NYMEX Light Sweet Crude Oil Future December 2014
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 11-Jun-2014 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    10-Jun-2014 | 
                    11-Jun-2014 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        99.45 | 
                        99.46 | 
                        0.01 | 
                        0.0% | 
                        98.07 | 
                     
                    
                        | High | 
                        99.93 | 
                        99.89 | 
                        -0.04 | 
                        0.0% | 
                        98.97 | 
                     
                    
                        | Low | 
                        99.02 | 
                        99.38 | 
                        0.36 | 
                        0.4% | 
                        97.38 | 
                     
                    
                        | Close | 
                        99.43 | 
                        99.71 | 
                        0.28 | 
                        0.3% | 
                        98.21 | 
                     
                    
                        | Range | 
                        0.91 | 
                        0.51 | 
                        -0.40 | 
                        -44.0% | 
                        1.59 | 
                     
                    
                        | ATR | 
                        0.95 | 
                        0.92 | 
                        -0.03 | 
                        -3.3% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        69,809 | 
                        61,669 | 
                        -8,140 | 
                        -11.7% | 
                        195,418 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 11-Jun-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                101.19 | 
                100.96 | 
                99.99 | 
                 | 
             
            
                | R3 | 
                100.68 | 
                100.45 | 
                99.85 | 
                 | 
             
            
                | R2 | 
                100.17 | 
                100.17 | 
                99.80 | 
                 | 
             
            
                | R1 | 
                99.94 | 
                99.94 | 
                99.76 | 
                100.06 | 
             
            
                | PP | 
                99.66 | 
                99.66 | 
                99.66 | 
                99.72 | 
             
            
                | S1 | 
                99.43 | 
                99.43 | 
                99.66 | 
                99.55 | 
             
            
                | S2 | 
                99.15 | 
                99.15 | 
                99.62 | 
                 | 
             
            
                | S3 | 
                98.64 | 
                98.92 | 
                99.57 | 
                 | 
             
            
                | S4 | 
                98.13 | 
                98.41 | 
                99.43 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 06-Jun-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                102.96 | 
                102.17 | 
                99.08 | 
                 | 
             
            
                | R3 | 
                101.37 | 
                100.58 | 
                98.65 | 
                 | 
             
            
                | R2 | 
                99.78 | 
                99.78 | 
                98.50 | 
                 | 
             
            
                | R1 | 
                98.99 | 
                98.99 | 
                98.36 | 
                99.39 | 
             
            
                | PP | 
                98.19 | 
                98.19 | 
                98.19 | 
                98.38 | 
             
            
                | S1 | 
                97.40 | 
                97.40 | 
                98.06 | 
                97.80 | 
             
            
                | S2 | 
                96.60 | 
                96.60 | 
                97.92 | 
                 | 
             
            
                | S3 | 
                95.01 | 
                95.81 | 
                97.77 | 
                 | 
             
            
                | S4 | 
                93.42 | 
                94.22 | 
                97.34 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                99.93 | 
                97.38 | 
                2.55 | 
                2.6% | 
                0.90 | 
                0.9% | 
                91% | 
                False | 
                False | 
                53,911 | 
                 
                
                | 10 | 
                99.93 | 
                97.38 | 
                2.55 | 
                2.6% | 
                0.89 | 
                0.9% | 
                91% | 
                False | 
                False | 
                44,893 | 
                 
                
                | 20 | 
                99.93 | 
                96.41 | 
                3.52 | 
                3.5% | 
                0.84 | 
                0.8% | 
                94% | 
                False | 
                False | 
                44,196 | 
                 
                
                | 40 | 
                99.93 | 
                93.98 | 
                5.95 | 
                6.0% | 
                0.93 | 
                0.9% | 
                96% | 
                False | 
                False | 
                41,947 | 
                 
                
                | 60 | 
                99.93 | 
                92.25 | 
                7.68 | 
                7.7% | 
                0.96 | 
                1.0% | 
                97% | 
                False | 
                False | 
                39,872 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            102.06 | 
         
        
            | 
2.618             | 
            101.23 | 
         
        
            | 
1.618             | 
            100.72 | 
         
        
            | 
1.000             | 
            100.40 | 
         
        
            | 
0.618             | 
            100.21 | 
         
        
            | 
HIGH             | 
            99.89 | 
         
        
            | 
0.618             | 
            99.70 | 
         
        
            | 
0.500             | 
            99.64 | 
         
        
            | 
0.382             | 
            99.57 | 
         
        
            | 
LOW             | 
            99.38 | 
         
        
            | 
0.618             | 
            99.06 | 
         
        
            | 
1.000             | 
            98.87 | 
         
        
            | 
1.618             | 
            98.55 | 
         
        
            | 
2.618             | 
            98.04 | 
         
        
            | 
4.250             | 
            97.21 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 11-Jun-2014 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                99.69 | 
                                99.49 | 
                             
                            
                                | PP | 
                                99.66 | 
                                99.26 | 
                             
                            
                                | S1 | 
                                99.64 | 
                                99.04 | 
                             
             
         |