NYMEX Light Sweet Crude Oil Future March 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 | 
                        101.44 | 
                        99.76 | 
                        -1.68 | 
                        -1.7% | 
                        93.96 | 
                     
                    
                        | High | 
                        101.82 | 
                        100.07 | 
                        -1.75 | 
                        -1.7% | 
                        100.38 | 
                     
                    
                        | Low | 
                        99.25 | 
                        98.45 | 
                        -0.80 | 
                        -0.8% | 
                        93.00 | 
                     
                    
                        | Close | 
                        99.51 | 
                        99.82 | 
                        0.31 | 
                        0.3% | 
                        99.83 | 
                     
                    
                        | Range | 
                        2.57 | 
                        1.62 | 
                        -0.95 | 
                        -37.0% | 
                        7.38 | 
                     
                    
                        | ATR | 
                        2.55 | 
                        2.48 | 
                        -0.07 | 
                        -2.6% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        34,297 | 
                        42,109 | 
                        7,812 | 
                        22.8% | 
                        207,783 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 29-Dec-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                104.31 | 
                103.68 | 
                100.71 | 
                 | 
             
            
                | R3 | 
                102.69 | 
                102.06 | 
                100.27 | 
                 | 
             
            
                | R2 | 
                101.07 | 
                101.07 | 
                100.12 | 
                 | 
             
            
                | R1 | 
                100.44 | 
                100.44 | 
                99.97 | 
                100.76 | 
             
            
                | PP | 
                99.45 | 
                99.45 | 
                99.45 | 
                99.60 | 
             
            
                | S1 | 
                98.82 | 
                98.82 | 
                99.67 | 
                99.14 | 
             
            
                | S2 | 
                97.83 | 
                97.83 | 
                99.52 | 
                 | 
             
            
                | S3 | 
                96.21 | 
                97.20 | 
                99.37 | 
                 | 
             
            
                | S4 | 
                94.59 | 
                95.58 | 
                98.93 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                101.88 | 
                98.45 | 
                3.43 | 
                3.4% | 
                1.79 | 
                1.8% | 
                40% | 
                False | 
                True | 
                37,546 | 
                 
                
                | 10 | 
                101.88 | 
                92.95 | 
                8.93 | 
                8.9% | 
                2.13 | 
                2.1% | 
                77% | 
                False | 
                False | 
                41,637 | 
                 
                
                | 20 | 
                102.68 | 
                92.95 | 
                9.73 | 
                9.7% | 
                2.43 | 
                2.4% | 
                71% | 
                False | 
                False | 
                47,340 | 
                 
                
                | 40 | 
                103.20 | 
                90.50 | 
                12.70 | 
                12.7% | 
                2.55 | 
                2.6% | 
                73% | 
                False | 
                False | 
                43,872 | 
                 
                
                | 60 | 
                103.20 | 
                77.76 | 
                25.44 | 
                25.5% | 
                2.63 | 
                2.6% | 
                87% | 
                False | 
                False | 
                38,743 | 
                 
                
                | 80 | 
                103.20 | 
                75.90 | 
                27.30 | 
                27.3% | 
                2.73 | 
                2.7% | 
                88% | 
                False | 
                False | 
                32,718 | 
                 
                
                | 100 | 
                103.20 | 
                75.90 | 
                27.30 | 
                27.3% | 
                2.76 | 
                2.8% | 
                88% | 
                False | 
                False | 
                28,308 | 
                 
                
                | 120 | 
                103.20 | 
                75.90 | 
                27.30 | 
                27.3% | 
                2.72 | 
                2.7% | 
                88% | 
                False | 
                False | 
                24,661 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            106.96 | 
         
        
            | 
2.618             | 
            104.31 | 
         
        
            | 
1.618             | 
            102.69 | 
         
        
            | 
1.000             | 
            101.69 | 
         
        
            | 
0.618             | 
            101.07 | 
         
        
            | 
HIGH             | 
            100.07 | 
         
        
            | 
0.618             | 
            99.45 | 
         
        
            | 
0.500             | 
            99.26 | 
         
        
            | 
0.382             | 
            99.07 | 
         
        
            | 
LOW             | 
            98.45 | 
         
        
            | 
0.618             | 
            97.45 | 
         
        
            | 
1.000             | 
            96.83 | 
         
        
            | 
1.618             | 
            95.83 | 
         
        
            | 
2.618             | 
            94.21 | 
         
        
            | 
4.250             | 
            91.57 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 29-Dec-2011 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                99.63 | 
                                100.17 | 
                             
                            
                                | PP | 
                                99.45 | 
                                100.05 | 
                             
                            
                                | S1 | 
                                99.26 | 
                                99.94 | 
                             
             
         |