NYMEX Light Sweet Crude Oil Future February 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 14-Sep-2011 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    13-Sep-2011 | 
                    14-Sep-2011 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        89.30 | 
                        89.48 | 
                        0.18 | 
                        0.2% | 
                        86.36 | 
                     
                    
                        | High | 
                        90.88 | 
                        90.30 | 
                        -0.58 | 
                        -0.6% | 
                        91.05 | 
                     
                    
                        | Low | 
                        88.58 | 
                        88.66 | 
                        0.08 | 
                        0.1% | 
                        84.71 | 
                     
                    
                        | Close | 
                        90.66 | 
                        89.55 | 
                        -1.11 | 
                        -1.2% | 
                        88.18 | 
                     
                    
                        | Range | 
                        2.30 | 
                        1.64 | 
                        -0.66 | 
                        -28.7% | 
                        6.34 | 
                     
                    
                        | ATR | 
                        2.83 | 
                        2.77 | 
                        -0.06 | 
                        -2.1% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        12,099 | 
                        18,223 | 
                        6,124 | 
                        50.6% | 
                        39,774 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 14-Sep-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                94.42 | 
                93.63 | 
                90.45 | 
                 | 
             
            
                | R3 | 
                92.78 | 
                91.99 | 
                90.00 | 
                 | 
             
            
                | R2 | 
                91.14 | 
                91.14 | 
                89.85 | 
                 | 
             
            
                | R1 | 
                90.35 | 
                90.35 | 
                89.70 | 
                90.75 | 
             
            
                | PP | 
                89.50 | 
                89.50 | 
                89.50 | 
                89.70 | 
             
            
                | S1 | 
                88.71 | 
                88.71 | 
                89.40 | 
                89.11 | 
             
            
                | S2 | 
                87.86 | 
                87.86 | 
                89.25 | 
                 | 
             
            
                | S3 | 
                86.22 | 
                87.07 | 
                89.10 | 
                 | 
             
            
                | S4 | 
                84.58 | 
                85.43 | 
                88.65 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                90.96 | 
                86.04 | 
                4.92 | 
                5.5% | 
                2.46 | 
                2.7% | 
                71% | 
                False | 
                False | 
                14,092 | 
                 
                
                | 10 | 
                91.05 | 
                84.71 | 
                6.34 | 
                7.1% | 
                2.52 | 
                2.8% | 
                76% | 
                False | 
                False | 
                12,827 | 
                 
                
                | 20 | 
                91.05 | 
                81.69 | 
                9.36 | 
                10.5% | 
                2.63 | 
                2.9% | 
                84% | 
                False | 
                False | 
                9,877 | 
                 
                
                | 40 | 
                102.42 | 
                78.59 | 
                23.83 | 
                26.6% | 
                2.80 | 
                3.1% | 
                46% | 
                False | 
                False | 
                8,193 | 
                 
                
                | 60 | 
                102.42 | 
                78.59 | 
                23.83 | 
                26.6% | 
                2.57 | 
                2.9% | 
                46% | 
                False | 
                False | 
                7,233 | 
                 
                
                | 80 | 
                105.34 | 
                78.59 | 
                26.75 | 
                29.9% | 
                2.47 | 
                2.8% | 
                41% | 
                False | 
                False | 
                6,676 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            97.27 | 
         
        
            | 
2.618             | 
            94.59 | 
         
        
            | 
1.618             | 
            92.95 | 
         
        
            | 
1.000             | 
            91.94 | 
         
        
            | 
0.618             | 
            91.31 | 
         
        
            | 
HIGH             | 
            90.30 | 
         
        
            | 
0.618             | 
            89.67 | 
         
        
            | 
0.500             | 
            89.48 | 
         
        
            | 
0.382             | 
            89.29 | 
         
        
            | 
LOW             | 
            88.66 | 
         
        
            | 
0.618             | 
            87.65 | 
         
        
            | 
1.000             | 
            87.02 | 
         
        
            | 
1.618             | 
            86.01 | 
         
        
            | 
2.618             | 
            84.37 | 
         
        
            | 
4.250             | 
            81.69 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 14-Sep-2011 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                89.53 | 
                                89.19 | 
                             
                            
                                | PP | 
                                89.50 | 
                                88.82 | 
                             
                            
                                | S1 | 
                                89.48 | 
                                88.46 | 
                             
             
         |