NYMEX Light Sweet Crude Oil Future August 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 17-Feb-2011 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    16-Feb-2011 | 
                    17-Feb-2011 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        94.95 | 
                        95.22 | 
                        0.27 | 
                        0.3% | 
                        97.34 | 
                     
                    
                        | High | 
                        95.45 | 
                        95.44 | 
                        -0.01 | 
                        0.0% | 
                        97.54 | 
                     
                    
                        | Low | 
                        94.32 | 
                        93.92 | 
                        -0.40 | 
                        -0.4% | 
                        95.35 | 
                     
                    
                        | Close | 
                        94.97 | 
                        94.54 | 
                        -0.43 | 
                        -0.5% | 
                        96.05 | 
                     
                    
                        | Range | 
                        1.13 | 
                        1.52 | 
                        0.39 | 
                        34.5% | 
                        2.19 | 
                     
                    
                        | ATR | 
                        1.52 | 
                        1.52 | 
                        0.00 | 
                        0.0% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        13,019 | 
                        17,621 | 
                        4,602 | 
                        35.3% | 
                        75,948 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 17-Feb-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                99.19 | 
                98.39 | 
                95.38 | 
                 | 
             
            
                | R3 | 
                97.67 | 
                96.87 | 
                94.96 | 
                 | 
             
            
                | R2 | 
                96.15 | 
                96.15 | 
                94.82 | 
                 | 
             
            
                | R1 | 
                95.35 | 
                95.35 | 
                94.68 | 
                94.99 | 
             
            
                | PP | 
                94.63 | 
                94.63 | 
                94.63 | 
                94.46 | 
             
            
                | S1 | 
                93.83 | 
                93.83 | 
                94.40 | 
                93.47 | 
             
            
                | S2 | 
                93.11 | 
                93.11 | 
                94.26 | 
                 | 
             
            
                | S3 | 
                91.59 | 
                92.31 | 
                94.12 | 
                 | 
             
            
                | S4 | 
                90.07 | 
                90.79 | 
                93.70 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 11-Feb-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                102.88 | 
                101.66 | 
                97.25 | 
                 | 
             
            
                | R3 | 
                100.69 | 
                99.47 | 
                96.65 | 
                 | 
             
            
                | R2 | 
                98.50 | 
                98.50 | 
                96.45 | 
                 | 
             
            
                | R1 | 
                97.28 | 
                97.28 | 
                96.25 | 
                96.80 | 
             
            
                | PP | 
                96.31 | 
                96.31 | 
                96.31 | 
                96.07 | 
             
            
                | S1 | 
                95.09 | 
                95.09 | 
                95.85 | 
                94.61 | 
             
            
                | S2 | 
                94.12 | 
                94.12 | 
                95.65 | 
                 | 
             
            
                | S3 | 
                91.93 | 
                92.90 | 
                95.45 | 
                 | 
             
            
                | S4 | 
                89.74 | 
                90.71 | 
                94.85 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                97.88 | 
                93.92 | 
                3.96 | 
                4.2% | 
                1.64 | 
                1.7% | 
                16% | 
                False | 
                True | 
                14,640 | 
                 
                
                | 10 | 
                98.73 | 
                93.92 | 
                4.81 | 
                5.1% | 
                1.58 | 
                1.7% | 
                13% | 
                False | 
                True | 
                14,564 | 
                 
                
                | 20 | 
                99.15 | 
                91.88 | 
                7.27 | 
                7.7% | 
                1.52 | 
                1.6% | 
                37% | 
                False | 
                False | 
                15,914 | 
                 
                
                | 40 | 
                99.15 | 
                91.78 | 
                7.37 | 
                7.8% | 
                1.44 | 
                1.5% | 
                37% | 
                False | 
                False | 
                11,295 | 
                 
                
                | 60 | 
                99.15 | 
                83.43 | 
                15.72 | 
                16.6% | 
                1.37 | 
                1.4% | 
                71% | 
                False | 
                False | 
                8,906 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            101.90 | 
         
        
            | 
2.618             | 
            99.42 | 
         
        
            | 
1.618             | 
            97.90 | 
         
        
            | 
1.000             | 
            96.96 | 
         
        
            | 
0.618             | 
            96.38 | 
         
        
            | 
HIGH             | 
            95.44 | 
         
        
            | 
0.618             | 
            94.86 | 
         
        
            | 
0.500             | 
            94.68 | 
         
        
            | 
0.382             | 
            94.50 | 
         
        
            | 
LOW             | 
            93.92 | 
         
        
            | 
0.618             | 
            92.98 | 
         
        
            | 
1.000             | 
            92.40 | 
         
        
            | 
1.618             | 
            91.46 | 
         
        
            | 
2.618             | 
            89.94 | 
         
        
            | 
4.250             | 
            87.46 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 17-Feb-2011 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                94.68 | 
                                95.42 | 
                             
                            
                                | PP | 
                                94.63 | 
                                95.13 | 
                             
                            
                                | S1 | 
                                94.59 | 
                                94.83 | 
                             
             
         |