NYMEX Light Sweet Crude Oil Future August 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 14-Dec-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    13-Dec-2010 | 
                    14-Dec-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        90.10 | 
                        90.27 | 
                        0.17 | 
                        0.2% | 
                        90.31 | 
                     
                    
                        | High | 
                        91.36 | 
                        91.03 | 
                        -0.33 | 
                        -0.4% | 
                        91.66 | 
                     
                    
                        | Low | 
                        90.10 | 
                        90.27 | 
                        0.17 | 
                        0.2% | 
                        89.40 | 
                     
                    
                        | Close | 
                        90.57 | 
                        90.63 | 
                        0.06 | 
                        0.1% | 
                        89.76 | 
                     
                    
                        | Range | 
                        1.26 | 
                        0.76 | 
                        -0.50 | 
                        -39.7% | 
                        2.26 | 
                     
                    
                        | ATR | 
                        1.29 | 
                        1.25 | 
                        -0.04 | 
                        -2.9% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        1,579 | 
                        9,631 | 
                        8,052 | 
                        509.9% | 
                        31,436 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 14-Dec-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                92.92 | 
                92.54 | 
                91.05 | 
                 | 
             
            
                | R3 | 
                92.16 | 
                91.78 | 
                90.84 | 
                 | 
             
            
                | R2 | 
                91.40 | 
                91.40 | 
                90.77 | 
                 | 
             
            
                | R1 | 
                91.02 | 
                91.02 | 
                90.70 | 
                91.21 | 
             
            
                | PP | 
                90.64 | 
                90.64 | 
                90.64 | 
                90.74 | 
             
            
                | S1 | 
                90.26 | 
                90.26 | 
                90.56 | 
                90.45 | 
             
            
                | S2 | 
                89.88 | 
                89.88 | 
                90.49 | 
                 | 
             
            
                | S3 | 
                89.12 | 
                89.50 | 
                90.42 | 
                 | 
             
            
                | S4 | 
                88.36 | 
                88.74 | 
                90.21 | 
                 | 
             
     
 | 
    
        
            | 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             | 
            94.26 | 
         
        
            | 
2.618             | 
            93.02 | 
         
        
            | 
1.618             | 
            92.26 | 
         
        
            | 
1.000             | 
            91.79 | 
         
        
            | 
0.618             | 
            91.50 | 
         
        
            | 
HIGH             | 
            91.03 | 
         
        
            | 
0.618             | 
            90.74 | 
         
        
            | 
0.500             | 
            90.65 | 
         
        
            | 
0.382             | 
            90.56 | 
         
        
            | 
LOW             | 
            90.27 | 
         
        
            | 
0.618             | 
            89.80 | 
         
        
            | 
1.000             | 
            89.51 | 
         
        
            | 
1.618             | 
            89.04 | 
         
        
            | 
2.618             | 
            88.28 | 
         
        
            | 
4.250             | 
            87.04 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 14-Dec-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                90.65 | 
                                90.56 | 
                             
                            
                                | PP | 
                                90.64 | 
                                90.49 | 
                             
                            
                                | S1 | 
                                90.64 | 
                                90.42 | 
                             
             
         |