NYMEX Light Sweet Crude Oil Future February 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 01-Sep-2011 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    31-Aug-2011 | 
                    01-Sep-2011 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        90.13 | 
                        90.23 | 
                        0.10 | 
                        0.1% | 
                        84.35 | 
                     
                    
                        | High | 
                        90.70 | 
                        90.99 | 
                        0.29 | 
                        0.3% | 
                        88.12 | 
                     
                    
                        | Low | 
                        89.10 | 
                        89.53 | 
                        0.43 | 
                        0.5% | 
                        83.65 | 
                     
                    
                        | Close | 
                        90.13 | 
                        90.22 | 
                        0.09 | 
                        0.1% | 
                        86.86 | 
                     
                    
                        | Range | 
                        1.60 | 
                        1.46 | 
                        -0.14 | 
                        -8.8% | 
                        4.47 | 
                     
                    
                        | ATR | 
                        2.85 | 
                        2.75 | 
                        -0.10 | 
                        -3.5% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        10,023 | 
                        25,666 | 
                        15,643 | 
                        156.1% | 
                        34,954 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 01-Sep-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                94.63 | 
                93.88 | 
                91.02 | 
                 | 
             
            
                | R3 | 
                93.17 | 
                92.42 | 
                90.62 | 
                 | 
             
            
                | R2 | 
                91.71 | 
                91.71 | 
                90.49 | 
                 | 
             
            
                | R1 | 
                90.96 | 
                90.96 | 
                90.35 | 
                90.61 | 
             
            
                | PP | 
                90.25 | 
                90.25 | 
                90.25 | 
                90.07 | 
             
            
                | S1 | 
                89.50 | 
                89.50 | 
                90.09 | 
                89.15 | 
             
            
                | S2 | 
                88.79 | 
                88.79 | 
                89.95 | 
                 | 
             
            
                | S3 | 
                87.33 | 
                88.04 | 
                89.82 | 
                 | 
             
            
                | S4 | 
                85.87 | 
                86.58 | 
                89.42 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 26-Aug-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                99.62 | 
                97.71 | 
                89.32 | 
                 | 
             
            
                | R3 | 
                95.15 | 
                93.24 | 
                88.09 | 
                 | 
             
            
                | R2 | 
                90.68 | 
                90.68 | 
                87.68 | 
                 | 
             
            
                | R1 | 
                88.77 | 
                88.77 | 
                87.27 | 
                89.73 | 
             
            
                | PP | 
                86.21 | 
                86.21 | 
                86.21 | 
                86.69 | 
             
            
                | S1 | 
                84.30 | 
                84.30 | 
                86.45 | 
                85.26 | 
             
            
                | S2 | 
                81.74 | 
                81.74 | 
                86.04 | 
                 | 
             
            
                | S3 | 
                77.27 | 
                79.83 | 
                85.63 | 
                 | 
             
            
                | S4 | 
                72.80 | 
                75.36 | 
                84.40 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                90.99 | 
                84.75 | 
                6.24 | 
                6.9% | 
                1.96 | 
                2.2% | 
                88% | 
                True | 
                False | 
                10,197 | 
                 
                
                | 10 | 
                90.99 | 
                81.69 | 
                9.30 | 
                10.3% | 
                2.30 | 
                2.5% | 
                92% | 
                True | 
                False | 
                9,133 | 
                 
                
                | 20 | 
                90.99 | 
                78.59 | 
                12.40 | 
                13.7% | 
                3.03 | 
                3.4% | 
                94% | 
                True | 
                False | 
                8,727 | 
                 
                
                | 40 | 
                102.42 | 
                78.59 | 
                23.83 | 
                26.4% | 
                2.79 | 
                3.1% | 
                49% | 
                False | 
                False | 
                7,139 | 
                 
                
                | 60 | 
                104.37 | 
                78.59 | 
                25.78 | 
                28.6% | 
                2.51 | 
                2.8% | 
                45% | 
                False | 
                False | 
                6,599 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            97.20 | 
         
        
            | 
2.618             | 
            94.81 | 
         
        
            | 
1.618             | 
            93.35 | 
         
        
            | 
1.000             | 
            92.45 | 
         
        
            | 
0.618             | 
            91.89 | 
         
        
            | 
HIGH             | 
            90.99 | 
         
        
            | 
0.618             | 
            90.43 | 
         
        
            | 
0.500             | 
            90.26 | 
         
        
            | 
0.382             | 
            90.09 | 
         
        
            | 
LOW             | 
            89.53 | 
         
        
            | 
0.618             | 
            88.63 | 
         
        
            | 
1.000             | 
            88.07 | 
         
        
            | 
1.618             | 
            87.17 | 
         
        
            | 
2.618             | 
            85.71 | 
         
        
            | 
4.250             | 
            83.33 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 01-Sep-2011 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                90.26 | 
                                89.97 | 
                             
                            
                                | PP | 
                                90.25 | 
                                89.72 | 
                             
                            
                                | S1 | 
                                90.23 | 
                                89.47 | 
                             
             
         |