NYMEX Light Sweet Crude Oil Future July 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 15-Dec-2011 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    14-Dec-2011 | 
                    15-Dec-2011 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        99.67 | 
                        96.07 | 
                        -3.60 | 
                        -3.6% | 
                        101.00 | 
                     
                    
                        | High | 
                        99.68 | 
                        96.50 | 
                        -3.18 | 
                        -3.2% | 
                        101.71 | 
                     
                    
                        | Low | 
                        94.77 | 
                        94.16 | 
                        -0.61 | 
                        -0.6% | 
                        98.22 | 
                     
                    
                        | Close | 
                        95.52 | 
                        94.61 | 
                        -0.91 | 
                        -1.0% | 
                        99.57 | 
                     
                    
                        | Range | 
                        4.91 | 
                        2.34 | 
                        -2.57 | 
                        -52.3% | 
                        3.49 | 
                     
                    
                        | ATR | 
                        2.25 | 
                        2.26 | 
                        0.01 | 
                        0.3% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        7,977 | 
                        4,359 | 
                        -3,618 | 
                        -45.4% | 
                        26,591 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 15-Dec-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                102.11 | 
                100.70 | 
                95.90 | 
                 | 
             
            
                | R3 | 
                99.77 | 
                98.36 | 
                95.25 | 
                 | 
             
            
                | R2 | 
                97.43 | 
                97.43 | 
                95.04 | 
                 | 
             
            
                | R1 | 
                96.02 | 
                96.02 | 
                94.82 | 
                95.56 | 
             
            
                | PP | 
                95.09 | 
                95.09 | 
                95.09 | 
                94.86 | 
             
            
                | S1 | 
                93.68 | 
                93.68 | 
                94.40 | 
                93.22 | 
             
            
                | S2 | 
                92.75 | 
                92.75 | 
                94.18 | 
                 | 
             
            
                | S3 | 
                90.41 | 
                91.34 | 
                93.97 | 
                 | 
             
            
                | S4 | 
                88.07 | 
                89.00 | 
                93.32 | 
                 | 
             
     
 | 
    
        
            | 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             | 
            106.45 | 
         
        
            | 
2.618             | 
            102.63 | 
         
        
            | 
1.618             | 
            100.29 | 
         
        
            | 
1.000             | 
            98.84 | 
         
        
            | 
0.618             | 
            97.95 | 
         
        
            | 
HIGH             | 
            96.50 | 
         
        
            | 
0.618             | 
            95.61 | 
         
        
            | 
0.500             | 
            95.33 | 
         
        
            | 
0.382             | 
            95.05 | 
         
        
            | 
LOW             | 
            94.16 | 
         
        
            | 
0.618             | 
            92.71 | 
         
        
            | 
1.000             | 
            91.82 | 
         
        
            | 
1.618             | 
            90.37 | 
         
        
            | 
2.618             | 
            88.03 | 
         
        
            | 
4.250             | 
            84.22 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 15-Dec-2011 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                95.33 | 
                                97.73 | 
                             
                            
                                | PP | 
                                95.09 | 
                                96.69 | 
                             
                            
                                | S1 | 
                                94.85 | 
                                95.65 | 
                             
             
         |