NYMEX Light Sweet Crude Oil Future August 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 03-Feb-2011 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    02-Feb-2011 | 
                    03-Feb-2011 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        97.83 | 
                        98.91 | 
                        1.08 | 
                        1.1% | 
                        94.52 | 
                     
                    
                        | High | 
                        98.57 | 
                        99.15 | 
                        0.58 | 
                        0.6% | 
                        96.26 | 
                     
                    
                        | Low | 
                        97.72 | 
                        98.03 | 
                        0.31 | 
                        0.3% | 
                        91.88 | 
                     
                    
                        | Close | 
                        98.54 | 
                        98.23 | 
                        -0.31 | 
                        -0.3% | 
                        96.19 | 
                     
                    
                        | Range | 
                        0.85 | 
                        1.12 | 
                        0.27 | 
                        31.8% | 
                        4.38 | 
                     
                    
                        | ATR | 
                        1.47 | 
                        1.45 | 
                        -0.03 | 
                        -1.7% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        21,001 | 
                        15,276 | 
                        -5,725 | 
                        -27.3% | 
                        79,970 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 03-Feb-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                101.83 | 
                101.15 | 
                98.85 | 
                 | 
             
            
                | R3 | 
                100.71 | 
                100.03 | 
                98.54 | 
                 | 
             
            
                | R2 | 
                99.59 | 
                99.59 | 
                98.44 | 
                 | 
             
            
                | R1 | 
                98.91 | 
                98.91 | 
                98.33 | 
                98.69 | 
             
            
                | PP | 
                98.47 | 
                98.47 | 
                98.47 | 
                98.36 | 
             
            
                | S1 | 
                97.79 | 
                97.79 | 
                98.13 | 
                97.57 | 
             
            
                | S2 | 
                97.35 | 
                97.35 | 
                98.02 | 
                 | 
             
            
                | S3 | 
                96.23 | 
                96.67 | 
                97.92 | 
                 | 
             
            
                | S4 | 
                95.11 | 
                95.55 | 
                97.61 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 28-Jan-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                107.92 | 
                106.43 | 
                98.60 | 
                 | 
             
            
                | R3 | 
                103.54 | 
                102.05 | 
                97.39 | 
                 | 
             
            
                | R2 | 
                99.16 | 
                99.16 | 
                96.99 | 
                 | 
             
            
                | R1 | 
                97.67 | 
                97.67 | 
                96.59 | 
                98.42 | 
             
            
                | PP | 
                94.78 | 
                94.78 | 
                94.78 | 
                95.15 | 
             
            
                | S1 | 
                93.29 | 
                93.29 | 
                95.79 | 
                94.04 | 
             
            
                | S2 | 
                90.40 | 
                90.40 | 
                95.39 | 
                 | 
             
            
                | S3 | 
                86.02 | 
                88.91 | 
                94.99 | 
                 | 
             
            
                | S4 | 
                81.64 | 
                84.53 | 
                93.78 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            103.91 | 
         
        
            | 
2.618             | 
            102.08 | 
         
        
            | 
1.618             | 
            100.96 | 
         
        
            | 
1.000             | 
            100.27 | 
         
        
            | 
0.618             | 
            99.84 | 
         
        
            | 
HIGH             | 
            99.15 | 
         
        
            | 
0.618             | 
            98.72 | 
         
        
            | 
0.500             | 
            98.59 | 
         
        
            | 
0.382             | 
            98.46 | 
         
        
            | 
LOW             | 
            98.03 | 
         
        
            | 
0.618             | 
            97.34 | 
         
        
            | 
1.000             | 
            96.91 | 
         
        
            | 
1.618             | 
            96.22 | 
         
        
            | 
2.618             | 
            95.10 | 
         
        
            | 
4.250             | 
            93.27 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 03-Feb-2011 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                98.59 | 
                                98.24 | 
                             
                            
                                | PP | 
                                98.47 | 
                                98.23 | 
                             
                            
                                | S1 | 
                                98.35 | 
                                98.23 | 
                             
             
         |