NYMEX Light Sweet Crude Oil Future December 2014
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 03-Jul-2014 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    02-Jul-2014 | 
                    03-Jul-2014 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        102.12 | 
                        101.15 | 
                        -0.97 | 
                        -0.9% | 
                        103.50 | 
                     
                    
                        | High | 
                        102.34 | 
                        101.34 | 
                        -1.00 | 
                        -1.0% | 
                        103.66 | 
                     
                    
                        | Low | 
                        101.07 | 
                        100.84 | 
                        -0.23 | 
                        -0.2% | 
                        101.58 | 
                     
                    
                        | Close | 
                        101.54 | 
                        101.21 | 
                        -0.33 | 
                        -0.3% | 
                        102.44 | 
                     
                    
                        | Range | 
                        1.27 | 
                        0.50 | 
                        -0.77 | 
                        -60.6% | 
                        2.08 | 
                     
                    
                        | ATR | 
                        1.05 | 
                        1.02 | 
                        -0.02 | 
                        -2.4% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        55,407 | 
                        55,539 | 
                        132 | 
                        0.2% | 
                        257,821 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 03-Jul-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                102.63 | 
                102.42 | 
                101.49 | 
                 | 
             
            
                | R3 | 
                102.13 | 
                101.92 | 
                101.35 | 
                 | 
             
            
                | R2 | 
                101.63 | 
                101.63 | 
                101.30 | 
                 | 
             
            
                | R1 | 
                101.42 | 
                101.42 | 
                101.26 | 
                101.53 | 
             
            
                | PP | 
                101.13 | 
                101.13 | 
                101.13 | 
                101.18 | 
             
            
                | S1 | 
                100.92 | 
                100.92 | 
                101.16 | 
                101.03 | 
             
            
                | S2 | 
                100.63 | 
                100.63 | 
                101.12 | 
                 | 
             
            
                | S3 | 
                100.13 | 
                100.42 | 
                101.07 | 
                 | 
             
            
                | S4 | 
                99.63 | 
                99.92 | 
                100.94 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 27-Jun-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                108.80 | 
                107.70 | 
                103.58 | 
                 | 
             
            
                | R3 | 
                106.72 | 
                105.62 | 
                103.01 | 
                 | 
             
            
                | R2 | 
                104.64 | 
                104.64 | 
                102.82 | 
                 | 
             
            
                | R1 | 
                103.54 | 
                103.54 | 
                102.63 | 
                103.05 | 
             
            
                | PP | 
                102.56 | 
                102.56 | 
                102.56 | 
                102.32 | 
             
            
                | S1 | 
                101.46 | 
                101.46 | 
                102.25 | 
                100.97 | 
             
            
                | S2 | 
                100.48 | 
                100.48 | 
                102.06 | 
                 | 
             
            
                | S3 | 
                98.40 | 
                99.38 | 
                101.87 | 
                 | 
             
            
                | S4 | 
                96.32 | 
                97.30 | 
                101.30 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                102.72 | 
                100.84 | 
                1.88 | 
                1.9% | 
                0.88 | 
                0.9% | 
                20% | 
                False | 
                True | 
                48,600 | 
                 
                
                | 10 | 
                103.66 | 
                100.84 | 
                2.82 | 
                2.8% | 
                1.06 | 
                1.0% | 
                13% | 
                False | 
                True | 
                53,844 | 
                 
                
                | 20 | 
                103.66 | 
                97.85 | 
                5.81 | 
                5.7% | 
                1.05 | 
                1.0% | 
                58% | 
                False | 
                False | 
                58,916 | 
                 
                
                | 40 | 
                103.66 | 
                94.56 | 
                9.10 | 
                9.0% | 
                0.96 | 
                1.0% | 
                73% | 
                False | 
                False | 
                49,744 | 
                 
                
                | 60 | 
                103.66 | 
                93.98 | 
                9.68 | 
                9.6% | 
                0.96 | 
                1.0% | 
                75% | 
                False | 
                False | 
                47,193 | 
                 
                
                | 80 | 
                103.66 | 
                92.25 | 
                11.41 | 
                11.3% | 
                0.99 | 
                1.0% | 
                79% | 
                False | 
                False | 
                43,923 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            103.47 | 
         
        
            | 
2.618             | 
            102.65 | 
         
        
            | 
1.618             | 
            102.15 | 
         
        
            | 
1.000             | 
            101.84 | 
         
        
            | 
0.618             | 
            101.65 | 
         
        
            | 
HIGH             | 
            101.34 | 
         
        
            | 
0.618             | 
            101.15 | 
         
        
            | 
0.500             | 
            101.09 | 
         
        
            | 
0.382             | 
            101.03 | 
         
        
            | 
LOW             | 
            100.84 | 
         
        
            | 
0.618             | 
            100.53 | 
         
        
            | 
1.000             | 
            100.34 | 
         
        
            | 
1.618             | 
            100.03 | 
         
        
            | 
2.618             | 
            99.53 | 
         
        
            | 
4.250             | 
            98.72 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 03-Jul-2014 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                101.17 | 
                                101.78 | 
                             
                            
                                | PP | 
                                101.13 | 
                                101.59 | 
                             
                            
                                | S1 | 
                                101.09 | 
                                101.40 | 
                             
             
         |