NYMEX Light Sweet Crude Oil Future February 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 22-Aug-2011 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    19-Aug-2011 | 
                    22-Aug-2011 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        82.13 | 
                        84.35 | 
                        2.22 | 
                        2.7% | 
                        87.43 | 
                     
                    
                        | High | 
                        85.10 | 
                        85.87 | 
                        0.77 | 
                        0.9% | 
                        90.50 | 
                     
                    
                        | Low | 
                        81.69 | 
                        83.65 | 
                        1.96 | 
                        2.4% | 
                        81.69 | 
                     
                    
                        | Close | 
                        84.01 | 
                        85.84 | 
                        1.83 | 
                        2.2% | 
                        84.01 | 
                     
                    
                        | Range | 
                        3.41 | 
                        2.22 | 
                        -1.19 | 
                        -34.9% | 
                        8.81 | 
                     
                    
                        | ATR | 
                        3.35 | 
                        3.26 | 
                        -0.08 | 
                        -2.4% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        11,996 | 
                        5,903 | 
                        -6,093 | 
                        -50.8% | 
                        44,251 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 22-Aug-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                91.78 | 
                91.03 | 
                87.06 | 
                 | 
             
            
                | R3 | 
                89.56 | 
                88.81 | 
                86.45 | 
                 | 
             
            
                | R2 | 
                87.34 | 
                87.34 | 
                86.25 | 
                 | 
             
            
                | R1 | 
                86.59 | 
                86.59 | 
                86.04 | 
                86.97 | 
             
            
                | PP | 
                85.12 | 
                85.12 | 
                85.12 | 
                85.31 | 
             
            
                | S1 | 
                84.37 | 
                84.37 | 
                85.64 | 
                84.75 | 
             
            
                | S2 | 
                82.90 | 
                82.90 | 
                85.43 | 
                 | 
             
            
                | S3 | 
                80.68 | 
                82.15 | 
                85.23 | 
                 | 
             
            
                | S4 | 
                78.46 | 
                79.93 | 
                84.62 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 19-Aug-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                111.83 | 
                106.73 | 
                88.86 | 
                 | 
             
            
                | R3 | 
                103.02 | 
                97.92 | 
                86.43 | 
                 | 
             
            
                | R2 | 
                94.21 | 
                94.21 | 
                85.63 | 
                 | 
             
            
                | R1 | 
                89.11 | 
                89.11 | 
                84.82 | 
                87.26 | 
             
            
                | PP | 
                85.40 | 
                85.40 | 
                85.40 | 
                84.47 | 
             
            
                | S1 | 
                80.30 | 
                80.30 | 
                83.20 | 
                78.45 | 
             
            
                | S2 | 
                76.59 | 
                76.59 | 
                82.39 | 
                 | 
             
            
                | S3 | 
                67.78 | 
                71.49 | 
                81.59 | 
                 | 
             
            
                | S4 | 
                58.97 | 
                62.68 | 
                79.16 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                90.50 | 
                81.69 | 
                8.81 | 
                10.3% | 
                3.03 | 
                3.5% | 
                47% | 
                False | 
                False | 
                7,989 | 
                 
                
                | 10 | 
                90.50 | 
                78.59 | 
                11.91 | 
                13.9% | 
                3.43 | 
                4.0% | 
                61% | 
                False | 
                False | 
                8,673 | 
                 
                
                | 20 | 
                102.42 | 
                78.59 | 
                23.83 | 
                27.8% | 
                3.27 | 
                3.8% | 
                30% | 
                False | 
                False | 
                7,198 | 
                 
                
                | 40 | 
                102.42 | 
                78.59 | 
                23.83 | 
                27.8% | 
                2.69 | 
                3.1% | 
                30% | 
                False | 
                False | 
                6,320 | 
                 
                
                | 60 | 
                105.34 | 
                78.59 | 
                26.75 | 
                31.2% | 
                2.52 | 
                2.9% | 
                27% | 
                False | 
                False | 
                5,933 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            95.31 | 
         
        
            | 
2.618             | 
            91.68 | 
         
        
            | 
1.618             | 
            89.46 | 
         
        
            | 
1.000             | 
            88.09 | 
         
        
            | 
0.618             | 
            87.24 | 
         
        
            | 
HIGH             | 
            85.87 | 
         
        
            | 
0.618             | 
            85.02 | 
         
        
            | 
0.500             | 
            84.76 | 
         
        
            | 
0.382             | 
            84.50 | 
         
        
            | 
LOW             | 
            83.65 | 
         
        
            | 
0.618             | 
            82.28 | 
         
        
            | 
1.000             | 
            81.43 | 
         
        
            | 
1.618             | 
            80.06 | 
         
        
            | 
2.618             | 
            77.84 | 
         
        
            | 
4.250             | 
            74.22 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 22-Aug-2011 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                85.48 | 
                                85.63 | 
                             
                            
                                | PP | 
                                85.12 | 
                                85.42 | 
                             
                            
                                | S1 | 
                                84.76 | 
                                85.22 | 
                             
             
         |