NYMEX Light Sweet Crude Oil Future March 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 31-Jan-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    30-Jan-2012 | 
                    31-Jan-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        100.00 | 
                        98.88 | 
                        -1.12 | 
                        -1.1% | 
                        98.34 | 
                     
                    
                        | High | 
                        100.05 | 
                        101.29 | 
                        1.24 | 
                        1.2% | 
                        101.39 | 
                     
                    
                        | Low | 
                        98.43 | 
                        97.86 | 
                        -0.57 | 
                        -0.6% | 
                        97.40 | 
                     
                    
                        | Close | 
                        98.78 | 
                        98.48 | 
                        -0.30 | 
                        -0.3% | 
                        99.56 | 
                     
                    
                        | Range | 
                        1.62 | 
                        3.43 | 
                        1.81 | 
                        111.7% | 
                        3.99 | 
                     
                    
                        | ATR | 
                        2.35 | 
                        2.42 | 
                        0.08 | 
                        3.3% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        197,802 | 
                        351,698 | 
                        153,896 | 
                        77.8% | 
                        1,239,812 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 31-Jan-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                109.50 | 
                107.42 | 
                100.37 | 
                 | 
             
            
                | R3 | 
                106.07 | 
                103.99 | 
                99.42 | 
                 | 
             
            
                | R2 | 
                102.64 | 
                102.64 | 
                99.11 | 
                 | 
             
            
                | R1 | 
                100.56 | 
                100.56 | 
                98.79 | 
                99.89 | 
             
            
                | PP | 
                99.21 | 
                99.21 | 
                99.21 | 
                98.87 | 
             
            
                | S1 | 
                97.13 | 
                97.13 | 
                98.17 | 
                96.46 | 
             
            
                | S2 | 
                95.78 | 
                95.78 | 
                97.85 | 
                 | 
             
            
                | S3 | 
                92.35 | 
                93.70 | 
                97.54 | 
                 | 
             
            
                | S4 | 
                88.92 | 
                90.27 | 
                96.59 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 27-Jan-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                111.42 | 
                109.48 | 
                101.75 | 
                 | 
             
            
                | R3 | 
                107.43 | 
                105.49 | 
                100.66 | 
                 | 
             
            
                | R2 | 
                103.44 | 
                103.44 | 
                100.29 | 
                 | 
             
            
                | R1 | 
                101.50 | 
                101.50 | 
                99.93 | 
                102.47 | 
             
            
                | PP | 
                99.45 | 
                99.45 | 
                99.45 | 
                99.94 | 
             
            
                | S1 | 
                97.51 | 
                97.51 | 
                99.19 | 
                98.48 | 
             
            
                | S2 | 
                95.46 | 
                95.46 | 
                98.83 | 
                 | 
             
            
                | S3 | 
                91.47 | 
                93.52 | 
                98.46 | 
                 | 
             
            
                | S4 | 
                87.48 | 
                89.53 | 
                97.37 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                101.39 | 
                97.53 | 
                3.86 | 
                3.9% | 
                2.31 | 
                2.3% | 
                25% | 
                False | 
                False | 
                268,468 | 
                 
                
                | 10 | 
                102.24 | 
                97.40 | 
                4.84 | 
                4.9% | 
                2.36 | 
                2.4% | 
                22% | 
                False | 
                False | 
                252,571 | 
                 
                
                | 20 | 
                103.90 | 
                97.40 | 
                6.50 | 
                6.6% | 
                2.43 | 
                2.5% | 
                17% | 
                False | 
                False | 
                180,341 | 
                 
                
                | 40 | 
                103.90 | 
                92.95 | 
                10.95 | 
                11.1% | 
                2.41 | 
                2.4% | 
                51% | 
                False | 
                False | 
                113,995 | 
                 
                
                | 60 | 
                103.90 | 
                90.50 | 
                13.40 | 
                13.6% | 
                2.50 | 
                2.5% | 
                60% | 
                False | 
                False | 
                89,534 | 
                 
                
                | 80 | 
                103.90 | 
                79.75 | 
                24.15 | 
                24.5% | 
                2.57 | 
                2.6% | 
                78% | 
                False | 
                False | 
                74,520 | 
                 
                
                | 100 | 
                103.90 | 
                75.90 | 
                28.00 | 
                28.4% | 
                2.65 | 
                2.7% | 
                81% | 
                False | 
                False | 
                62,683 | 
                 
                
                | 120 | 
                103.90 | 
                75.90 | 
                28.00 | 
                28.4% | 
                2.67 | 
                2.7% | 
                81% | 
                False | 
                False | 
                53,988 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            115.87 | 
         
        
            | 
2.618             | 
            110.27 | 
         
        
            | 
1.618             | 
            106.84 | 
         
        
            | 
1.000             | 
            104.72 | 
         
        
            | 
0.618             | 
            103.41 | 
         
        
            | 
HIGH             | 
            101.29 | 
         
        
            | 
0.618             | 
            99.98 | 
         
        
            | 
0.500             | 
            99.58 | 
         
        
            | 
0.382             | 
            99.17 | 
         
        
            | 
LOW             | 
            97.86 | 
         
        
            | 
0.618             | 
            95.74 | 
         
        
            | 
1.000             | 
            94.43 | 
         
        
            | 
1.618             | 
            92.31 | 
         
        
            | 
2.618             | 
            88.88 | 
         
        
            | 
4.250             | 
            83.28 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 31-Jan-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                99.58 | 
                                99.58 | 
                             
                            
                                | PP | 
                                99.21 | 
                                99.21 | 
                             
                            
                                | S1 | 
                                98.85 | 
                                98.85 | 
                             
             
         |