NYMEX Light Sweet Crude Oil Future August 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 | 
                        100.64 | 
                        101.38 | 
                        0.74 | 
                        0.7% | 
                        101.17 | 
                     
                    
                        | High | 
                        101.14 | 
                        102.15 | 
                        1.01 | 
                        1.0% | 
                        103.00 | 
                     
                    
                        | Low | 
                        99.40 | 
                        101.04 | 
                        1.64 | 
                        1.6% | 
                        99.38 | 
                     
                    
                        | Close | 
                        100.67 | 
                        101.04 | 
                        0.37 | 
                        0.4% | 
                        99.62 | 
                     
                    
                        | Range | 
                        1.74 | 
                        1.11 | 
                        -0.63 | 
                        -36.2% | 
                        3.62 | 
                     
                    
                        | ATR | 
                        1.76 | 
                        1.74 | 
                        -0.02 | 
                        -1.1% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        6,257 | 
                        7,599 | 
                        1,342 | 
                        21.4% | 
                        31,284 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 26-Jan-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                104.74 | 
                104.00 | 
                101.65 | 
                 | 
             
            
                | R3 | 
                103.63 | 
                102.89 | 
                101.35 | 
                 | 
             
            
                | R2 | 
                102.52 | 
                102.52 | 
                101.24 | 
                 | 
             
            
                | R1 | 
                101.78 | 
                101.78 | 
                101.14 | 
                101.60 | 
             
            
                | PP | 
                101.41 | 
                101.41 | 
                101.41 | 
                101.32 | 
             
            
                | S1 | 
                100.67 | 
                100.67 | 
                100.94 | 
                100.49 | 
             
            
                | S2 | 
                100.30 | 
                100.30 | 
                100.84 | 
                 | 
             
            
                | S3 | 
                99.19 | 
                99.56 | 
                100.73 | 
                 | 
             
            
                | S4 | 
                98.08 | 
                98.45 | 
                100.43 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 20-Jan-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                111.53 | 
                109.19 | 
                101.61 | 
                 | 
             
            
                | R3 | 
                107.91 | 
                105.57 | 
                100.62 | 
                 | 
             
            
                | R2 | 
                104.29 | 
                104.29 | 
                100.28 | 
                 | 
             
            
                | R1 | 
                101.95 | 
                101.95 | 
                99.95 | 
                101.31 | 
             
            
                | PP | 
                100.67 | 
                100.67 | 
                100.67 | 
                100.35 | 
             
            
                | S1 | 
                98.33 | 
                98.33 | 
                99.29 | 
                97.69 | 
             
            
                | S2 | 
                97.05 | 
                97.05 | 
                98.96 | 
                 | 
             
            
                | S3 | 
                93.43 | 
                94.71 | 
                98.62 | 
                 | 
             
            
                | S4 | 
                89.81 | 
                91.09 | 
                97.63 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            106.87 | 
         
        
            | 
2.618             | 
            105.06 | 
         
        
            | 
1.618             | 
            103.95 | 
         
        
            | 
1.000             | 
            103.26 | 
         
        
            | 
0.618             | 
            102.84 | 
         
        
            | 
HIGH             | 
            102.15 | 
         
        
            | 
0.618             | 
            101.73 | 
         
        
            | 
0.500             | 
            101.60 | 
         
        
            | 
0.382             | 
            101.46 | 
         
        
            | 
LOW             | 
            101.04 | 
         
        
            | 
0.618             | 
            100.35 | 
         
        
            | 
1.000             | 
            99.93 | 
         
        
            | 
1.618             | 
            99.24 | 
         
        
            | 
2.618             | 
            98.13 | 
         
        
            | 
4.250             | 
            96.32 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 26-Jan-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                101.60 | 
                                100.95 | 
                             
                            
                                | PP | 
                                101.41 | 
                                100.86 | 
                             
                            
                                | S1 | 
                                101.23 | 
                                100.78 | 
                             
             
         |