NYMEX Light Sweet Crude Oil Future February 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 08-Dec-2011 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    07-Dec-2011 | 
                    08-Dec-2011 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        101.27 | 
                        100.99 | 
                        -0.28 | 
                        -0.3% | 
                        97.50 | 
                     
                    
                        | High | 
                        102.09 | 
                        101.88 | 
                        -0.21 | 
                        -0.2% | 
                        101.81 | 
                     
                    
                        | Low | 
                        99.84 | 
                        97.91 | 
                        -1.93 | 
                        -1.9% | 
                        97.30 | 
                     
                    
                        | Close | 
                        100.68 | 
                        98.54 | 
                        -2.14 | 
                        -2.1% | 
                        101.09 | 
                     
                    
                        | Range | 
                        2.25 | 
                        3.97 | 
                        1.72 | 
                        76.4% | 
                        4.51 | 
                     
                    
                        | ATR | 
                        2.62 | 
                        2.72 | 
                        0.10 | 
                        3.7% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        61,846 | 
                        111,896 | 
                        50,050 | 
                        80.9% | 
                        327,406 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 08-Dec-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                111.35 | 
                108.92 | 
                100.72 | 
                 | 
             
            
                | R3 | 
                107.38 | 
                104.95 | 
                99.63 | 
                 | 
             
            
                | R2 | 
                103.41 | 
                103.41 | 
                99.27 | 
                 | 
             
            
                | R1 | 
                100.98 | 
                100.98 | 
                98.90 | 
                100.21 | 
             
            
                | PP | 
                99.44 | 
                99.44 | 
                99.44 | 
                99.06 | 
             
            
                | S1 | 
                97.01 | 
                97.01 | 
                98.18 | 
                96.24 | 
             
            
                | S2 | 
                95.47 | 
                95.47 | 
                97.81 | 
                 | 
             
            
                | S3 | 
                91.50 | 
                93.04 | 
                97.45 | 
                 | 
             
            
                | S4 | 
                87.53 | 
                89.07 | 
                96.36 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                97.91 | 
                4.65 | 
                4.7% | 
                2.28 | 
                2.3% | 
                14% | 
                False | 
                True | 
                70,382 | 
                 
                
                | 10 | 
                102.56 | 
                95.16 | 
                7.40 | 
                7.5% | 
                2.51 | 
                2.6% | 
                46% | 
                False | 
                False | 
                67,614 | 
                 
                
                | 20 | 
                103.28 | 
                95.03 | 
                8.25 | 
                8.4% | 
                2.70 | 
                2.7% | 
                43% | 
                False | 
                False | 
                65,207 | 
                 
                
                | 40 | 
                103.28 | 
                83.90 | 
                19.38 | 
                19.7% | 
                2.77 | 
                2.8% | 
                76% | 
                False | 
                False | 
                51,971 | 
                 
                
                | 60 | 
                103.28 | 
                75.66 | 
                27.62 | 
                28.0% | 
                2.89 | 
                2.9% | 
                83% | 
                False | 
                False | 
                40,959 | 
                 
                
                | 80 | 
                103.28 | 
                75.66 | 
                27.62 | 
                28.0% | 
                2.83 | 
                2.9% | 
                83% | 
                False | 
                False | 
                33,189 | 
                 
                
                | 100 | 
                103.28 | 
                75.66 | 
                27.62 | 
                28.0% | 
                2.86 | 
                2.9% | 
                83% | 
                False | 
                False | 
                27,853 | 
                 
                
                | 120 | 
                103.28 | 
                75.66 | 
                27.62 | 
                28.0% | 
                2.73 | 
                2.8% | 
                83% | 
                False | 
                False | 
                24,096 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            118.75 | 
         
        
            | 
2.618             | 
            112.27 | 
         
        
            | 
1.618             | 
            108.30 | 
         
        
            | 
1.000             | 
            105.85 | 
         
        
            | 
0.618             | 
            104.33 | 
         
        
            | 
HIGH             | 
            101.88 | 
         
        
            | 
0.618             | 
            100.36 | 
         
        
            | 
0.500             | 
            99.90 | 
         
        
            | 
0.382             | 
            99.43 | 
         
        
            | 
LOW             | 
            97.91 | 
         
        
            | 
0.618             | 
            95.46 | 
         
        
            | 
1.000             | 
            93.94 | 
         
        
            | 
1.618             | 
            91.49 | 
         
        
            | 
2.618             | 
            87.52 | 
         
        
            | 
4.250             | 
            81.04 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 08-Dec-2011 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                99.90 | 
                                100.00 | 
                             
                            
                                | PP | 
                                99.44 | 
                                99.51 | 
                             
                            
                                | S1 | 
                                98.99 | 
                                99.03 | 
                             
             
         |