NYMEX Light Sweet Crude Oil Future March 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 23-Dec-2011 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    22-Dec-2011 | 
                    23-Dec-2011 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        99.16 | 
                        99.50 | 
                        0.34 | 
                        0.3% | 
                        93.96 | 
                     
                    
                        | High | 
                        100.19 | 
                        100.38 | 
                        0.19 | 
                        0.2% | 
                        100.38 | 
                     
                    
                        | Low | 
                        98.70 | 
                        99.45 | 
                        0.75 | 
                        0.8% | 
                        93.00 | 
                     
                    
                        | Close | 
                        99.70 | 
                        99.83 | 
                        0.13 | 
                        0.1% | 
                        99.83 | 
                     
                    
                        | Range | 
                        1.49 | 
                        0.93 | 
                        -0.56 | 
                        -37.6% | 
                        7.38 | 
                     
                    
                        | ATR | 
                        2.68 | 
                        2.56 | 
                        -0.13 | 
                        -4.7% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        53,947 | 
                        34,344 | 
                        -19,603 | 
                        -36.3% | 
                        207,783 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 23-Dec-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                102.68 | 
                102.18 | 
                100.34 | 
                 | 
             
            
                | R3 | 
                101.75 | 
                101.25 | 
                100.09 | 
                 | 
             
            
                | R2 | 
                100.82 | 
                100.82 | 
                100.00 | 
                 | 
             
            
                | R1 | 
                100.32 | 
                100.32 | 
                99.92 | 
                100.57 | 
             
            
                | PP | 
                99.89 | 
                99.89 | 
                99.89 | 
                100.01 | 
             
            
                | S1 | 
                99.39 | 
                99.39 | 
                99.74 | 
                99.64 | 
             
            
                | S2 | 
                98.96 | 
                98.96 | 
                99.66 | 
                 | 
             
            
                | S3 | 
                98.03 | 
                98.46 | 
                99.57 | 
                 | 
             
            
                | S4 | 
                97.10 | 
                97.53 | 
                99.32 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 23-Dec-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                119.88 | 
                117.23 | 
                103.89 | 
                 | 
             
            
                | R3 | 
                112.50 | 
                109.85 | 
                101.86 | 
                 | 
             
            
                | R2 | 
                105.12 | 
                105.12 | 
                101.18 | 
                 | 
             
            
                | R1 | 
                102.47 | 
                102.47 | 
                100.51 | 
                103.80 | 
             
            
                | PP | 
                97.74 | 
                97.74 | 
                97.74 | 
                98.40 | 
             
            
                | S1 | 
                95.09 | 
                95.09 | 
                99.15 | 
                96.42 | 
             
            
                | S2 | 
                90.36 | 
                90.36 | 
                98.48 | 
                 | 
             
            
                | S3 | 
                82.98 | 
                87.71 | 
                97.80 | 
                 | 
             
            
                | S4 | 
                75.60 | 
                80.33 | 
                95.77 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                100.38 | 
                93.00 | 
                7.38 | 
                7.4% | 
                1.98 | 
                2.0% | 
                93% | 
                True | 
                False | 
                41,556 | 
                 
                
                | 10 | 
                101.60 | 
                92.95 | 
                8.65 | 
                8.7% | 
                2.62 | 
                2.6% | 
                80% | 
                False | 
                False | 
                50,832 | 
                 
                
                | 20 | 
                102.68 | 
                92.95 | 
                9.73 | 
                9.7% | 
                2.55 | 
                2.6% | 
                71% | 
                False | 
                False | 
                48,183 | 
                 
                
                | 40 | 
                103.20 | 
                88.85 | 
                14.35 | 
                14.4% | 
                2.57 | 
                2.6% | 
                77% | 
                False | 
                False | 
                43,453 | 
                 
                
                | 60 | 
                103.20 | 
                75.90 | 
                27.30 | 
                27.3% | 
                2.69 | 
                2.7% | 
                88% | 
                False | 
                False | 
                37,815 | 
                 
                
                | 80 | 
                103.20 | 
                75.90 | 
                27.30 | 
                27.3% | 
                2.75 | 
                2.7% | 
                88% | 
                False | 
                False | 
                32,202 | 
                 
                
                | 100 | 
                103.20 | 
                75.90 | 
                27.30 | 
                27.3% | 
                2.84 | 
                2.8% | 
                88% | 
                False | 
                False | 
                27,602 | 
                 
                
                | 120 | 
                103.20 | 
                75.90 | 
                27.30 | 
                27.3% | 
                2.70 | 
                2.7% | 
                88% | 
                False | 
                False | 
                24,002 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            104.33 | 
         
        
            | 
2.618             | 
            102.81 | 
         
        
            | 
1.618             | 
            101.88 | 
         
        
            | 
1.000             | 
            101.31 | 
         
        
            | 
0.618             | 
            100.95 | 
         
        
            | 
HIGH             | 
            100.38 | 
         
        
            | 
0.618             | 
            100.02 | 
         
        
            | 
0.500             | 
            99.92 | 
         
        
            | 
0.382             | 
            99.81 | 
         
        
            | 
LOW             | 
            99.45 | 
         
        
            | 
0.618             | 
            98.88 | 
         
        
            | 
1.000             | 
            98.52 | 
         
        
            | 
1.618             | 
            97.95 | 
         
        
            | 
2.618             | 
            97.02 | 
         
        
            | 
4.250             | 
            95.50 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 23-Dec-2011 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                99.92 | 
                                99.45 | 
                             
                            
                                | PP | 
                                99.89 | 
                                99.07 | 
                             
                            
                                | S1 | 
                                99.86 | 
                                98.70 | 
                             
             
         |