NYMEX Light Sweet Crude Oil Future March 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 25-Jan-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    24-Jan-2012 | 
                    25-Jan-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        99.88 | 
                        99.20 | 
                        -0.68 | 
                        -0.7% | 
                        99.05 | 
                     
                    
                        | High | 
                        100.18 | 
                        100.39 | 
                        0.21 | 
                        0.2% | 
                        102.24 | 
                     
                    
                        | Low | 
                        98.25 | 
                        97.53 | 
                        -0.72 | 
                        -0.7% | 
                        98.02 | 
                     
                    
                        | Close | 
                        98.95 | 
                        99.40 | 
                        0.45 | 
                        0.5% | 
                        98.33 | 
                     
                    
                        | Range | 
                        1.93 | 
                        2.86 | 
                        0.93 | 
                        48.2% | 
                        4.22 | 
                     
                    
                        | ATR | 
                        2.47 | 
                        2.50 | 
                        0.03 | 
                        1.1% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        225,258 | 
                        305,113 | 
                        79,855 | 
                        35.5% | 
                        907,152 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 25-Jan-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                107.69 | 
                106.40 | 
                100.97 | 
                 | 
             
            
                | R3 | 
                104.83 | 
                103.54 | 
                100.19 | 
                 | 
             
            
                | R2 | 
                101.97 | 
                101.97 | 
                99.92 | 
                 | 
             
            
                | R1 | 
                100.68 | 
                100.68 | 
                99.66 | 
                101.33 | 
             
            
                | PP | 
                99.11 | 
                99.11 | 
                99.11 | 
                99.43 | 
             
            
                | S1 | 
                97.82 | 
                97.82 | 
                99.14 | 
                98.47 | 
             
            
                | S2 | 
                96.25 | 
                96.25 | 
                98.88 | 
                 | 
             
            
                | S3 | 
                93.39 | 
                94.96 | 
                98.61 | 
                 | 
             
            
                | S4 | 
                90.53 | 
                92.10 | 
                97.83 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 20-Jan-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                112.19 | 
                109.48 | 
                100.65 | 
                 | 
             
            
                | R3 | 
                107.97 | 
                105.26 | 
                99.49 | 
                 | 
             
            
                | R2 | 
                103.75 | 
                103.75 | 
                99.10 | 
                 | 
             
            
                | R1 | 
                101.04 | 
                101.04 | 
                98.72 | 
                100.29 | 
             
            
                | PP | 
                99.53 | 
                99.53 | 
                99.53 | 
                99.15 | 
             
            
                | S1 | 
                96.82 | 
                96.82 | 
                97.94 | 
                96.07 | 
             
            
                | S2 | 
                95.31 | 
                95.31 | 
                97.56 | 
                 | 
             
            
                | S3 | 
                91.09 | 
                92.60 | 
                97.17 | 
                 | 
             
            
                | S4 | 
                86.87 | 
                88.38 | 
                96.01 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                102.24 | 
                97.40 | 
                4.84 | 
                4.9% | 
                2.53 | 
                2.5% | 
                41% | 
                False | 
                False | 
                261,528 | 
                 
                
                | 10 | 
                103.19 | 
                97.40 | 
                5.79 | 
                5.8% | 
                2.61 | 
                2.6% | 
                35% | 
                False | 
                False | 
                203,513 | 
                 
                
                | 20 | 
                103.90 | 
                97.40 | 
                6.50 | 
                6.5% | 
                2.40 | 
                2.4% | 
                31% | 
                False | 
                False | 
                135,976 | 
                 
                
                | 40 | 
                103.90 | 
                92.95 | 
                10.95 | 
                11.0% | 
                2.47 | 
                2.5% | 
                59% | 
                False | 
                False | 
                92,079 | 
                 
                
                | 60 | 
                103.90 | 
                88.85 | 
                15.05 | 
                15.1% | 
                2.52 | 
                2.5% | 
                70% | 
                False | 
                False | 
                74,294 | 
                 
                
                | 80 | 
                103.90 | 
                75.90 | 
                28.00 | 
                28.2% | 
                2.62 | 
                2.6% | 
                84% | 
                False | 
                False | 
                62,355 | 
                 
                
                | 100 | 
                103.90 | 
                75.90 | 
                28.00 | 
                28.2% | 
                2.68 | 
                2.7% | 
                84% | 
                False | 
                False | 
                52,957 | 
                 
                
                | 120 | 
                103.90 | 
                75.90 | 
                28.00 | 
                28.2% | 
                2.77 | 
                2.8% | 
                84% | 
                False | 
                False | 
                45,664 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            112.55 | 
         
        
            | 
2.618             | 
            107.88 | 
         
        
            | 
1.618             | 
            105.02 | 
         
        
            | 
1.000             | 
            103.25 | 
         
        
            | 
0.618             | 
            102.16 | 
         
        
            | 
HIGH             | 
            100.39 | 
         
        
            | 
0.618             | 
            99.30 | 
         
        
            | 
0.500             | 
            98.96 | 
         
        
            | 
0.382             | 
            98.62 | 
         
        
            | 
LOW             | 
            97.53 | 
         
        
            | 
0.618             | 
            95.76 | 
         
        
            | 
1.000             | 
            94.67 | 
         
        
            | 
1.618             | 
            92.90 | 
         
        
            | 
2.618             | 
            90.04 | 
         
        
            | 
4.250             | 
            85.38 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 25-Jan-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                99.25 | 
                                99.23 | 
                             
                            
                                | PP | 
                                99.11 | 
                                99.06 | 
                             
                            
                                | S1 | 
                                98.96 | 
                                98.90 | 
                             
             
         |