NYMEX Light Sweet Crude Oil Future December 2014
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 10-Jul-2014 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    09-Jul-2014 | 
                    10-Jul-2014 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        100.42 | 
                        99.16 | 
                        -1.26 | 
                        -1.3% | 
                        102.37 | 
                     
                    
                        | High | 
                        100.54 | 
                        100.35 | 
                        -0.19 | 
                        -0.2% | 
                        102.71 | 
                     
                    
                        | Low | 
                        99.18 | 
                        99.01 | 
                        -0.17 | 
                        -0.2% | 
                        100.84 | 
                     
                    
                        | Close | 
                        99.60 | 
                        100.30 | 
                        0.70 | 
                        0.7% | 
                        101.21 | 
                     
                    
                        | Range | 
                        1.36 | 
                        1.34 | 
                        -0.02 | 
                        -1.5% | 
                        1.87 | 
                     
                    
                        | ATR | 
                        1.04 | 
                        1.06 | 
                        0.02 | 
                        2.1% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        64,801 | 
                        60,412 | 
                        -4,389 | 
                        -6.8% | 
                        196,661 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 10-Jul-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                103.91 | 
                103.44 | 
                101.04 | 
                 | 
             
            
                | R3 | 
                102.57 | 
                102.10 | 
                100.67 | 
                 | 
             
            
                | R2 | 
                101.23 | 
                101.23 | 
                100.55 | 
                 | 
             
            
                | R1 | 
                100.76 | 
                100.76 | 
                100.42 | 
                101.00 | 
             
            
                | PP | 
                99.89 | 
                99.89 | 
                99.89 | 
                100.00 | 
             
            
                | S1 | 
                99.42 | 
                99.42 | 
                100.18 | 
                99.66 | 
             
            
                | S2 | 
                98.55 | 
                98.55 | 
                100.05 | 
                 | 
             
            
                | S3 | 
                97.21 | 
                98.08 | 
                99.93 | 
                 | 
             
            
                | S4 | 
                95.87 | 
                96.74 | 
                99.56 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 04-Jul-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                107.20 | 
                106.07 | 
                102.24 | 
                 | 
             
            
                | R3 | 
                105.33 | 
                104.20 | 
                101.72 | 
                 | 
             
            
                | R2 | 
                103.46 | 
                103.46 | 
                101.55 | 
                 | 
             
            
                | R1 | 
                102.33 | 
                102.33 | 
                101.38 | 
                101.96 | 
             
            
                | PP | 
                101.59 | 
                101.59 | 
                101.59 | 
                101.40 | 
             
            
                | S1 | 
                100.46 | 
                100.46 | 
                101.04 | 
                100.09 | 
             
            
                | S2 | 
                99.72 | 
                99.72 | 
                100.87 | 
                 | 
             
            
                | S3 | 
                97.85 | 
                98.59 | 
                100.70 | 
                 | 
             
            
                | S4 | 
                95.98 | 
                96.72 | 
                100.18 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                101.34 | 
                99.01 | 
                2.33 | 
                2.3% | 
                1.02 | 
                1.0% | 
                55% | 
                False | 
                True | 
                54,082 | 
                 
                
                | 10 | 
                103.07 | 
                99.01 | 
                4.06 | 
                4.0% | 
                1.04 | 
                1.0% | 
                32% | 
                False | 
                True | 
                53,803 | 
                 
                
                | 20 | 
                103.66 | 
                99.01 | 
                4.65 | 
                4.6% | 
                1.10 | 
                1.1% | 
                28% | 
                False | 
                True | 
                58,764 | 
                 
                
                | 40 | 
                103.66 | 
                96.41 | 
                7.25 | 
                7.2% | 
                0.97 | 
                1.0% | 
                54% | 
                False | 
                False | 
                51,480 | 
                 
                
                | 60 | 
                103.66 | 
                93.98 | 
                9.68 | 
                9.7% | 
                0.99 | 
                1.0% | 
                65% | 
                False | 
                False | 
                47,553 | 
                 
                
                | 80 | 
                103.66 | 
                92.25 | 
                11.41 | 
                11.4% | 
                0.99 | 
                1.0% | 
                71% | 
                False | 
                False | 
                44,595 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            106.05 | 
         
        
            | 
2.618             | 
            103.86 | 
         
        
            | 
1.618             | 
            102.52 | 
         
        
            | 
1.000             | 
            101.69 | 
         
        
            | 
0.618             | 
            101.18 | 
         
        
            | 
HIGH             | 
            100.35 | 
         
        
            | 
0.618             | 
            99.84 | 
         
        
            | 
0.500             | 
            99.68 | 
         
        
            | 
0.382             | 
            99.52 | 
         
        
            | 
LOW             | 
            99.01 | 
         
        
            | 
0.618             | 
            98.18 | 
         
        
            | 
1.000             | 
            97.67 | 
         
        
            | 
1.618             | 
            96.84 | 
         
        
            | 
2.618             | 
            95.50 | 
         
        
            | 
4.250             | 
            93.32 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 10-Jul-2014 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                100.09 | 
                                100.23 | 
                             
                            
                                | PP | 
                                99.89 | 
                                100.15 | 
                             
                            
                                | S1 | 
                                99.68 | 
                                100.08 | 
                             
             
         |