NYMEX Light Sweet Crude Oil Future December 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 13-Sep-2011 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    12-Sep-2011 | 
                    13-Sep-2011 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        87.00 | 
                        89.20 | 
                        2.20 | 
                        2.5% | 
                        87.03 | 
                     
                    
                        | High | 
                        89.30 | 
                        90.72 | 
                        1.42 | 
                        1.6% | 
                        90.96 | 
                     
                    
                        | Low | 
                        85.42 | 
                        88.12 | 
                        2.70 | 
                        3.2% | 
                        83.88 | 
                     
                    
                        | Close | 
                        88.46 | 
                        90.39 | 
                        1.93 | 
                        2.2% | 
                        87.68 | 
                     
                    
                        | Range | 
                        3.88 | 
                        2.60 | 
                        -1.28 | 
                        -33.0% | 
                        7.08 | 
                     
                    
                        | ATR | 
                        3.24 | 
                        3.20 | 
                        -0.05 | 
                        -1.4% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        102,548 | 
                        109,062 | 
                        6,514 | 
                        6.4% | 
                        335,623 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 13-Sep-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                97.54 | 
                96.57 | 
                91.82 | 
                 | 
             
            
                | R3 | 
                94.94 | 
                93.97 | 
                91.11 | 
                 | 
             
            
                | R2 | 
                92.34 | 
                92.34 | 
                90.87 | 
                 | 
             
            
                | R1 | 
                91.37 | 
                91.37 | 
                90.63 | 
                91.86 | 
             
            
                | PP | 
                89.74 | 
                89.74 | 
                89.74 | 
                89.99 | 
             
            
                | S1 | 
                88.77 | 
                88.77 | 
                90.15 | 
                89.26 | 
             
            
                | S2 | 
                87.14 | 
                87.14 | 
                89.91 | 
                 | 
             
            
                | S3 | 
                84.54 | 
                86.17 | 
                89.68 | 
                 | 
             
            
                | S4 | 
                81.94 | 
                83.57 | 
                88.96 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 09-Sep-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                108.75 | 
                105.29 | 
                91.57 | 
                 | 
             
            
                | R3 | 
                101.67 | 
                98.21 | 
                89.63 | 
                 | 
             
            
                | R2 | 
                94.59 | 
                94.59 | 
                88.98 | 
                 | 
             
            
                | R1 | 
                91.13 | 
                91.13 | 
                88.33 | 
                92.86 | 
             
            
                | PP | 
                87.51 | 
                87.51 | 
                87.51 | 
                88.37 | 
             
            
                | S1 | 
                84.05 | 
                84.05 | 
                87.03 | 
                85.78 | 
             
            
                | S2 | 
                80.43 | 
                80.43 | 
                86.38 | 
                 | 
             
            
                | S3 | 
                73.35 | 
                76.97 | 
                85.73 | 
                 | 
             
            
                | S4 | 
                66.27 | 
                69.89 | 
                83.79 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                90.96 | 
                85.42 | 
                5.54 | 
                6.1% | 
                3.23 | 
                3.6% | 
                90% | 
                False | 
                False | 
                98,108 | 
                 
                
                | 10 | 
                90.96 | 
                83.88 | 
                7.08 | 
                7.8% | 
                2.93 | 
                3.2% | 
                92% | 
                False | 
                False | 
                95,543 | 
                 
                
                | 20 | 
                90.96 | 
                80.15 | 
                10.81 | 
                12.0% | 
                3.06 | 
                3.4% | 
                95% | 
                False | 
                False | 
                83,832 | 
                 
                
                | 40 | 
                101.83 | 
                77.12 | 
                24.71 | 
                27.3% | 
                3.25 | 
                3.6% | 
                54% | 
                False | 
                False | 
                75,201 | 
                 
                
                | 60 | 
                101.83 | 
                77.12 | 
                24.71 | 
                27.3% | 
                3.05 | 
                3.4% | 
                54% | 
                False | 
                False | 
                69,218 | 
                 
                
                | 80 | 
                105.14 | 
                77.12 | 
                28.02 | 
                31.0% | 
                2.99 | 
                3.3% | 
                47% | 
                False | 
                False | 
                65,415 | 
                 
                
                | 100 | 
                115.50 | 
                77.12 | 
                38.38 | 
                42.5% | 
                3.15 | 
                3.5% | 
                35% | 
                False | 
                False | 
                62,086 | 
                 
                
                | 120 | 
                115.50 | 
                77.12 | 
                38.38 | 
                42.5% | 
                2.99 | 
                3.3% | 
                35% | 
                False | 
                False | 
                58,687 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            101.77 | 
         
        
            | 
2.618             | 
            97.53 | 
         
        
            | 
1.618             | 
            94.93 | 
         
        
            | 
1.000             | 
            93.32 | 
         
        
            | 
0.618             | 
            92.33 | 
         
        
            | 
HIGH             | 
            90.72 | 
         
        
            | 
0.618             | 
            89.73 | 
         
        
            | 
0.500             | 
            89.42 | 
         
        
            | 
0.382             | 
            89.11 | 
         
        
            | 
LOW             | 
            88.12 | 
         
        
            | 
0.618             | 
            86.51 | 
         
        
            | 
1.000             | 
            85.52 | 
         
        
            | 
1.618             | 
            83.91 | 
         
        
            | 
2.618             | 
            81.31 | 
         
        
            | 
4.250             | 
            77.07 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 13-Sep-2011 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                90.07 | 
                                89.62 | 
                             
                            
                                | PP | 
                                89.74 | 
                                88.84 | 
                             
                            
                                | S1 | 
                                89.42 | 
                                88.07 | 
                             
             
         |