NYMEX Light Sweet Crude Oil Future August 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 02-Dec-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    01-Dec-2010 | 
                    02-Dec-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        86.23 | 
                        88.53 | 
                        2.30 | 
                        2.7% | 
                        83.45 | 
                     
                    
                        | High | 
                        88.58 | 
                        89.45 | 
                        0.87 | 
                        1.0% | 
                        86.78 | 
                     
                    
                        | Low | 
                        86.23 | 
                        88.53 | 
                        2.30 | 
                        2.7% | 
                        83.43 | 
                     
                    
                        | Close | 
                        88.67 | 
                        89.46 | 
                        0.79 | 
                        0.9% | 
                        86.21 | 
                     
                    
                        | Range | 
                        2.35 | 
                        0.92 | 
                        -1.43 | 
                        -60.9% | 
                        3.35 | 
                     
                    
                        | ATR | 
                        1.34 | 
                        1.31 | 
                        -0.03 | 
                        -2.2% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        1,576 | 
                        2,951 | 
                        1,375 | 
                        87.2% | 
                        8,866 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 02-Dec-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                91.91 | 
                91.60 | 
                89.97 | 
                 | 
             
            
                | R3 | 
                90.99 | 
                90.68 | 
                89.71 | 
                 | 
             
            
                | R2 | 
                90.07 | 
                90.07 | 
                89.63 | 
                 | 
             
            
                | R1 | 
                89.76 | 
                89.76 | 
                89.54 | 
                89.92 | 
             
            
                | PP | 
                89.15 | 
                89.15 | 
                89.15 | 
                89.22 | 
             
            
                | S1 | 
                88.84 | 
                88.84 | 
                89.38 | 
                89.00 | 
             
            
                | S2 | 
                88.23 | 
                88.23 | 
                89.29 | 
                 | 
             
            
                | S3 | 
                87.31 | 
                87.92 | 
                89.21 | 
                 | 
             
            
                | S4 | 
                86.39 | 
                87.00 | 
                88.95 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 26-Nov-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                95.52 | 
                94.22 | 
                88.05 | 
                 | 
             
            
                | R3 | 
                92.17 | 
                90.87 | 
                87.13 | 
                 | 
             
            
                | R2 | 
                88.82 | 
                88.82 | 
                86.82 | 
                 | 
             
            
                | R1 | 
                87.52 | 
                87.52 | 
                86.52 | 
                88.17 | 
             
            
                | PP | 
                85.47 | 
                85.47 | 
                85.47 | 
                85.80 | 
             
            
                | S1 | 
                84.17 | 
                84.17 | 
                85.90 | 
                84.82 | 
             
            
                | S2 | 
                82.12 | 
                82.12 | 
                85.60 | 
                 | 
             
            
                | S3 | 
                78.77 | 
                80.82 | 
                85.29 | 
                 | 
             
            
                | S4 | 
                75.42 | 
                77.47 | 
                84.37 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            93.36 | 
         
        
            | 
2.618             | 
            91.86 | 
         
        
            | 
1.618             | 
            90.94 | 
         
        
            | 
1.000             | 
            90.37 | 
         
        
            | 
0.618             | 
            90.02 | 
         
        
            | 
HIGH             | 
            89.45 | 
         
        
            | 
0.618             | 
            89.10 | 
         
        
            | 
0.500             | 
            88.99 | 
         
        
            | 
0.382             | 
            88.88 | 
         
        
            | 
LOW             | 
            88.53 | 
         
        
            | 
0.618             | 
            87.96 | 
         
        
            | 
1.000             | 
            87.61 | 
         
        
            | 
1.618             | 
            87.04 | 
         
        
            | 
2.618             | 
            86.12 | 
         
        
            | 
4.250             | 
            84.62 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 02-Dec-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                89.30 | 
                                88.92 | 
                             
                            
                                | PP | 
                                89.15 | 
                                88.37 | 
                             
                            
                                | S1 | 
                                88.99 | 
                                87.83 | 
                             
             
         |