NYMEX Light Sweet Crude Oil Future August 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 07-Dec-2011 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    06-Dec-2011 | 
                    07-Dec-2011 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        99.90 | 
                        100.80 | 
                        0.90 | 
                        0.9% | 
                        98.84 | 
                     
                    
                        | High | 
                        100.88 | 
                        100.80 | 
                        -0.08 | 
                        -0.1% | 
                        100.42 | 
                     
                    
                        | Low | 
                        99.88 | 
                        99.80 | 
                        -0.08 | 
                        -0.1% | 
                        96.63 | 
                     
                    
                        | Close | 
                        100.88 | 
                        100.43 | 
                        -0.45 | 
                        -0.4% | 
                        100.30 | 
                     
                    
                        | Range | 
                        1.00 | 
                        1.00 | 
                        0.00 | 
                        0.0% | 
                        3.79 | 
                     
                    
                        | ATR | 
                        1.64 | 
                        1.60 | 
                        -0.04 | 
                        -2.4% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        4,441 | 
                        2,765 | 
                        -1,676 | 
                        -37.7% | 
                        23,137 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 07-Dec-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                103.34 | 
                102.89 | 
                100.98 | 
                 | 
             
            
                | R3 | 
                102.34 | 
                101.89 | 
                100.71 | 
                 | 
             
            
                | R2 | 
                101.34 | 
                101.34 | 
                100.61 | 
                 | 
             
            
                | R1 | 
                100.89 | 
                100.89 | 
                100.52 | 
                100.62 | 
             
            
                | PP | 
                100.34 | 
                100.34 | 
                100.34 | 
                100.21 | 
             
            
                | S1 | 
                99.89 | 
                99.89 | 
                100.34 | 
                99.62 | 
             
            
                | S2 | 
                99.34 | 
                99.34 | 
                100.25 | 
                 | 
             
            
                | S3 | 
                98.34 | 
                98.89 | 
                100.16 | 
                 | 
             
            
                | S4 | 
                97.34 | 
                97.89 | 
                99.88 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 02-Dec-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                110.49 | 
                109.18 | 
                102.38 | 
                 | 
             
            
                | R3 | 
                106.70 | 
                105.39 | 
                101.34 | 
                 | 
             
            
                | R2 | 
                102.91 | 
                102.91 | 
                100.99 | 
                 | 
             
            
                | R1 | 
                101.60 | 
                101.60 | 
                100.65 | 
                102.26 | 
             
            
                | PP | 
                99.12 | 
                99.12 | 
                99.12 | 
                99.44 | 
             
            
                | S1 | 
                97.81 | 
                97.81 | 
                99.95 | 
                98.47 | 
             
            
                | S2 | 
                95.33 | 
                95.33 | 
                99.61 | 
                 | 
             
            
                | S3 | 
                91.54 | 
                94.02 | 
                99.26 | 
                 | 
             
            
                | S4 | 
                87.75 | 
                90.23 | 
                98.22 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            105.05 | 
         
        
            | 
2.618             | 
            103.42 | 
         
        
            | 
1.618             | 
            102.42 | 
         
        
            | 
1.000             | 
            101.80 | 
         
        
            | 
0.618             | 
            101.42 | 
         
        
            | 
HIGH             | 
            100.80 | 
         
        
            | 
0.618             | 
            100.42 | 
         
        
            | 
0.500             | 
            100.30 | 
         
        
            | 
0.382             | 
            100.18 | 
         
        
            | 
LOW             | 
            99.80 | 
         
        
            | 
0.618             | 
            99.18 | 
         
        
            | 
1.000             | 
            98.80 | 
         
        
            | 
1.618             | 
            98.18 | 
         
        
            | 
2.618             | 
            97.18 | 
         
        
            | 
4.250             | 
            95.55 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 07-Dec-2011 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                100.39 | 
                                100.64 | 
                             
                            
                                | PP | 
                                100.34 | 
                                100.57 | 
                             
                            
                                | S1 | 
                                100.30 | 
                                100.50 | 
                             
             
         |