NYMEX Light Sweet Crude Oil Future March 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 08-Sep-2011 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    07-Sep-2011 | 
                    08-Sep-2011 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        88.28 | 
                        90.01 | 
                        1.73 | 
                        2.0% | 
                        87.60 | 
                     
                    
                        | High | 
                        91.25 | 
                        91.08 | 
                        -0.17 | 
                        -0.2% | 
                        91.34 | 
                     
                    
                        | Low | 
                        87.86 | 
                        89.75 | 
                        1.89 | 
                        2.2% | 
                        87.17 | 
                     
                    
                        | Close | 
                        90.62 | 
                        90.13 | 
                        -0.49 | 
                        -0.5% | 
                        88.03 | 
                     
                    
                        | Range | 
                        3.39 | 
                        1.33 | 
                        -2.06 | 
                        -60.8% | 
                        4.17 | 
                     
                    
                        | ATR | 
                        2.80 | 
                        2.70 | 
                        -0.11 | 
                        -3.8% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        6,410 | 
                        12,727 | 
                        6,317 | 
                        98.5% | 
                        69,044 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 08-Sep-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                94.31 | 
                93.55 | 
                90.86 | 
                 | 
             
            
                | R3 | 
                92.98 | 
                92.22 | 
                90.50 | 
                 | 
             
            
                | R2 | 
                91.65 | 
                91.65 | 
                90.37 | 
                 | 
             
            
                | R1 | 
                90.89 | 
                90.89 | 
                90.25 | 
                91.27 | 
             
            
                | PP | 
                90.32 | 
                90.32 | 
                90.32 | 
                90.51 | 
             
            
                | S1 | 
                89.56 | 
                89.56 | 
                90.01 | 
                89.94 | 
             
            
                | S2 | 
                88.99 | 
                88.99 | 
                89.89 | 
                 | 
             
            
                | S3 | 
                87.66 | 
                88.23 | 
                89.76 | 
                 | 
             
            
                | S4 | 
                86.33 | 
                86.90 | 
                89.40 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 02-Sep-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                101.36 | 
                98.86 | 
                90.32 | 
                 | 
             
            
                | R3 | 
                97.19 | 
                94.69 | 
                89.18 | 
                 | 
             
            
                | R2 | 
                93.02 | 
                93.02 | 
                88.79 | 
                 | 
             
            
                | R1 | 
                90.52 | 
                90.52 | 
                88.41 | 
                91.77 | 
             
            
                | PP | 
                88.85 | 
                88.85 | 
                88.85 | 
                89.47 | 
             
            
                | S1 | 
                86.35 | 
                86.35 | 
                87.65 | 
                87.60 | 
             
            
                | S2 | 
                84.68 | 
                84.68 | 
                87.27 | 
                 | 
             
            
                | S3 | 
                80.51 | 
                82.18 | 
                86.88 | 
                 | 
             
            
                | S4 | 
                76.34 | 
                78.01 | 
                85.74 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                91.34 | 
                85.02 | 
                6.32 | 
                7.0% | 
                2.47 | 
                2.7% | 
                81% | 
                False | 
                False | 
                15,460 | 
                 
                
                | 10 | 
                91.34 | 
                85.02 | 
                6.32 | 
                7.0% | 
                2.28 | 
                2.5% | 
                81% | 
                False | 
                False | 
                11,713 | 
                 
                
                | 20 | 
                91.34 | 
                81.40 | 
                9.94 | 
                11.0% | 
                2.65 | 
                2.9% | 
                88% | 
                False | 
                False | 
                10,604 | 
                 
                
                | 40 | 
                102.81 | 
                79.11 | 
                23.70 | 
                26.3% | 
                2.69 | 
                3.0% | 
                46% | 
                False | 
                False | 
                8,702 | 
                 
                
                | 60 | 
                102.81 | 
                79.11 | 
                23.70 | 
                26.3% | 
                2.39 | 
                2.7% | 
                46% | 
                False | 
                False | 
                7,706 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            96.73 | 
         
        
            | 
2.618             | 
            94.56 | 
         
        
            | 
1.618             | 
            93.23 | 
         
        
            | 
1.000             | 
            92.41 | 
         
        
            | 
0.618             | 
            91.90 | 
         
        
            | 
HIGH             | 
            91.08 | 
         
        
            | 
0.618             | 
            90.57 | 
         
        
            | 
0.500             | 
            90.42 | 
         
        
            | 
0.382             | 
            90.26 | 
         
        
            | 
LOW             | 
            89.75 | 
         
        
            | 
0.618             | 
            88.93 | 
         
        
            | 
1.000             | 
            88.42 | 
         
        
            | 
1.618             | 
            87.60 | 
         
        
            | 
2.618             | 
            86.27 | 
         
        
            | 
4.250             | 
            84.10 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 08-Sep-2011 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                90.42 | 
                                89.47 | 
                             
                            
                                | PP | 
                                90.32 | 
                                88.80 | 
                             
                            
                                | S1 | 
                                90.23 | 
                                88.14 | 
                             
             
         |