
         
        
            | 
1.618             | 
            97.35 | 
         
        
            | 
1.000             | 
            96.55 | 
         
        
            | 
0.618             | 
            96.05 | 
         
        
            | 
HIGH             | 
            95.25 | 
         
        
            | 
0.618             | 
            94.75 | 
         
        
            | 
0.500             | 
            94.60 | 
         
        
            | 
0.382             | 
            94.45 | 
         
        
            | 
LOW             | 
            93.95 | 
         
        
            | 
0.618             | 
            93.15 | 
         
        
            | 
1.000             | 
            92.65 | 
         
        
            | 
1.618             | 
            91.85 | 
         
        
            | 
2.618             | 
            90.55 | 
         
        
            | 
4.250             | 
            88.43 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 24-Oct-2013 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                94.60 | 
                                95.73 | 
                             
                            
                                | PP | 
                                94.58 | 
                                95.33 | 
                             
                            
                                | S1 | 
                                94.55 | 
                                94.93 | 
                             
             
         |