NYMEX Light Sweet Crude Oil Future February 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 15-Sep-2011 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    14-Sep-2011 | 
                    15-Sep-2011 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        89.48 | 
                        89.69 | 
                        0.21 | 
                        0.2% | 
                        86.36 | 
                     
                    
                        | High | 
                        90.30 | 
                        90.80 | 
                        0.50 | 
                        0.6% | 
                        91.05 | 
                     
                    
                        | Low | 
                        88.66 | 
                        88.85 | 
                        0.19 | 
                        0.2% | 
                        84.71 | 
                     
                    
                        | Close | 
                        89.55 | 
                        90.24 | 
                        0.69 | 
                        0.8% | 
                        88.18 | 
                     
                    
                        | Range | 
                        1.64 | 
                        1.95 | 
                        0.31 | 
                        18.9% | 
                        6.34 | 
                     
                    
                        | ATR | 
                        2.77 | 
                        2.71 | 
                        -0.06 | 
                        -2.1% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        18,223 | 
                        20,069 | 
                        1,846 | 
                        10.1% | 
                        39,774 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 15-Sep-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                95.81 | 
                94.98 | 
                91.31 | 
                 | 
             
            
                | R3 | 
                93.86 | 
                93.03 | 
                90.78 | 
                 | 
             
            
                | R2 | 
                91.91 | 
                91.91 | 
                90.60 | 
                 | 
             
            
                | R1 | 
                91.08 | 
                91.08 | 
                90.42 | 
                91.50 | 
             
            
                | PP | 
                89.96 | 
                89.96 | 
                89.96 | 
                90.17 | 
             
            
                | S1 | 
                89.13 | 
                89.13 | 
                90.06 | 
                89.55 | 
             
            
                | S2 | 
                88.01 | 
                88.01 | 
                89.88 | 
                 | 
             
            
                | S3 | 
                86.06 | 
                87.18 | 
                89.70 | 
                 | 
             
            
                | S4 | 
                84.11 | 
                85.23 | 
                89.17 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                90.88 | 
                86.04 | 
                4.84 | 
                5.4% | 
                2.56 | 
                2.8% | 
                87% | 
                False | 
                False | 
                16,382 | 
                 
                
                | 10 | 
                91.05 | 
                84.71 | 
                6.34 | 
                7.0% | 
                2.55 | 
                2.8% | 
                87% | 
                False | 
                False | 
                13,832 | 
                 
                
                | 20 | 
                91.05 | 
                81.69 | 
                9.36 | 
                10.4% | 
                2.65 | 
                2.9% | 
                91% | 
                False | 
                False | 
                10,423 | 
                 
                
                | 40 | 
                102.42 | 
                78.59 | 
                23.83 | 
                26.4% | 
                2.79 | 
                3.1% | 
                49% | 
                False | 
                False | 
                8,600 | 
                 
                
                | 60 | 
                102.42 | 
                78.59 | 
                23.83 | 
                26.4% | 
                2.58 | 
                2.9% | 
                49% | 
                False | 
                False | 
                7,534 | 
                 
                
                | 80 | 
                105.34 | 
                78.59 | 
                26.75 | 
                29.6% | 
                2.48 | 
                2.7% | 
                44% | 
                False | 
                False | 
                6,885 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            99.09 | 
         
        
            | 
2.618             | 
            95.91 | 
         
        
            | 
1.618             | 
            93.96 | 
         
        
            | 
1.000             | 
            92.75 | 
         
        
            | 
0.618             | 
            92.01 | 
         
        
            | 
HIGH             | 
            90.80 | 
         
        
            | 
0.618             | 
            90.06 | 
         
        
            | 
0.500             | 
            89.83 | 
         
        
            | 
0.382             | 
            89.59 | 
         
        
            | 
LOW             | 
            88.85 | 
         
        
            | 
0.618             | 
            87.64 | 
         
        
            | 
1.000             | 
            86.90 | 
         
        
            | 
1.618             | 
            85.69 | 
         
        
            | 
2.618             | 
            83.74 | 
         
        
            | 
4.250             | 
            80.56 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 15-Sep-2011 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                90.10 | 
                                90.07 | 
                             
                            
                                | PP | 
                                89.96 | 
                                89.90 | 
                             
                            
                                | S1 | 
                                89.83 | 
                                89.73 | 
                             
             
         |