NYMEX Light Sweet Crude Oil Future February 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 05-Dec-2011 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    02-Dec-2011 | 
                    05-Dec-2011 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        100.10 | 
                        101.30 | 
                        1.20 | 
                        1.2% | 
                        97.50 | 
                     
                    
                        | High | 
                        101.68 | 
                        102.56 | 
                        0.88 | 
                        0.9% | 
                        101.81 | 
                     
                    
                        | Low | 
                        99.89 | 
                        100.38 | 
                        0.49 | 
                        0.5% | 
                        97.30 | 
                     
                    
                        | Close | 
                        101.09 | 
                        101.13 | 
                        0.04 | 
                        0.0% | 
                        101.09 | 
                     
                    
                        | Range | 
                        1.79 | 
                        2.18 | 
                        0.39 | 
                        21.8% | 
                        4.51 | 
                     
                    
                        | ATR | 
                        2.81 | 
                        2.76 | 
                        -0.04 | 
                        -1.6% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        72,214 | 
                        54,240 | 
                        -17,974 | 
                        -24.9% | 
                        327,406 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 05-Dec-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                107.90 | 
                106.69 | 
                102.33 | 
                 | 
             
            
                | R3 | 
                105.72 | 
                104.51 | 
                101.73 | 
                 | 
             
            
                | R2 | 
                103.54 | 
                103.54 | 
                101.53 | 
                 | 
             
            
                | R1 | 
                102.33 | 
                102.33 | 
                101.33 | 
                101.85 | 
             
            
                | PP | 
                101.36 | 
                101.36 | 
                101.36 | 
                101.11 | 
             
            
                | S1 | 
                100.15 | 
                100.15 | 
                100.93 | 
                99.67 | 
             
            
                | S2 | 
                99.18 | 
                99.18 | 
                100.73 | 
                 | 
             
            
                | S3 | 
                97.00 | 
                97.97 | 
                100.53 | 
                 | 
             
            
                | S4 | 
                94.82 | 
                95.79 | 
                99.93 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 02-Dec-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                113.60 | 
                111.85 | 
                103.57 | 
                 | 
             
            
                | R3 | 
                109.09 | 
                107.34 | 
                102.33 | 
                 | 
             
            
                | R2 | 
                104.58 | 
                104.58 | 
                101.92 | 
                 | 
             
            
                | R1 | 
                102.83 | 
                102.83 | 
                101.50 | 
                103.71 | 
             
            
                | PP | 
                100.07 | 
                100.07 | 
                100.07 | 
                100.50 | 
             
            
                | S1 | 
                98.32 | 
                98.32 | 
                100.68 | 
                99.20 | 
             
            
                | S2 | 
                95.56 | 
                95.56 | 
                100.26 | 
                 | 
             
            
                | S3 | 
                91.05 | 
                93.81 | 
                99.85 | 
                 | 
             
            
                | S4 | 
                86.54 | 
                89.30 | 
                98.61 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                102.56 | 
                97.39 | 
                5.17 | 
                5.1% | 
                2.36 | 
                2.3% | 
                72% | 
                True | 
                False | 
                68,189 | 
                 
                
                | 10 | 
                102.56 | 
                95.16 | 
                7.40 | 
                7.3% | 
                2.48 | 
                2.5% | 
                81% | 
                True | 
                False | 
                66,469 | 
                 
                
                | 20 | 
                103.28 | 
                93.07 | 
                10.21 | 
                10.1% | 
                2.71 | 
                2.7% | 
                79% | 
                False | 
                False | 
                60,004 | 
                 
                
                | 40 | 
                103.28 | 
                83.22 | 
                20.06 | 
                19.8% | 
                2.78 | 
                2.7% | 
                89% | 
                False | 
                False | 
                48,228 | 
                 
                
                | 60 | 
                103.28 | 
                75.66 | 
                27.62 | 
                27.3% | 
                2.89 | 
                2.9% | 
                92% | 
                False | 
                False | 
                37,962 | 
                 
                
                | 80 | 
                103.28 | 
                75.66 | 
                27.62 | 
                27.3% | 
                2.84 | 
                2.8% | 
                92% | 
                False | 
                False | 
                30,774 | 
                 
                
                | 100 | 
                103.28 | 
                75.66 | 
                27.62 | 
                27.3% | 
                2.85 | 
                2.8% | 
                92% | 
                False | 
                False | 
                25,760 | 
                 
                
                | 120 | 
                103.28 | 
                75.66 | 
                27.62 | 
                27.3% | 
                2.72 | 
                2.7% | 
                92% | 
                False | 
                False | 
                22,326 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            111.83 | 
         
        
            | 
2.618             | 
            108.27 | 
         
        
            | 
1.618             | 
            106.09 | 
         
        
            | 
1.000             | 
            104.74 | 
         
        
            | 
0.618             | 
            103.91 | 
         
        
            | 
HIGH             | 
            102.56 | 
         
        
            | 
0.618             | 
            101.73 | 
         
        
            | 
0.500             | 
            101.47 | 
         
        
            | 
0.382             | 
            101.21 | 
         
        
            | 
LOW             | 
            100.38 | 
         
        
            | 
0.618             | 
            99.03 | 
         
        
            | 
1.000             | 
            98.20 | 
         
        
            | 
1.618             | 
            96.85 | 
         
        
            | 
2.618             | 
            94.67 | 
         
        
            | 
4.250             | 
            91.12 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 05-Dec-2011 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                101.47 | 
                                101.01 | 
                             
                            
                                | PP | 
                                101.36 | 
                                100.88 | 
                             
                            
                                | S1 | 
                                101.24 | 
                                100.76 | 
                             
             
         |