NYMEX Light Sweet Crude Oil Future February 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 06-Sep-2011 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    02-Sep-2011 | 
                    06-Sep-2011 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        90.06 | 
                        86.36 | 
                        -3.70 | 
                        -4.1% | 
                        87.00 | 
                     
                    
                        | High | 
                        90.06 | 
                        87.77 | 
                        -2.29 | 
                        -2.5% | 
                        90.99 | 
                     
                    
                        | Low | 
                        86.76 | 
                        84.71 | 
                        -2.05 | 
                        -2.4% | 
                        86.76 | 
                     
                    
                        | Close | 
                        87.76 | 
                        87.37 | 
                        -0.39 | 
                        -0.4% | 
                        87.76 | 
                     
                    
                        | Range | 
                        3.30 | 
                        3.06 | 
                        -0.24 | 
                        -7.3% | 
                        4.23 | 
                     
                    
                        | ATR | 
                        2.80 | 
                        2.82 | 
                        0.02 | 
                        0.7% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        7,204 | 
                        9,569 | 
                        2,365 | 
                        32.8% | 
                        51,592 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 06-Sep-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                95.80 | 
                94.64 | 
                89.05 | 
                 | 
             
            
                | R3 | 
                92.74 | 
                91.58 | 
                88.21 | 
                 | 
             
            
                | R2 | 
                89.68 | 
                89.68 | 
                87.93 | 
                 | 
             
            
                | R1 | 
                88.52 | 
                88.52 | 
                87.65 | 
                89.10 | 
             
            
                | PP | 
                86.62 | 
                86.62 | 
                86.62 | 
                86.91 | 
             
            
                | S1 | 
                85.46 | 
                85.46 | 
                87.09 | 
                86.04 | 
             
            
                | S2 | 
                83.56 | 
                83.56 | 
                86.81 | 
                 | 
             
            
                | S3 | 
                80.50 | 
                82.40 | 
                86.53 | 
                 | 
             
            
                | S4 | 
                77.44 | 
                79.34 | 
                85.69 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 02-Sep-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                101.19 | 
                98.71 | 
                90.09 | 
                 | 
             
            
                | R3 | 
                96.96 | 
                94.48 | 
                88.92 | 
                 | 
             
            
                | R2 | 
                92.73 | 
                92.73 | 
                88.54 | 
                 | 
             
            
                | R1 | 
                90.25 | 
                90.25 | 
                88.15 | 
                91.49 | 
             
            
                | PP | 
                88.50 | 
                88.50 | 
                88.50 | 
                89.13 | 
             
            
                | S1 | 
                86.02 | 
                86.02 | 
                87.37 | 
                87.26 | 
             
            
                | S2 | 
                84.27 | 
                84.27 | 
                86.98 | 
                 | 
             
            
                | S3 | 
                80.04 | 
                81.79 | 
                86.60 | 
                 | 
             
            
                | S4 | 
                75.81 | 
                77.56 | 
                85.43 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                90.99 | 
                84.71 | 
                6.28 | 
                7.2% | 
                2.35 | 
                2.7% | 
                42% | 
                False | 
                True | 
                11,376 | 
                 
                
                | 10 | 
                90.99 | 
                84.71 | 
                6.28 | 
                7.2% | 
                2.37 | 
                2.7% | 
                42% | 
                False | 
                True | 
                9,021 | 
                 
                
                | 20 | 
                90.99 | 
                78.59 | 
                12.40 | 
                14.2% | 
                2.90 | 
                3.3% | 
                71% | 
                False | 
                False | 
                8,847 | 
                 
                
                | 40 | 
                102.42 | 
                78.59 | 
                23.83 | 
                27.3% | 
                2.83 | 
                3.2% | 
                37% | 
                False | 
                False | 
                7,166 | 
                 
                
                | 60 | 
                102.42 | 
                78.59 | 
                23.83 | 
                27.3% | 
                2.56 | 
                2.9% | 
                37% | 
                False | 
                False | 
                6,564 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            100.78 | 
         
        
            | 
2.618             | 
            95.78 | 
         
        
            | 
1.618             | 
            92.72 | 
         
        
            | 
1.000             | 
            90.83 | 
         
        
            | 
0.618             | 
            89.66 | 
         
        
            | 
HIGH             | 
            87.77 | 
         
        
            | 
0.618             | 
            86.60 | 
         
        
            | 
0.500             | 
            86.24 | 
         
        
            | 
0.382             | 
            85.88 | 
         
        
            | 
LOW             | 
            84.71 | 
         
        
            | 
0.618             | 
            82.82 | 
         
        
            | 
1.000             | 
            81.65 | 
         
        
            | 
1.618             | 
            79.76 | 
         
        
            | 
2.618             | 
            76.70 | 
         
        
            | 
4.250             | 
            71.71 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 06-Sep-2011 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                86.99 | 
                                87.85 | 
                             
                            
                                | PP | 
                                86.62 | 
                                87.69 | 
                             
                            
                                | S1 | 
                                86.24 | 
                                87.53 | 
                             
             
         |