NYMEX Light Sweet Crude Oil Future February 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 12-Sep-2011 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    09-Sep-2011 | 
                    12-Sep-2011 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        90.11 | 
                        86.55 | 
                        -3.56 | 
                        -4.0% | 
                        86.36 | 
                     
                    
                        | High | 
                        90.18 | 
                        89.52 | 
                        -0.66 | 
                        -0.7% | 
                        91.05 | 
                     
                    
                        | Low | 
                        86.74 | 
                        86.04 | 
                        -0.70 | 
                        -0.8% | 
                        84.71 | 
                     
                    
                        | Close | 
                        88.18 | 
                        88.82 | 
                        0.64 | 
                        0.7% | 
                        88.18 | 
                     
                    
                        | Range | 
                        3.44 | 
                        3.48 | 
                        0.04 | 
                        1.2% | 
                        6.34 | 
                     
                    
                        | ATR | 
                        2.82 | 
                        2.87 | 
                        0.05 | 
                        1.7% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        16,236 | 
                        15,285 | 
                        -951 | 
                        -5.9% | 
                        39,774 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 12-Sep-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                98.57 | 
                97.17 | 
                90.73 | 
                 | 
             
            
                | R3 | 
                95.09 | 
                93.69 | 
                89.78 | 
                 | 
             
            
                | R2 | 
                91.61 | 
                91.61 | 
                89.46 | 
                 | 
             
            
                | R1 | 
                90.21 | 
                90.21 | 
                89.14 | 
                90.91 | 
             
            
                | PP | 
                88.13 | 
                88.13 | 
                88.13 | 
                88.48 | 
             
            
                | S1 | 
                86.73 | 
                86.73 | 
                88.50 | 
                87.43 | 
             
            
                | S2 | 
                84.65 | 
                84.65 | 
                88.18 | 
                 | 
             
            
                | S3 | 
                81.17 | 
                83.25 | 
                87.86 | 
                 | 
             
            
                | S4 | 
                77.69 | 
                79.77 | 
                86.91 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 09-Sep-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                107.00 | 
                103.93 | 
                91.67 | 
                 | 
             
            
                | R3 | 
                100.66 | 
                97.59 | 
                89.92 | 
                 | 
             
            
                | R2 | 
                94.32 | 
                94.32 | 
                89.34 | 
                 | 
             
            
                | R1 | 
                91.25 | 
                91.25 | 
                88.76 | 
                92.79 | 
             
            
                | PP | 
                87.98 | 
                87.98 | 
                87.98 | 
                88.75 | 
             
            
                | S1 | 
                84.91 | 
                84.91 | 
                87.60 | 
                86.45 | 
             
            
                | S2 | 
                81.64 | 
                81.64 | 
                87.02 | 
                 | 
             
            
                | S3 | 
                75.30 | 
                78.57 | 
                86.44 | 
                 | 
             
            
                | S4 | 
                68.96 | 
                72.23 | 
                84.69 | 
                 | 
             
     
 | 
    
    
    
        
            
                | 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% | 
                2.98 | 
                3.4% | 
                65% | 
                False | 
                False | 
                11,011 | 
                 
                
                | 10 | 
                91.05 | 
                84.71 | 
                6.34 | 
                7.1% | 
                2.56 | 
                2.9% | 
                65% | 
                False | 
                False | 
                10,665 | 
                 
                
                | 20 | 
                91.05 | 
                81.69 | 
                9.36 | 
                10.5% | 
                2.70 | 
                3.0% | 
                76% | 
                False | 
                False | 
                9,292 | 
                 
                
                | 40 | 
                102.42 | 
                78.59 | 
                23.83 | 
                26.8% | 
                2.82 | 
                3.2% | 
                43% | 
                False | 
                False | 
                7,642 | 
                 
                
                | 60 | 
                102.42 | 
                78.59 | 
                23.83 | 
                26.8% | 
                2.58 | 
                2.9% | 
                43% | 
                False | 
                False | 
                6,854 | 
                 
                
                | 80 | 
                105.34 | 
                78.59 | 
                26.75 | 
                30.1% | 
                2.48 | 
                2.8% | 
                38% | 
                False | 
                False | 
                6,350 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            104.31 | 
         
        
            | 
2.618             | 
            98.63 | 
         
        
            | 
1.618             | 
            95.15 | 
         
        
            | 
1.000             | 
            93.00 | 
         
        
            | 
0.618             | 
            91.67 | 
         
        
            | 
HIGH             | 
            89.52 | 
         
        
            | 
0.618             | 
            88.19 | 
         
        
            | 
0.500             | 
            87.78 | 
         
        
            | 
0.382             | 
            87.37 | 
         
        
            | 
LOW             | 
            86.04 | 
         
        
            | 
0.618             | 
            83.89 | 
         
        
            | 
1.000             | 
            82.56 | 
         
        
            | 
1.618             | 
            80.41 | 
         
        
            | 
2.618             | 
            76.93 | 
         
        
            | 
4.250             | 
            71.25 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 12-Sep-2011 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                88.47 | 
                                88.71 | 
                             
                            
                                | PP | 
                                88.13 | 
                                88.61 | 
                             
                            
                                | S1 | 
                                87.78 | 
                                88.50 | 
                             
             
         |