NYMEX Light Sweet Crude Oil Future October 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 30-Jul-2012 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 27-Jul-2012 | 30-Jul-2012 | Change | Change % | Previous Week |  
                        | Open | 89.58 | 90.41 | 0.83 | 0.9% | 91.65 |  
                        | High | 90.73 | 91.09 | 0.36 | 0.4% | 91.91 |  
                        | Low | 89.41 | 89.61 | 0.20 | 0.2% | 87.14 |  
                        | Close | 90.42 | 90.06 | -0.36 | -0.4% | 90.42 |  
                        | Range | 1.32 | 1.48 | 0.16 | 12.1% | 4.77 |  
                        | ATR | 2.45 | 2.38 | -0.07 | -2.8% | 0.00 |  
                        | Volume | 35,528 | 44,552 | 9,024 | 25.4% | 221,090 |  | 
    
| 
        
            | Daily Pivots for day following 30-Jul-2012 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 94.69 | 93.86 | 90.87 |  |  
                | R3 | 93.21 | 92.38 | 90.47 |  |  
                | R2 | 91.73 | 91.73 | 90.33 |  |  
                | R1 | 90.90 | 90.90 | 90.20 | 90.58 |  
                | PP | 90.25 | 90.25 | 90.25 | 90.09 |  
                | S1 | 89.42 | 89.42 | 89.92 | 89.10 |  
                | S2 | 88.77 | 88.77 | 89.79 |  |  
                | S3 | 87.29 | 87.94 | 89.65 |  |  
                | S4 | 85.81 | 86.46 | 89.25 |  |  | 
        
            | Weekly Pivots for week ending 27-Jul-2012 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 104.13 | 102.05 | 93.04 |  |  
                | R3 | 99.36 | 97.28 | 91.73 |  |  
                | R2 | 94.59 | 94.59 | 91.29 |  |  
                | R1 | 92.51 | 92.51 | 90.86 | 91.17 |  
                | PP | 89.82 | 89.82 | 89.82 | 89.15 |  
                | S1 | 87.74 | 87.74 | 89.98 | 86.40 |  
                | S2 | 85.05 | 85.05 | 89.55 |  |  
                | S3 | 80.28 | 82.97 | 89.11 |  |  
                | S4 | 75.51 | 78.20 | 87.80 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 91.09 | 87.14 | 3.95 | 4.4% | 1.87 | 2.1% | 74% | True | False | 44,629 |  
                | 10 | 93.50 | 87.14 | 6.36 | 7.1% | 2.12 | 2.3% | 46% | False | False | 43,550 |  
                | 20 | 93.50 | 82.89 | 10.61 | 11.8% | 2.32 | 2.6% | 68% | False | False | 38,719 |  
                | 40 | 93.50 | 78.16 | 15.34 | 17.0% | 2.57 | 2.9% | 78% | False | False | 32,663 |  
                | 60 | 103.63 | 78.16 | 25.47 | 28.3% | 2.45 | 2.7% | 47% | False | False | 26,794 |  
                | 80 | 107.12 | 78.16 | 28.96 | 32.2% | 2.19 | 2.4% | 41% | False | False | 22,776 |  
                | 100 | 109.80 | 78.16 | 31.64 | 35.1% | 2.09 | 2.3% | 38% | False | False | 20,087 |  
                | 120 | 110.65 | 78.16 | 32.49 | 36.1% | 1.97 | 2.2% | 37% | False | False | 18,293 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 97.38 |  
            | 2.618 | 94.96 |  
            | 1.618 | 93.48 |  
            | 1.000 | 92.57 |  
            | 0.618 | 92.00 |  
            | HIGH | 91.09 |  
            | 0.618 | 90.52 |  
            | 0.500 | 90.35 |  
            | 0.382 | 90.18 |  
            | LOW | 89.61 |  
            | 0.618 | 88.70 |  
            | 1.000 | 88.13 |  
            | 1.618 | 87.22 |  
            | 2.618 | 85.74 |  
            | 4.250 | 83.32 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 30-Jul-2012 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 90.35 | 89.95 |  
                                | PP | 90.25 | 89.84 |  
                                | S1 | 90.16 | 89.73 |  |