NYMEX Light Sweet Crude Oil Future August 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 16-Dec-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    15-Dec-2010 | 
                    16-Dec-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        90.23 | 
                        91.11 | 
                        0.88 | 
                        1.0% | 
                        90.31 | 
                     
                    
                        | High | 
                        91.43 | 
                        91.33 | 
                        -0.10 | 
                        -0.1% | 
                        91.66 | 
                     
                    
                        | Low | 
                        89.80 | 
                        90.72 | 
                        0.92 | 
                        1.0% | 
                        89.40 | 
                     
                    
                        | Close | 
                        91.22 | 
                        90.96 | 
                        -0.26 | 
                        -0.3% | 
                        89.76 | 
                     
                    
                        | Range | 
                        1.63 | 
                        0.61 | 
                        -1.02 | 
                        -62.6% | 
                        2.26 | 
                     
                    
                        | ATR | 
                        1.28 | 
                        1.23 | 
                        -0.05 | 
                        -3.7% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        3,053 | 
                        4,419 | 
                        1,366 | 
                        44.7% | 
                        31,436 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 16-Dec-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                92.83 | 
                92.51 | 
                91.30 | 
                 | 
             
            
                | R3 | 
                92.22 | 
                91.90 | 
                91.13 | 
                 | 
             
            
                | R2 | 
                91.61 | 
                91.61 | 
                91.07 | 
                 | 
             
            
                | R1 | 
                91.29 | 
                91.29 | 
                91.02 | 
                91.15 | 
             
            
                | PP | 
                91.00 | 
                91.00 | 
                91.00 | 
                90.93 | 
             
            
                | S1 | 
                90.68 | 
                90.68 | 
                90.90 | 
                90.54 | 
             
            
                | S2 | 
                90.39 | 
                90.39 | 
                90.85 | 
                 | 
             
            
                | S3 | 
                89.78 | 
                90.07 | 
                90.79 | 
                 | 
             
            
                | S4 | 
                89.17 | 
                89.46 | 
                90.62 | 
                 | 
             
     
 | 
    
        
            | 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             | 
            93.92 | 
         
        
            | 
2.618             | 
            92.93 | 
         
        
            | 
1.618             | 
            92.32 | 
         
        
            | 
1.000             | 
            91.94 | 
         
        
            | 
0.618             | 
            91.71 | 
         
        
            | 
HIGH             | 
            91.33 | 
         
        
            | 
0.618             | 
            91.10 | 
         
        
            | 
0.500             | 
            91.03 | 
         
        
            | 
0.382             | 
            90.95 | 
         
        
            | 
LOW             | 
            90.72 | 
         
        
            | 
0.618             | 
            90.34 | 
         
        
            | 
1.000             | 
            90.11 | 
         
        
            | 
1.618             | 
            89.73 | 
         
        
            | 
2.618             | 
            89.12 | 
         
        
            | 
4.250             | 
            88.13 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 16-Dec-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                91.03 | 
                                90.85 | 
                             
                            
                                | PP | 
                                91.00 | 
                                90.73 | 
                             
                            
                                | S1 | 
                                90.98 | 
                                90.62 | 
                             
             
         |