NYMEX Light Sweet Crude Oil Future February 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 16-Sep-2011 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    15-Sep-2011 | 
                    16-Sep-2011 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        89.69 | 
                        90.24 | 
                        0.55 | 
                        0.6% | 
                        86.55 | 
                     
                    
                        | High | 
                        90.80 | 
                        90.50 | 
                        -0.30 | 
                        -0.3% | 
                        90.88 | 
                     
                    
                        | Low | 
                        88.85 | 
                        88.16 | 
                        -0.69 | 
                        -0.8% | 
                        86.04 | 
                     
                    
                        | Close | 
                        90.24 | 
                        89.00 | 
                        -1.24 | 
                        -1.4% | 
                        89.00 | 
                     
                    
                        | Range | 
                        1.95 | 
                        2.34 | 
                        0.39 | 
                        20.0% | 
                        4.84 | 
                     
                    
                        | ATR | 
                        2.71 | 
                        2.69 | 
                        -0.03 | 
                        -1.0% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        20,069 | 
                        11,272 | 
                        -8,797 | 
                        -43.8% | 
                        76,948 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 16-Sep-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                96.24 | 
                94.96 | 
                90.29 | 
                 | 
             
            
                | R3 | 
                93.90 | 
                92.62 | 
                89.64 | 
                 | 
             
            
                | R2 | 
                91.56 | 
                91.56 | 
                89.43 | 
                 | 
             
            
                | R1 | 
                90.28 | 
                90.28 | 
                89.21 | 
                89.75 | 
             
            
                | PP | 
                89.22 | 
                89.22 | 
                89.22 | 
                88.96 | 
             
            
                | S1 | 
                87.94 | 
                87.94 | 
                88.79 | 
                87.41 | 
             
            
                | S2 | 
                86.88 | 
                86.88 | 
                88.57 | 
                 | 
             
            
                | S3 | 
                84.54 | 
                85.60 | 
                88.36 | 
                 | 
             
            
                | S4 | 
                82.20 | 
                83.26 | 
                87.71 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 16-Sep-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                103.16 | 
                100.92 | 
                91.66 | 
                 | 
             
            
                | R3 | 
                98.32 | 
                96.08 | 
                90.33 | 
                 | 
             
            
                | R2 | 
                93.48 | 
                93.48 | 
                89.89 | 
                 | 
             
            
                | R1 | 
                91.24 | 
                91.24 | 
                89.44 | 
                92.36 | 
             
            
                | PP | 
                88.64 | 
                88.64 | 
                88.64 | 
                89.20 | 
             
            
                | S1 | 
                86.40 | 
                86.40 | 
                88.56 | 
                87.52 | 
             
            
                | S2 | 
                83.80 | 
                83.80 | 
                88.11 | 
                 | 
             
            
                | S3 | 
                78.96 | 
                81.56 | 
                87.67 | 
                 | 
             
            
                | S4 | 
                74.12 | 
                76.72 | 
                86.34 | 
                 | 
             
     
 | 
    
    
    
        
            
                | 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% | 
                2.34 | 
                2.6% | 
                61% | 
                False | 
                False | 
                15,389 | 
                 
                
                | 10 | 
                91.05 | 
                84.71 | 
                6.34 | 
                7.1% | 
                2.64 | 
                3.0% | 
                68% | 
                False | 
                False | 
                12,392 | 
                 
                
                | 20 | 
                91.05 | 
                81.69 | 
                9.36 | 
                10.5% | 
                2.47 | 
                2.8% | 
                78% | 
                False | 
                False | 
                10,763 | 
                 
                
                | 40 | 
                102.42 | 
                78.59 | 
                23.83 | 
                26.8% | 
                2.79 | 
                3.1% | 
                44% | 
                False | 
                False | 
                8,805 | 
                 
                
                | 60 | 
                102.42 | 
                78.59 | 
                23.83 | 
                26.8% | 
                2.59 | 
                2.9% | 
                44% | 
                False | 
                False | 
                7,668 | 
                 
                
                | 80 | 
                105.34 | 
                78.59 | 
                26.75 | 
                30.1% | 
                2.49 | 
                2.8% | 
                39% | 
                False | 
                False | 
                6,991 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            100.45 | 
         
        
            | 
2.618             | 
            96.63 | 
         
        
            | 
1.618             | 
            94.29 | 
         
        
            | 
1.000             | 
            92.84 | 
         
        
            | 
0.618             | 
            91.95 | 
         
        
            | 
HIGH             | 
            90.50 | 
         
        
            | 
0.618             | 
            89.61 | 
         
        
            | 
0.500             | 
            89.33 | 
         
        
            | 
0.382             | 
            89.05 | 
         
        
            | 
LOW             | 
            88.16 | 
         
        
            | 
0.618             | 
            86.71 | 
         
        
            | 
1.000             | 
            85.82 | 
         
        
            | 
1.618             | 
            84.37 | 
         
        
            | 
2.618             | 
            82.03 | 
         
        
            | 
4.250             | 
            78.22 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 16-Sep-2011 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                89.33 | 
                                89.48 | 
                             
                            
                                | PP | 
                                89.22 | 
                                89.32 | 
                             
                            
                                | S1 | 
                                89.11 | 
                                89.16 | 
                             
             
         |