NYMEX Light Sweet Crude Oil Future December 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 08-Sep-2011 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    07-Sep-2011 | 
                    08-Sep-2011 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        87.11 | 
                        90.49 | 
                        3.38 | 
                        3.9% | 
                        86.20 | 
                     
                    
                        | High | 
                        90.96 | 
                        90.64 | 
                        -0.32 | 
                        -0.4% | 
                        90.56 | 
                     
                    
                        | Low | 
                        86.85 | 
                        88.82 | 
                        1.97 | 
                        2.3% | 
                        85.85 | 
                     
                    
                        | Close | 
                        89.86 | 
                        89.49 | 
                        -0.37 | 
                        -0.4% | 
                        87.13 | 
                     
                    
                        | Range | 
                        4.11 | 
                        1.82 | 
                        -2.29 | 
                        -55.7% | 
                        4.71 | 
                     
                    
                        | ATR | 
                        3.25 | 
                        3.15 | 
                        -0.10 | 
                        -3.1% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        93,792 | 
                        109,447 | 
                        15,655 | 
                        16.7% | 
                        458,621 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 08-Sep-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                95.11 | 
                94.12 | 
                90.49 | 
                 | 
             
            
                | R3 | 
                93.29 | 
                92.30 | 
                89.99 | 
                 | 
             
            
                | R2 | 
                91.47 | 
                91.47 | 
                89.82 | 
                 | 
             
            
                | R1 | 
                90.48 | 
                90.48 | 
                89.66 | 
                90.07 | 
             
            
                | PP | 
                89.65 | 
                89.65 | 
                89.65 | 
                89.44 | 
             
            
                | S1 | 
                88.66 | 
                88.66 | 
                89.32 | 
                88.25 | 
             
            
                | S2 | 
                87.83 | 
                87.83 | 
                89.16 | 
                 | 
             
            
                | S3 | 
                86.01 | 
                86.84 | 
                88.99 | 
                 | 
             
            
                | S4 | 
                84.19 | 
                85.02 | 
                88.49 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 02-Sep-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                101.98 | 
                99.26 | 
                89.72 | 
                 | 
             
            
                | R3 | 
                97.27 | 
                94.55 | 
                88.43 | 
                 | 
             
            
                | R2 | 
                92.56 | 
                92.56 | 
                87.99 | 
                 | 
             
            
                | R1 | 
                89.84 | 
                89.84 | 
                87.56 | 
                91.20 | 
             
            
                | PP | 
                87.85 | 
                87.85 | 
                87.85 | 
                88.53 | 
             
            
                | S1 | 
                85.13 | 
                85.13 | 
                86.70 | 
                86.49 | 
             
            
                | S2 | 
                83.14 | 
                83.14 | 
                86.27 | 
                 | 
             
            
                | S3 | 
                78.43 | 
                80.42 | 
                85.83 | 
                 | 
             
            
                | S4 | 
                73.72 | 
                75.71 | 
                84.54 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                90.96 | 
                83.88 | 
                7.08 | 
                7.9% | 
                2.90 | 
                3.2% | 
                79% | 
                False | 
                False | 
                81,897 | 
                 
                
                | 10 | 
                90.96 | 
                83.72 | 
                7.24 | 
                8.1% | 
                2.75 | 
                3.1% | 
                80% | 
                False | 
                False | 
                87,360 | 
                 
                
                | 20 | 
                90.96 | 
                80.15 | 
                10.81 | 
                12.1% | 
                3.13 | 
                3.5% | 
                86% | 
                False | 
                False | 
                83,476 | 
                 
                
                | 40 | 
                101.83 | 
                77.12 | 
                24.71 | 
                27.6% | 
                3.22 | 
                3.6% | 
                50% | 
                False | 
                False | 
                72,065 | 
                 
                
                | 60 | 
                101.83 | 
                77.12 | 
                24.71 | 
                27.6% | 
                3.05 | 
                3.4% | 
                50% | 
                False | 
                False | 
                67,269 | 
                 
                
                | 80 | 
                105.14 | 
                77.12 | 
                28.02 | 
                31.3% | 
                2.96 | 
                3.3% | 
                44% | 
                False | 
                False | 
                63,720 | 
                 
                
                | 100 | 
                115.50 | 
                77.12 | 
                38.38 | 
                42.9% | 
                3.13 | 
                3.5% | 
                32% | 
                False | 
                False | 
                60,256 | 
                 
                
                | 120 | 
                115.50 | 
                77.12 | 
                38.38 | 
                42.9% | 
                2.95 | 
                3.3% | 
                32% | 
                False | 
                False | 
                57,167 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            98.38 | 
         
        
            | 
2.618             | 
            95.40 | 
         
        
            | 
1.618             | 
            93.58 | 
         
        
            | 
1.000             | 
            92.46 | 
         
        
            | 
0.618             | 
            91.76 | 
         
        
            | 
HIGH             | 
            90.64 | 
         
        
            | 
0.618             | 
            89.94 | 
         
        
            | 
0.500             | 
            89.73 | 
         
        
            | 
0.382             | 
            89.52 | 
         
        
            | 
LOW             | 
            88.82 | 
         
        
            | 
0.618             | 
            87.70 | 
         
        
            | 
1.000             | 
            87.00 | 
         
        
            | 
1.618             | 
            85.88 | 
         
        
            | 
2.618             | 
            84.06 | 
         
        
            | 
4.250             | 
            81.09 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 08-Sep-2011 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                89.73 | 
                                88.80 | 
                             
                            
                                | PP | 
                                89.65 | 
                                88.11 | 
                             
                            
                                | S1 | 
                                89.57 | 
                                87.42 | 
                             
             
         |