NYMEX Light Sweet Crude Oil Future February 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 25-Jul-2011 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    22-Jul-2011 | 
                    25-Jul-2011 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        101.33 | 
                        100.45 | 
                        -0.88 | 
                        -0.9% | 
                        100.15 | 
                     
                    
                        | High | 
                        101.67 | 
                        101.39 | 
                        -0.28 | 
                        -0.3% | 
                        101.95 | 
                     
                    
                        | Low | 
                        100.30 | 
                        100.28 | 
                        -0.02 | 
                        0.0% | 
                        97.55 | 
                     
                    
                        | Close | 
                        101.60 | 
                        101.22 | 
                        -0.38 | 
                        -0.4% | 
                        101.60 | 
                     
                    
                        | Range | 
                        1.37 | 
                        1.11 | 
                        -0.26 | 
                        -19.0% | 
                        4.40 | 
                     
                    
                        | ATR | 
                        2.33 | 
                        2.25 | 
                        -0.07 | 
                        -3.1% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        4,726 | 
                        6,138 | 
                        1,412 | 
                        29.9% | 
                        19,888 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 25-Jul-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                104.29 | 
                103.87 | 
                101.83 | 
                 | 
             
            
                | R3 | 
                103.18 | 
                102.76 | 
                101.53 | 
                 | 
             
            
                | R2 | 
                102.07 | 
                102.07 | 
                101.42 | 
                 | 
             
            
                | R1 | 
                101.65 | 
                101.65 | 
                101.32 | 
                101.86 | 
             
            
                | PP | 
                100.96 | 
                100.96 | 
                100.96 | 
                101.07 | 
             
            
                | S1 | 
                100.54 | 
                100.54 | 
                101.12 | 
                100.75 | 
             
            
                | S2 | 
                99.85 | 
                99.85 | 
                101.02 | 
                 | 
             
            
                | S3 | 
                98.74 | 
                99.43 | 
                100.91 | 
                 | 
             
            
                | S4 | 
                97.63 | 
                98.32 | 
                100.61 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 22-Jul-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                113.57 | 
                111.98 | 
                104.02 | 
                 | 
             
            
                | R3 | 
                109.17 | 
                107.58 | 
                102.81 | 
                 | 
             
            
                | R2 | 
                104.77 | 
                104.77 | 
                102.41 | 
                 | 
             
            
                | R1 | 
                103.18 | 
                103.18 | 
                102.00 | 
                103.98 | 
             
            
                | PP | 
                100.37 | 
                100.37 | 
                100.37 | 
                100.76 | 
             
            
                | S1 | 
                98.78 | 
                98.78 | 
                101.20 | 
                99.58 | 
             
            
                | S2 | 
                95.97 | 
                95.97 | 
                100.79 | 
                 | 
             
            
                | S3 | 
                91.57 | 
                94.38 | 
                100.39 | 
                 | 
             
            
                | S4 | 
                87.17 | 
                89.98 | 
                99.18 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            106.11 | 
         
        
            | 
2.618             | 
            104.30 | 
         
        
            | 
1.618             | 
            103.19 | 
         
        
            | 
1.000             | 
            102.50 | 
         
        
            | 
0.618             | 
            102.08 | 
         
        
            | 
HIGH             | 
            101.39 | 
         
        
            | 
0.618             | 
            100.97 | 
         
        
            | 
0.500             | 
            100.84 | 
         
        
            | 
0.382             | 
            100.70 | 
         
        
            | 
LOW             | 
            100.28 | 
         
        
            | 
0.618             | 
            99.59 | 
         
        
            | 
1.000             | 
            99.17 | 
         
        
            | 
1.618             | 
            98.48 | 
         
        
            | 
2.618             | 
            97.37 | 
         
        
            | 
4.250             | 
            95.56 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 25-Jul-2011 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                101.09 | 
                                101.03 | 
                             
                            
                                | PP | 
                                100.96 | 
                                100.84 | 
                             
                            
                                | S1 | 
                                100.84 | 
                                100.66 | 
                             
             
         |