NYMEX Light Sweet Crude Oil Future March 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 12-Sep-2011 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    09-Sep-2011 | 
                    12-Sep-2011 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        89.98 | 
                        87.35 | 
                        -2.63 | 
                        -2.9% | 
                        86.91 | 
                     
                    
                        | High | 
                        90.39 | 
                        89.72 | 
                        -0.67 | 
                        -0.7% | 
                        91.25 | 
                     
                    
                        | Low | 
                        87.01 | 
                        86.20 | 
                        -0.81 | 
                        -0.9% | 
                        85.02 | 
                     
                    
                        | Close | 
                        88.43 | 
                        89.01 | 
                        0.58 | 
                        0.7% | 
                        88.43 | 
                     
                    
                        | Range | 
                        3.38 | 
                        3.52 | 
                        0.14 | 
                        4.1% | 
                        6.23 | 
                     
                    
                        | ATR | 
                        2.75 | 
                        2.80 | 
                        0.06 | 
                        2.0% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        18,971 | 
                        17,653 | 
                        -1,318 | 
                        -6.9% | 
                        51,116 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 12-Sep-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                98.87 | 
                97.46 | 
                90.95 | 
                 | 
             
            
                | R3 | 
                95.35 | 
                93.94 | 
                89.98 | 
                 | 
             
            
                | R2 | 
                91.83 | 
                91.83 | 
                89.66 | 
                 | 
             
            
                | R1 | 
                90.42 | 
                90.42 | 
                89.33 | 
                91.13 | 
             
            
                | PP | 
                88.31 | 
                88.31 | 
                88.31 | 
                88.66 | 
             
            
                | S1 | 
                86.90 | 
                86.90 | 
                88.69 | 
                87.61 | 
             
            
                | S2 | 
                84.79 | 
                84.79 | 
                88.36 | 
                 | 
             
            
                | S3 | 
                81.27 | 
                83.38 | 
                88.04 | 
                 | 
             
            
                | S4 | 
                77.75 | 
                79.86 | 
                87.07 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 09-Sep-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                106.92 | 
                103.91 | 
                91.86 | 
                 | 
             
            
                | R3 | 
                100.69 | 
                97.68 | 
                90.14 | 
                 | 
             
            
                | R2 | 
                94.46 | 
                94.46 | 
                89.57 | 
                 | 
             
            
                | R1 | 
                91.45 | 
                91.45 | 
                89.00 | 
                92.96 | 
             
            
                | PP | 
                88.23 | 
                88.23 | 
                88.23 | 
                88.99 | 
             
            
                | S1 | 
                85.22 | 
                85.22 | 
                87.86 | 
                86.73 | 
             
            
                | S2 | 
                82.00 | 
                82.00 | 
                87.29 | 
                 | 
             
            
                | S3 | 
                75.77 | 
                78.99 | 
                86.72 | 
                 | 
             
            
                | S4 | 
                69.54 | 
                72.76 | 
                85.00 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                91.25 | 
                85.02 | 
                6.23 | 
                7.0% | 
                2.93 | 
                3.3% | 
                64% | 
                False | 
                False | 
                13,753 | 
                 
                
                | 10 | 
                91.34 | 
                85.02 | 
                6.32 | 
                7.1% | 
                2.47 | 
                2.8% | 
                63% | 
                False | 
                False | 
                13,781 | 
                 
                
                | 20 | 
                91.34 | 
                81.40 | 
                9.94 | 
                11.2% | 
                2.69 | 
                3.0% | 
                77% | 
                False | 
                False | 
                11,216 | 
                 
                
                | 40 | 
                102.81 | 
                79.11 | 
                23.70 | 
                26.6% | 
                2.76 | 
                3.1% | 
                42% | 
                False | 
                False | 
                9,272 | 
                 
                
                | 60 | 
                102.81 | 
                79.11 | 
                23.70 | 
                26.6% | 
                2.42 | 
                2.7% | 
                42% | 
                False | 
                False | 
                8,039 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            104.68 | 
         
        
            | 
2.618             | 
            98.94 | 
         
        
            | 
1.618             | 
            95.42 | 
         
        
            | 
1.000             | 
            93.24 | 
         
        
            | 
0.618             | 
            91.90 | 
         
        
            | 
HIGH             | 
            89.72 | 
         
        
            | 
0.618             | 
            88.38 | 
         
        
            | 
0.500             | 
            87.96 | 
         
        
            | 
0.382             | 
            87.54 | 
         
        
            | 
LOW             | 
            86.20 | 
         
        
            | 
0.618             | 
            84.02 | 
         
        
            | 
1.000             | 
            82.68 | 
         
        
            | 
1.618             | 
            80.50 | 
         
        
            | 
2.618             | 
            76.98 | 
         
        
            | 
4.250             | 
            71.24 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 12-Sep-2011 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                88.66 | 
                                88.89 | 
                             
                            
                                | PP | 
                                88.31 | 
                                88.76 | 
                             
                            
                                | S1 | 
                                87.96 | 
                                88.64 | 
                             
             
         |