NYMEX Light Sweet Crude Oil Future September 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 12-Feb-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    11-Feb-2010 | 
                    12-Feb-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        77.01 | 
                        77.23 | 
                        0.22 | 
                        0.3% | 
                        74.66 | 
                     
                    
                        | High | 
                        78.07 | 
                        77.53 | 
                        -0.54 | 
                        -0.7% | 
                        78.07 | 
                     
                    
                        | Low | 
                        76.04 | 
                        75.78 | 
                        -0.26 | 
                        -0.3% | 
                        73.53 | 
                     
                    
                        | Close | 
                        78.02 | 
                        76.95 | 
                        -1.07 | 
                        -1.4% | 
                        76.95 | 
                     
                    
                        | Range | 
                        2.03 | 
                        1.75 | 
                        -0.28 | 
                        -13.8% | 
                        4.54 | 
                     
                    
                        | ATR | 
                        1.86 | 
                        1.89 | 
                        0.03 | 
                        1.5% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        3,302 | 
                        6,192 | 
                        2,890 | 
                        87.5% | 
                        38,876 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 12-Feb-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                82.00 | 
                81.23 | 
                77.91 | 
                 | 
             
            
                | R3 | 
                80.25 | 
                79.48 | 
                77.43 | 
                 | 
             
            
                | R2 | 
                78.50 | 
                78.50 | 
                77.27 | 
                 | 
             
            
                | R1 | 
                77.73 | 
                77.73 | 
                77.11 | 
                77.24 | 
             
            
                | PP | 
                76.75 | 
                76.75 | 
                76.75 | 
                76.51 | 
             
            
                | S1 | 
                75.98 | 
                75.98 | 
                76.79 | 
                75.49 | 
             
            
                | S2 | 
                75.00 | 
                75.00 | 
                76.63 | 
                 | 
             
            
                | S3 | 
                73.25 | 
                74.23 | 
                76.47 | 
                 | 
             
            
                | S4 | 
                71.50 | 
                72.48 | 
                75.99 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 12-Feb-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                89.80 | 
                87.92 | 
                79.45 | 
                 | 
             
            
                | R3 | 
                85.26 | 
                83.38 | 
                78.20 | 
                 | 
             
            
                | R2 | 
                80.72 | 
                80.72 | 
                77.78 | 
                 | 
             
            
                | R1 | 
                78.84 | 
                78.84 | 
                77.37 | 
                79.78 | 
             
            
                | PP | 
                76.18 | 
                76.18 | 
                76.18 | 
                76.66 | 
             
            
                | S1 | 
                74.30 | 
                74.30 | 
                76.53 | 
                75.24 | 
             
            
                | S2 | 
                71.64 | 
                71.64 | 
                76.12 | 
                 | 
             
            
                | S3 | 
                67.10 | 
                69.76 | 
                75.70 | 
                 | 
             
            
                | S4 | 
                62.56 | 
                65.22 | 
                74.45 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                78.07 | 
                73.53 | 
                4.54 | 
                5.9% | 
                1.91 | 
                2.5% | 
                75% | 
                False | 
                False | 
                7,775 | 
                 
                
                | 10 | 
                80.95 | 
                72.43 | 
                8.52 | 
                11.1% | 
                2.23 | 
                2.9% | 
                53% | 
                False | 
                False | 
                6,467 | 
                 
                
                | 20 | 
                82.65 | 
                72.43 | 
                10.22 | 
                13.3% | 
                1.64 | 
                2.1% | 
                44% | 
                False | 
                False | 
                5,278 | 
                 
                
                | 40 | 
                87.30 | 
                72.43 | 
                14.87 | 
                19.3% | 
                1.30 | 
                1.7% | 
                30% | 
                False | 
                False | 
                3,953 | 
                 
                
                | 60 | 
                87.30 | 
                72.43 | 
                14.87 | 
                19.3% | 
                1.23 | 
                1.6% | 
                30% | 
                False | 
                False | 
                3,465 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            84.97 | 
         
        
            | 
2.618             | 
            82.11 | 
         
        
            | 
1.618             | 
            80.36 | 
         
        
            | 
1.000             | 
            79.28 | 
         
        
            | 
0.618             | 
            78.61 | 
         
        
            | 
HIGH             | 
            77.53 | 
         
        
            | 
0.618             | 
            76.86 | 
         
        
            | 
0.500             | 
            76.66 | 
         
        
            | 
0.382             | 
            76.45 | 
         
        
            | 
LOW             | 
            75.78 | 
         
        
            | 
0.618             | 
            74.70 | 
         
        
            | 
1.000             | 
            74.03 | 
         
        
            | 
1.618             | 
            72.95 | 
         
        
            | 
2.618             | 
            71.20 | 
         
        
            | 
4.250             | 
            68.34 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 12-Feb-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                76.85 | 
                                76.88 | 
                             
                            
                                | PP | 
                                76.75 | 
                                76.81 | 
                             
                            
                                | S1 | 
                                76.66 | 
                                76.75 | 
                             
             
         |