NYMEX Light Sweet Crude Oil Future August 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 10-Dec-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    09-Dec-2010 | 
                    10-Dec-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        91.09 | 
                        90.30 | 
                        -0.79 | 
                        -0.9% | 
                        90.31 | 
                     
                    
                        | High | 
                        91.13 | 
                        90.57 | 
                        -0.56 | 
                        -0.6% | 
                        91.66 | 
                     
                    
                        | Low | 
                        89.96 | 
                        89.48 | 
                        -0.48 | 
                        -0.5% | 
                        89.40 | 
                     
                    
                        | Close | 
                        90.25 | 
                        89.76 | 
                        -0.49 | 
                        -0.5% | 
                        89.76 | 
                     
                    
                        | Range | 
                        1.17 | 
                        1.09 | 
                        -0.08 | 
                        -6.8% | 
                        2.26 | 
                     
                    
                        | ATR | 
                        1.27 | 
                        1.26 | 
                        -0.01 | 
                        -1.0% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        5,369 | 
                        4,603 | 
                        -766 | 
                        -14.3% | 
                        31,436 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 10-Dec-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                93.21 | 
                92.57 | 
                90.36 | 
                 | 
             
            
                | R3 | 
                92.12 | 
                91.48 | 
                90.06 | 
                 | 
             
            
                | R2 | 
                91.03 | 
                91.03 | 
                89.96 | 
                 | 
             
            
                | R1 | 
                90.39 | 
                90.39 | 
                89.86 | 
                90.17 | 
             
            
                | PP | 
                89.94 | 
                89.94 | 
                89.94 | 
                89.82 | 
             
            
                | S1 | 
                89.30 | 
                89.30 | 
                89.66 | 
                89.08 | 
             
            
                | S2 | 
                88.85 | 
                88.85 | 
                89.56 | 
                 | 
             
            
                | S3 | 
                87.76 | 
                88.21 | 
                89.46 | 
                 | 
             
            
                | S4 | 
                86.67 | 
                87.12 | 
                89.16 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 10-Dec-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                97.05 | 
                95.67 | 
                91.00 | 
                 | 
             
            
                | R3 | 
                94.79 | 
                93.41 | 
                90.38 | 
                 | 
             
            
                | R2 | 
                92.53 | 
                92.53 | 
                90.17 | 
                 | 
             
            
                | R1 | 
                91.15 | 
                91.15 | 
                89.97 | 
                90.71 | 
             
            
                | PP | 
                90.27 | 
                90.27 | 
                90.27 | 
                90.06 | 
             
            
                | S1 | 
                88.89 | 
                88.89 | 
                89.55 | 
                88.45 | 
             
            
                | S2 | 
                88.01 | 
                88.01 | 
                89.35 | 
                 | 
             
            
                | S3 | 
                85.75 | 
                86.63 | 
                89.14 | 
                 | 
             
            
                | S4 | 
                83.49 | 
                84.37 | 
                88.52 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            95.20 | 
         
        
            | 
2.618             | 
            93.42 | 
         
        
            | 
1.618             | 
            92.33 | 
         
        
            | 
1.000             | 
            91.66 | 
         
        
            | 
0.618             | 
            91.24 | 
         
        
            | 
HIGH             | 
            90.57 | 
         
        
            | 
0.618             | 
            90.15 | 
         
        
            | 
0.500             | 
            90.03 | 
         
        
            | 
0.382             | 
            89.90 | 
         
        
            | 
LOW             | 
            89.48 | 
         
        
            | 
0.618             | 
            88.81 | 
         
        
            | 
1.000             | 
            88.39 | 
         
        
            | 
1.618             | 
            87.72 | 
         
        
            | 
2.618             | 
            86.63 | 
         
        
            | 
4.250             | 
            84.85 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 10-Dec-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                90.03 | 
                                90.27 | 
                             
                            
                                | PP | 
                                89.94 | 
                                90.10 | 
                             
                            
                                | S1 | 
                                89.85 | 
                                89.93 | 
                             
             
         |