NYMEX Light Sweet Crude Oil Future February 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 03-Aug-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 02-Aug-2011 | 03-Aug-2011 | Change | Change % | Previous Week |  
                        | Open | 96.58 | 95.50 | -1.08 | -1.1% | 100.45 |  
                        | High | 97.85 | 95.50 | -2.35 | -2.4% | 102.42 |  
                        | Low | 95.44 | 93.50 | -1.94 | -2.0% | 97.32 |  
                        | Close | 95.96 | 94.11 | -1.85 | -1.9% | 97.94 |  
                        | Range | 2.41 | 2.00 | -0.41 | -17.0% | 5.10 |  
                        | ATR | 2.36 | 2.36 | 0.01 | 0.3% | 0.00 |  
                        | Volume | 7,250 | 3,576 | -3,674 | -50.7% | 26,535 |  | 
    
| 
        
            | Daily Pivots for day following 03-Aug-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 100.37 | 99.24 | 95.21 |  |  
                | R3 | 98.37 | 97.24 | 94.66 |  |  
                | R2 | 96.37 | 96.37 | 94.48 |  |  
                | R1 | 95.24 | 95.24 | 94.29 | 94.81 |  
                | PP | 94.37 | 94.37 | 94.37 | 94.15 |  
                | S1 | 93.24 | 93.24 | 93.93 | 92.81 |  
                | S2 | 92.37 | 92.37 | 93.74 |  |  
                | S3 | 90.37 | 91.24 | 93.56 |  |  
                | S4 | 88.37 | 89.24 | 93.01 |  |  | 
        
            | Weekly Pivots for week ending 29-Jul-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 114.53 | 111.33 | 100.75 |  |  
                | R3 | 109.43 | 106.23 | 99.34 |  |  
                | R2 | 104.33 | 104.33 | 98.88 |  |  
                | R1 | 101.13 | 101.13 | 98.41 | 100.18 |  
                | PP | 99.23 | 99.23 | 99.23 | 98.75 |  
                | S1 | 96.03 | 96.03 | 97.47 | 95.08 |  
                | S2 | 94.13 | 94.13 | 97.01 |  |  
                | S3 | 89.03 | 90.93 | 96.54 |  |  
                | S4 | 83.93 | 85.83 | 95.14 |  |  | 
    
    |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 104.00 |  
            | 2.618 | 100.74 |  
            | 1.618 | 98.74 |  
            | 1.000 | 97.50 |  
            | 0.618 | 96.74 |  
            | HIGH | 95.50 |  
            | 0.618 | 94.74 |  
            | 0.500 | 94.50 |  
            | 0.382 | 94.26 |  
            | LOW | 93.50 |  
            | 0.618 | 92.26 |  
            | 1.000 | 91.50 |  
            | 1.618 | 90.26 |  
            | 2.618 | 88.26 |  
            | 4.250 | 85.00 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 03-Aug-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 94.50 | 96.98 |  
                                | PP | 94.37 | 96.02 |  
                                | S1 | 94.24 | 95.07 |  |