NYMEX Light Sweet Crude Oil Future February 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 08-Sep-2011 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    07-Sep-2011 | 
                    08-Sep-2011 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        87.77 | 
                        90.02 | 
                        2.25 | 
                        2.6% | 
                        87.00 | 
                     
                    
                        | High | 
                        91.05 | 
                        90.96 | 
                        -0.09 | 
                        -0.1% | 
                        90.99 | 
                     
                    
                        | Low | 
                        87.59 | 
                        89.52 | 
                        1.93 | 
                        2.2% | 
                        86.76 | 
                     
                    
                        | Close | 
                        90.39 | 
                        89.92 | 
                        -0.47 | 
                        -0.5% | 
                        87.76 | 
                     
                    
                        | Range | 
                        3.46 | 
                        1.44 | 
                        -2.02 | 
                        -58.4% | 
                        4.23 | 
                     
                    
                        | ATR | 
                        2.88 | 
                        2.78 | 
                        -0.10 | 
                        -3.6% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        5,352 | 
                        8,617 | 
                        3,265 | 
                        61.0% | 
                        51,592 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 08-Sep-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                94.45 | 
                93.63 | 
                90.71 | 
                 | 
             
            
                | R3 | 
                93.01 | 
                92.19 | 
                90.32 | 
                 | 
             
            
                | R2 | 
                91.57 | 
                91.57 | 
                90.18 | 
                 | 
             
            
                | R1 | 
                90.75 | 
                90.75 | 
                90.05 | 
                90.44 | 
             
            
                | PP | 
                90.13 | 
                90.13 | 
                90.13 | 
                89.98 | 
             
            
                | S1 | 
                89.31 | 
                89.31 | 
                89.79 | 
                89.00 | 
             
            
                | S2 | 
                88.69 | 
                88.69 | 
                89.66 | 
                 | 
             
            
                | S3 | 
                87.25 | 
                87.87 | 
                89.52 | 
                 | 
             
            
                | S4 | 
                85.81 | 
                86.43 | 
                89.13 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                91.05 | 
                84.71 | 
                6.34 | 
                7.1% | 
                2.54 | 
                2.8% | 
                82% | 
                False | 
                False | 
                11,281 | 
                 
                
                | 10 | 
                91.05 | 
                84.71 | 
                6.34 | 
                7.1% | 
                2.44 | 
                2.7% | 
                82% | 
                False | 
                False | 
                8,880 | 
                 
                
                | 20 | 
                91.05 | 
                81.69 | 
                9.36 | 
                10.4% | 
                2.67 | 
                3.0% | 
                88% | 
                False | 
                False | 
                8,758 | 
                 
                
                | 40 | 
                102.42 | 
                78.59 | 
                23.83 | 
                26.5% | 
                2.80 | 
                3.1% | 
                48% | 
                False | 
                False | 
                7,200 | 
                 
                
                | 60 | 
                102.42 | 
                78.59 | 
                23.83 | 
                26.5% | 
                2.56 | 
                2.8% | 
                48% | 
                False | 
                False | 
                6,579 | 
                 
                
                | 80 | 
                105.34 | 
                78.59 | 
                26.75 | 
                29.7% | 
                2.44 | 
                2.7% | 
                42% | 
                False | 
                False | 
                6,009 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            97.08 | 
         
        
            | 
2.618             | 
            94.73 | 
         
        
            | 
1.618             | 
            93.29 | 
         
        
            | 
1.000             | 
            92.40 | 
         
        
            | 
0.618             | 
            91.85 | 
         
        
            | 
HIGH             | 
            90.96 | 
         
        
            | 
0.618             | 
            90.41 | 
         
        
            | 
0.500             | 
            90.24 | 
         
        
            | 
0.382             | 
            90.07 | 
         
        
            | 
LOW             | 
            89.52 | 
         
        
            | 
0.618             | 
            88.63 | 
         
        
            | 
1.000             | 
            88.08 | 
         
        
            | 
1.618             | 
            87.19 | 
         
        
            | 
2.618             | 
            85.75 | 
         
        
            | 
4.250             | 
            83.40 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 08-Sep-2011 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                90.24 | 
                                89.24 | 
                             
                            
                                | PP | 
                                90.13 | 
                                88.56 | 
                             
                            
                                | S1 | 
                                90.03 | 
                                87.88 | 
                             
             
         |