NYMEX Light Sweet Crude Oil Future July 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 13-Dec-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 12-Dec-2011 | 13-Dec-2011 | Change | Change % | Previous Week |  
                        | Open | 99.30 | 98.53 | -0.77 | -0.8% | 101.00 |  
                        | High | 99.30 | 101.30 | 2.00 | 2.0% | 101.71 |  
                        | Low | 98.11 | 98.53 | 0.42 | 0.4% | 98.22 |  
                        | Close | 98.26 | 100.36 | 2.10 | 2.1% | 99.57 |  
                        | Range | 1.19 | 2.77 | 1.58 | 132.8% | 3.49 |  
                        | ATR | 1.92 | 2.00 | 0.08 | 4.2% | 0.00 |  
                        | Volume | 5,073 | 6,212 | 1,139 | 22.5% | 26,591 |  | 
    
| 
        
            | Daily Pivots for day following 13-Dec-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 108.37 | 107.14 | 101.88 |  |  
                | R3 | 105.60 | 104.37 | 101.12 |  |  
                | R2 | 102.83 | 102.83 | 100.87 |  |  
                | R1 | 101.60 | 101.60 | 100.61 | 102.22 |  
                | PP | 100.06 | 100.06 | 100.06 | 100.37 |  
                | S1 | 98.83 | 98.83 | 100.11 | 99.45 |  
                | S2 | 97.29 | 97.29 | 99.85 |  |  
                | S3 | 94.52 | 96.06 | 99.60 |  |  
                | S4 | 91.75 | 93.29 | 98.84 |  |  | 
        
            | Weekly Pivots for week ending 09-Dec-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 110.30 | 108.43 | 101.49 |  |  
                | R3 | 106.81 | 104.94 | 100.53 |  |  
                | R2 | 103.32 | 103.32 | 100.21 |  |  
                | R1 | 101.45 | 101.45 | 99.89 | 100.64 |  
                | PP | 99.83 | 99.83 | 99.83 | 99.43 |  
                | S1 | 97.96 | 97.96 | 99.25 | 97.15 |  
                | S2 | 96.34 | 96.34 | 98.93 |  |  
                | S3 | 92.85 | 94.47 | 98.61 |  |  
                | S4 | 89.36 | 90.98 | 97.65 |  |  | 
    
    |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 113.07 |  
            | 2.618 | 108.55 |  
            | 1.618 | 105.78 |  
            | 1.000 | 104.07 |  
            | 0.618 | 103.01 |  
            | HIGH | 101.30 |  
            | 0.618 | 100.24 |  
            | 0.500 | 99.92 |  
            | 0.382 | 99.59 |  
            | LOW | 98.53 |  
            | 0.618 | 96.82 |  
            | 1.000 | 95.76 |  
            | 1.618 | 94.05 |  
            | 2.618 | 91.28 |  
            | 4.250 | 86.76 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 13-Dec-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 100.21 | 100.14 |  
                                | PP | 100.06 | 99.92 |  
                                | S1 | 99.92 | 99.71 |  |