NYMEX Light Sweet Crude Oil Future March 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 26-Jan-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    25-Jan-2012 | 
                    26-Jan-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        99.20 | 
                        99.96 | 
                        0.76 | 
                        0.8% | 
                        99.05 | 
                     
                    
                        | High | 
                        100.39 | 
                        101.39 | 
                        1.00 | 
                        1.0% | 
                        102.24 | 
                     
                    
                        | Low | 
                        97.53 | 
                        99.23 | 
                        1.70 | 
                        1.7% | 
                        98.02 | 
                     
                    
                        | Close | 
                        99.40 | 
                        99.70 | 
                        0.30 | 
                        0.3% | 
                        98.33 | 
                     
                    
                        | Range | 
                        2.86 | 
                        2.16 | 
                        -0.70 | 
                        -24.5% | 
                        4.22 | 
                     
                    
                        | ATR | 
                        2.50 | 
                        2.47 | 
                        -0.02 | 
                        -1.0% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        305,113 | 
                        249,035 | 
                        -56,078 | 
                        -18.4% | 
                        907,152 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 26-Jan-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                106.59 | 
                105.30 | 
                100.89 | 
                 | 
             
            
                | R3 | 
                104.43 | 
                103.14 | 
                100.29 | 
                 | 
             
            
                | R2 | 
                102.27 | 
                102.27 | 
                100.10 | 
                 | 
             
            
                | R1 | 
                100.98 | 
                100.98 | 
                99.90 | 
                100.55 | 
             
            
                | PP | 
                100.11 | 
                100.11 | 
                100.11 | 
                99.89 | 
             
            
                | S1 | 
                98.82 | 
                98.82 | 
                99.50 | 
                98.39 | 
             
            
                | S2 | 
                97.95 | 
                97.95 | 
                99.30 | 
                 | 
             
            
                | S3 | 
                95.79 | 
                96.66 | 
                99.11 | 
                 | 
             
            
                | S4 | 
                93.63 | 
                94.50 | 
                98.51 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                101.39 | 
                97.40 | 
                3.99 | 
                4.0% | 
                2.54 | 
                2.5% | 
                58% | 
                True | 
                False | 
                257,744 | 
                 
                
                | 10 | 
                103.19 | 
                97.40 | 
                5.79 | 
                5.8% | 
                2.64 | 
                2.6% | 
                40% | 
                False | 
                False | 
                215,497 | 
                 
                
                | 20 | 
                103.90 | 
                97.40 | 
                6.50 | 
                6.5% | 
                2.39 | 
                2.4% | 
                35% | 
                False | 
                False | 
                147,276 | 
                 
                
                | 40 | 
                103.90 | 
                92.95 | 
                10.95 | 
                11.0% | 
                2.44 | 
                2.4% | 
                62% | 
                False | 
                False | 
                97,601 | 
                 
                
                | 60 | 
                103.90 | 
                88.85 | 
                15.05 | 
                15.1% | 
                2.52 | 
                2.5% | 
                72% | 
                False | 
                False | 
                77,795 | 
                 
                
                | 80 | 
                103.90 | 
                75.90 | 
                28.00 | 
                28.1% | 
                2.59 | 
                2.6% | 
                85% | 
                False | 
                False | 
                65,330 | 
                 
                
                | 100 | 
                103.90 | 
                75.90 | 
                28.00 | 
                28.1% | 
                2.68 | 
                2.7% | 
                85% | 
                False | 
                False | 
                55,107 | 
                 
                
                | 120 | 
                103.90 | 
                75.90 | 
                28.00 | 
                28.1% | 
                2.74 | 
                2.8% | 
                85% | 
                False | 
                False | 
                47,663 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            110.57 | 
         
        
            | 
2.618             | 
            107.04 | 
         
        
            | 
1.618             | 
            104.88 | 
         
        
            | 
1.000             | 
            103.55 | 
         
        
            | 
0.618             | 
            102.72 | 
         
        
            | 
HIGH             | 
            101.39 | 
         
        
            | 
0.618             | 
            100.56 | 
         
        
            | 
0.500             | 
            100.31 | 
         
        
            | 
0.382             | 
            100.06 | 
         
        
            | 
LOW             | 
            99.23 | 
         
        
            | 
0.618             | 
            97.90 | 
         
        
            | 
1.000             | 
            97.07 | 
         
        
            | 
1.618             | 
            95.74 | 
         
        
            | 
2.618             | 
            93.58 | 
         
        
            | 
4.250             | 
            90.05 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 26-Jan-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                100.31 | 
                                99.62 | 
                             
                            
                                | PP | 
                                100.11 | 
                                99.54 | 
                             
                            
                                | S1 | 
                                99.90 | 
                                99.46 | 
                             
             
         |