NYMEX Light Sweet Crude Oil Future September 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 01-Feb-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    31-Jan-2012 | 
                    01-Feb-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        100.92 | 
                        100.31 | 
                        -0.61 | 
                        -0.6% | 
                        99.53 | 
                     
                    
                        | High | 
                        102.12 | 
                        100.87 | 
                        -1.25 | 
                        -1.2% | 
                        102.30 | 
                     
                    
                        | Low | 
                        99.56 | 
                        99.13 | 
                        -0.43 | 
                        -0.4% | 
                        99.27 | 
                     
                    
                        | Close | 
                        100.12 | 
                        99.43 | 
                        -0.69 | 
                        -0.7% | 
                        100.91 | 
                     
                    
                        | Range | 
                        2.56 | 
                        1.74 | 
                        -0.82 | 
                        -32.0% | 
                        3.03 | 
                     
                    
                        | ATR | 
                        1.68 | 
                        1.69 | 
                        0.00 | 
                        0.2% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        6,697 | 
                        10,422 | 
                        3,725 | 
                        55.6% | 
                        41,712 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 01-Feb-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                105.03 | 
                103.97 | 
                100.39 | 
                 | 
             
            
                | R3 | 
                103.29 | 
                102.23 | 
                99.91 | 
                 | 
             
            
                | R2 | 
                101.55 | 
                101.55 | 
                99.75 | 
                 | 
             
            
                | R1 | 
                100.49 | 
                100.49 | 
                99.59 | 
                100.15 | 
             
            
                | PP | 
                99.81 | 
                99.81 | 
                99.81 | 
                99.64 | 
             
            
                | S1 | 
                98.75 | 
                98.75 | 
                99.27 | 
                98.41 | 
             
            
                | S2 | 
                98.07 | 
                98.07 | 
                99.11 | 
                 | 
             
            
                | S3 | 
                96.33 | 
                97.01 | 
                98.95 | 
                 | 
             
            
                | S4 | 
                94.59 | 
                95.27 | 
                98.47 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 27-Jan-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                109.92 | 
                108.44 | 
                102.58 | 
                 | 
             
            
                | R3 | 
                106.89 | 
                105.41 | 
                101.74 | 
                 | 
             
            
                | R2 | 
                103.86 | 
                103.86 | 
                101.47 | 
                 | 
             
            
                | R1 | 
                102.38 | 
                102.38 | 
                101.19 | 
                103.12 | 
             
            
                | PP | 
                100.83 | 
                100.83 | 
                100.83 | 
                101.20 | 
             
            
                | S1 | 
                99.35 | 
                99.35 | 
                100.63 | 
                100.09 | 
             
            
                | S2 | 
                97.80 | 
                97.80 | 
                100.35 | 
                 | 
             
            
                | S3 | 
                94.77 | 
                96.32 | 
                100.08 | 
                 | 
             
            
                | S4 | 
                91.74 | 
                93.29 | 
                99.24 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            108.27 | 
         
        
            | 
2.618             | 
            105.43 | 
         
        
            | 
1.618             | 
            103.69 | 
         
        
            | 
1.000             | 
            102.61 | 
         
        
            | 
0.618             | 
            101.95 | 
         
        
            | 
HIGH             | 
            100.87 | 
         
        
            | 
0.618             | 
            100.21 | 
         
        
            | 
0.500             | 
            100.00 | 
         
        
            | 
0.382             | 
            99.79 | 
         
        
            | 
LOW             | 
            99.13 | 
         
        
            | 
0.618             | 
            98.05 | 
         
        
            | 
1.000             | 
            97.39 | 
         
        
            | 
1.618             | 
            96.31 | 
         
        
            | 
2.618             | 
            94.57 | 
         
        
            | 
4.250             | 
            91.74 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 01-Feb-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                100.00 | 
                                100.63 | 
                             
                            
                                | PP | 
                                99.81 | 
                                100.23 | 
                             
                            
                                | S1 | 
                                99.62 | 
                                99.83 | 
                             
             
         |