NYMEX Light Sweet Crude Oil Future February 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 29-Dec-2011 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    28-Dec-2011 | 
                    29-Dec-2011 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        101.30 | 
                        99.59 | 
                        -1.71 | 
                        -1.7% | 
                        93.77 | 
                     
                    
                        | High | 
                        101.71 | 
                        99.92 | 
                        -1.79 | 
                        -1.8% | 
                        100.23 | 
                     
                    
                        | Low | 
                        99.11 | 
                        98.30 | 
                        -0.81 | 
                        -0.8% | 
                        92.77 | 
                     
                    
                        | Close | 
                        99.36 | 
                        99.65 | 
                        0.29 | 
                        0.3% | 
                        99.68 | 
                     
                    
                        | Range | 
                        2.60 | 
                        1.62 | 
                        -0.98 | 
                        -37.7% | 
                        7.46 | 
                     
                    
                        | ATR | 
                        2.61 | 
                        2.54 | 
                        -0.07 | 
                        -2.7% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        152,171 | 
                        141,165 | 
                        -11,006 | 
                        -7.2% | 
                        863,489 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 29-Dec-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                104.15 | 
                103.52 | 
                100.54 | 
                 | 
             
            
                | R3 | 
                102.53 | 
                101.90 | 
                100.10 | 
                 | 
             
            
                | R2 | 
                100.91 | 
                100.91 | 
                99.95 | 
                 | 
             
            
                | R1 | 
                100.28 | 
                100.28 | 
                99.80 | 
                100.60 | 
             
            
                | PP | 
                99.29 | 
                99.29 | 
                99.29 | 
                99.45 | 
             
            
                | S1 | 
                98.66 | 
                98.66 | 
                99.50 | 
                98.98 | 
             
            
                | S2 | 
                97.67 | 
                97.67 | 
                99.35 | 
                 | 
             
            
                | S3 | 
                96.05 | 
                97.04 | 
                99.20 | 
                 | 
             
            
                | S4 | 
                94.43 | 
                95.42 | 
                98.76 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 23-Dec-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                119.94 | 
                117.27 | 
                103.78 | 
                 | 
             
            
                | R3 | 
                112.48 | 
                109.81 | 
                101.73 | 
                 | 
             
            
                | R2 | 
                105.02 | 
                105.02 | 
                101.05 | 
                 | 
             
            
                | R1 | 
                102.35 | 
                102.35 | 
                100.36 | 
                103.69 | 
             
            
                | PP | 
                97.56 | 
                97.56 | 
                97.56 | 
                98.23 | 
             
            
                | S1 | 
                94.89 | 
                94.89 | 
                99.00 | 
                96.23 | 
             
            
                | S2 | 
                90.10 | 
                90.10 | 
                98.31 | 
                 | 
             
            
                | S3 | 
                82.64 | 
                87.43 | 
                97.63 | 
                 | 
             
            
                | S4 | 
                75.18 | 
                79.97 | 
                95.58 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                101.77 | 
                98.30 | 
                3.47 | 
                3.5% | 
                1.83 | 
                1.8% | 
                39% | 
                False | 
                True | 
                124,520 | 
                 
                
                | 10 | 
                101.77 | 
                92.70 | 
                9.07 | 
                9.1% | 
                2.18 | 
                2.2% | 
                77% | 
                False | 
                False | 
                154,038 | 
                 
                
                | 20 | 
                102.56 | 
                92.70 | 
                9.86 | 
                9.9% | 
                2.48 | 
                2.5% | 
                70% | 
                False | 
                False | 
                120,325 | 
                 
                
                | 40 | 
                103.28 | 
                90.68 | 
                12.60 | 
                12.6% | 
                2.64 | 
                2.7% | 
                71% | 
                False | 
                False | 
                87,880 | 
                 
                
                | 60 | 
                103.28 | 
                77.57 | 
                25.71 | 
                25.8% | 
                2.72 | 
                2.7% | 
                86% | 
                False | 
                False | 
                70,130 | 
                 
                
                | 80 | 
                103.28 | 
                75.66 | 
                27.62 | 
                27.7% | 
                2.82 | 
                2.8% | 
                87% | 
                False | 
                False | 
                56,455 | 
                 
                
                | 100 | 
                103.28 | 
                75.66 | 
                27.62 | 
                27.7% | 
                2.83 | 
                2.8% | 
                87% | 
                False | 
                False | 
                46,933 | 
                 
                
                | 120 | 
                103.28 | 
                75.66 | 
                27.62 | 
                27.7% | 
                2.82 | 
                2.8% | 
                87% | 
                False | 
                False | 
                40,025 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            106.81 | 
         
        
            | 
2.618             | 
            104.16 | 
         
        
            | 
1.618             | 
            102.54 | 
         
        
            | 
1.000             | 
            101.54 | 
         
        
            | 
0.618             | 
            100.92 | 
         
        
            | 
HIGH             | 
            99.92 | 
         
        
            | 
0.618             | 
            99.30 | 
         
        
            | 
0.500             | 
            99.11 | 
         
        
            | 
0.382             | 
            98.92 | 
         
        
            | 
LOW             | 
            98.30 | 
         
        
            | 
0.618             | 
            97.30 | 
         
        
            | 
1.000             | 
            96.68 | 
         
        
            | 
1.618             | 
            95.68 | 
         
        
            | 
2.618             | 
            94.06 | 
         
        
            | 
4.250             | 
            91.42 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 29-Dec-2011 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                99.47 | 
                                100.04 | 
                             
                            
                                | PP | 
                                99.29 | 
                                99.91 | 
                             
                            
                                | S1 | 
                                99.11 | 
                                99.78 | 
                             
             
         |