NYMEX Light Sweet Crude Oil Future December 2014
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 13-Jun-2014 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    12-Jun-2014 | 
                    13-Jun-2014 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        99.81 | 
                        101.62 | 
                        1.81 | 
                        1.8% | 
                        98.19 | 
                     
                    
                        | High | 
                        101.77 | 
                        102.48 | 
                        0.71 | 
                        0.7% | 
                        102.48 | 
                     
                    
                        | Low | 
                        99.68 | 
                        101.08 | 
                        1.40 | 
                        1.4% | 
                        98.15 | 
                     
                    
                        | Close | 
                        101.52 | 
                        101.44 | 
                        -0.08 | 
                        -0.1% | 
                        101.44 | 
                     
                    
                        | Range | 
                        2.09 | 
                        1.40 | 
                        -0.69 | 
                        -33.0% | 
                        4.33 | 
                     
                    
                        | ATR | 
                        1.00 | 
                        1.03 | 
                        0.03 | 
                        2.9% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        46,092 | 
                        102,149 | 
                        56,057 | 
                        121.6% | 
                        320,877 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 13-Jun-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                105.87 | 
                105.05 | 
                102.21 | 
                 | 
             
            
                | R3 | 
                104.47 | 
                103.65 | 
                101.83 | 
                 | 
             
            
                | R2 | 
                103.07 | 
                103.07 | 
                101.70 | 
                 | 
             
            
                | R1 | 
                102.25 | 
                102.25 | 
                101.57 | 
                101.96 | 
             
            
                | PP | 
                101.67 | 
                101.67 | 
                101.67 | 
                101.52 | 
             
            
                | S1 | 
                100.85 | 
                100.85 | 
                101.31 | 
                100.56 | 
             
            
                | S2 | 
                100.27 | 
                100.27 | 
                101.18 | 
                 | 
             
            
                | S3 | 
                98.87 | 
                99.45 | 
                101.06 | 
                 | 
             
            
                | S4 | 
                97.47 | 
                98.05 | 
                100.67 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 13-Jun-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                113.68 | 
                111.89 | 
                103.82 | 
                 | 
             
            
                | R3 | 
                109.35 | 
                107.56 | 
                102.63 | 
                 | 
             
            
                | R2 | 
                105.02 | 
                105.02 | 
                102.23 | 
                 | 
             
            
                | R1 | 
                103.23 | 
                103.23 | 
                101.84 | 
                104.13 | 
             
            
                | PP | 
                100.69 | 
                100.69 | 
                100.69 | 
                101.14 | 
             
            
                | S1 | 
                98.90 | 
                98.90 | 
                101.04 | 
                99.80 | 
             
            
                | S2 | 
                96.36 | 
                96.36 | 
                100.65 | 
                 | 
             
            
                | S3 | 
                92.03 | 
                94.57 | 
                100.25 | 
                 | 
             
            
                | S4 | 
                87.70 | 
                90.24 | 
                99.06 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                102.48 | 
                98.15 | 
                4.33 | 
                4.3% | 
                1.26 | 
                1.2% | 
                76% | 
                True | 
                False | 
                64,175 | 
                 
                
                | 10 | 
                102.48 | 
                97.38 | 
                5.10 | 
                5.0% | 
                1.06 | 
                1.0% | 
                80% | 
                True | 
                False | 
                51,629 | 
                 
                
                | 20 | 
                102.48 | 
                96.62 | 
                5.86 | 
                5.8% | 
                0.94 | 
                0.9% | 
                82% | 
                True | 
                False | 
                46,806 | 
                 
                
                | 40 | 
                102.48 | 
                93.98 | 
                8.50 | 
                8.4% | 
                0.97 | 
                1.0% | 
                88% | 
                True | 
                False | 
                43,714 | 
                 
                
                | 60 | 
                102.48 | 
                92.30 | 
                10.18 | 
                10.0% | 
                0.99 | 
                1.0% | 
                90% | 
                True | 
                False | 
                41,125 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            108.43 | 
         
        
            | 
2.618             | 
            106.15 | 
         
        
            | 
1.618             | 
            104.75 | 
         
        
            | 
1.000             | 
            103.88 | 
         
        
            | 
0.618             | 
            103.35 | 
         
        
            | 
HIGH             | 
            102.48 | 
         
        
            | 
0.618             | 
            101.95 | 
         
        
            | 
0.500             | 
            101.78 | 
         
        
            | 
0.382             | 
            101.61 | 
         
        
            | 
LOW             | 
            101.08 | 
         
        
            | 
0.618             | 
            100.21 | 
         
        
            | 
1.000             | 
            99.68 | 
         
        
            | 
1.618             | 
            98.81 | 
         
        
            | 
2.618             | 
            97.41 | 
         
        
            | 
4.250             | 
            95.13 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 13-Jun-2014 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                101.78 | 
                                101.27 | 
                             
                            
                                | PP | 
                                101.67 | 
                                101.10 | 
                             
                            
                                | S1 | 
                                101.55 | 
                                100.93 | 
                             
             
         |