NYMEX Light Sweet Crude Oil Future February 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 13-Dec-2011 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    12-Dec-2011 | 
                    13-Dec-2011 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        99.76 | 
                        98.06 | 
                        -1.70 | 
                        -1.7% | 
                        101.30 | 
                     
                    
                        | High | 
                        99.87 | 
                        101.45 | 
                        1.58 | 
                        1.6% | 
                        102.56 | 
                     
                    
                        | Low | 
                        97.74 | 
                        97.86 | 
                        0.12 | 
                        0.1% | 
                        97.57 | 
                     
                    
                        | Close | 
                        97.99 | 
                        100.32 | 
                        2.33 | 
                        2.4% | 
                        99.60 | 
                     
                    
                        | Range | 
                        2.13 | 
                        3.59 | 
                        1.46 | 
                        68.5% | 
                        4.99 | 
                     
                    
                        | ATR | 
                        2.66 | 
                        2.73 | 
                        0.07 | 
                        2.5% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        104,880 | 
                        90,872 | 
                        -14,008 | 
                        -13.4% | 
                        369,832 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 13-Dec-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                110.65 | 
                109.07 | 
                102.29 | 
                 | 
             
            
                | R3 | 
                107.06 | 
                105.48 | 
                101.31 | 
                 | 
             
            
                | R2 | 
                103.47 | 
                103.47 | 
                100.98 | 
                 | 
             
            
                | R1 | 
                101.89 | 
                101.89 | 
                100.65 | 
                102.68 | 
             
            
                | PP | 
                99.88 | 
                99.88 | 
                99.88 | 
                100.27 | 
             
            
                | S1 | 
                98.30 | 
                98.30 | 
                99.99 | 
                99.09 | 
             
            
                | S2 | 
                96.29 | 
                96.29 | 
                99.66 | 
                 | 
             
            
                | S3 | 
                92.70 | 
                94.71 | 
                99.33 | 
                 | 
             
            
                | S4 | 
                89.11 | 
                91.12 | 
                98.35 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 09-Dec-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                114.88 | 
                112.23 | 
                102.34 | 
                 | 
             
            
                | R3 | 
                109.89 | 
                107.24 | 
                100.97 | 
                 | 
             
            
                | R2 | 
                104.90 | 
                104.90 | 
                100.51 | 
                 | 
             
            
                | R1 | 
                102.25 | 
                102.25 | 
                100.06 | 
                101.08 | 
             
            
                | PP | 
                99.91 | 
                99.91 | 
                99.91 | 
                99.33 | 
             
            
                | S1 | 
                97.26 | 
                97.26 | 
                99.14 | 
                96.09 | 
             
            
                | S2 | 
                94.92 | 
                94.92 | 
                98.69 | 
                 | 
             
            
                | S3 | 
                89.93 | 
                92.27 | 
                98.23 | 
                 | 
             
            
                | S4 | 
                84.94 | 
                87.28 | 
                96.86 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                102.09 | 
                97.57 | 
                4.52 | 
                4.5% | 
                2.89 | 
                2.9% | 
                61% | 
                False | 
                False | 
                91,925 | 
                 
                
                | 10 | 
                102.56 | 
                97.57 | 
                4.99 | 
                5.0% | 
                2.46 | 
                2.5% | 
                55% | 
                False | 
                False | 
                78,384 | 
                 
                
                | 20 | 
                103.28 | 
                95.16 | 
                8.12 | 
                8.1% | 
                2.77 | 
                2.8% | 
                64% | 
                False | 
                False | 
                72,260 | 
                 
                
                | 40 | 
                103.28 | 
                84.57 | 
                18.71 | 
                18.7% | 
                2.79 | 
                2.8% | 
                84% | 
                False | 
                False | 
                57,035 | 
                 
                
                | 60 | 
                103.28 | 
                75.66 | 
                27.62 | 
                27.5% | 
                2.92 | 
                2.9% | 
                89% | 
                False | 
                False | 
                44,962 | 
                 
                
                | 80 | 
                103.28 | 
                75.66 | 
                27.62 | 
                27.5% | 
                2.79 | 
                2.8% | 
                89% | 
                False | 
                False | 
                36,442 | 
                 
                
                | 100 | 
                103.28 | 
                75.66 | 
                27.62 | 
                27.5% | 
                2.88 | 
                2.9% | 
                89% | 
                False | 
                False | 
                30,596 | 
                 
                
                | 120 | 
                103.28 | 
                75.66 | 
                27.62 | 
                27.5% | 
                2.75 | 
                2.7% | 
                89% | 
                False | 
                False | 
                26,406 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            116.71 | 
         
        
            | 
2.618             | 
            110.85 | 
         
        
            | 
1.618             | 
            107.26 | 
         
        
            | 
1.000             | 
            105.04 | 
         
        
            | 
0.618             | 
            103.67 | 
         
        
            | 
HIGH             | 
            101.45 | 
         
        
            | 
0.618             | 
            100.08 | 
         
        
            | 
0.500             | 
            99.66 | 
         
        
            | 
0.382             | 
            99.23 | 
         
        
            | 
LOW             | 
            97.86 | 
         
        
            | 
0.618             | 
            95.64 | 
         
        
            | 
1.000             | 
            94.27 | 
         
        
            | 
1.618             | 
            92.05 | 
         
        
            | 
2.618             | 
            88.46 | 
         
        
            | 
4.250             | 
            82.60 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 13-Dec-2011 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                100.10 | 
                                100.05 | 
                             
                            
                                | PP | 
                                99.88 | 
                                99.78 | 
                             
                            
                                | S1 | 
                                99.66 | 
                                99.51 | 
                             
             
         |