NYMEX Light Sweet Crude Oil Future October 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 27-Aug-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    24-Aug-2012 | 
                    27-Aug-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        96.06 | 
                        96.67 | 
                        0.61 | 
                        0.6% | 
                        96.64 | 
                     
                    
                        | High | 
                        97.17 | 
                        97.72 | 
                        0.55 | 
                        0.6% | 
                        98.29 | 
                     
                    
                        | Low | 
                        95.41 | 
                        94.41 | 
                        -1.00 | 
                        -1.0% | 
                        95.32 | 
                     
                    
                        | Close | 
                        96.15 | 
                        95.47 | 
                        -0.68 | 
                        -0.7% | 
                        96.15 | 
                     
                    
                        | Range | 
                        1.76 | 
                        3.31 | 
                        1.55 | 
                        88.1% | 
                        2.97 | 
                     
                    
                        | ATR | 
                        2.05 | 
                        2.14 | 
                        0.09 | 
                        4.4% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        190,266 | 
                        221,177 | 
                        30,911 | 
                        16.2% | 
                        1,010,328 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 27-Aug-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                105.80 | 
                103.94 | 
                97.29 | 
                 | 
             
            
                | R3 | 
                102.49 | 
                100.63 | 
                96.38 | 
                 | 
             
            
                | R2 | 
                99.18 | 
                99.18 | 
                96.08 | 
                 | 
             
            
                | R1 | 
                97.32 | 
                97.32 | 
                95.77 | 
                96.60 | 
             
            
                | PP | 
                95.87 | 
                95.87 | 
                95.87 | 
                95.50 | 
             
            
                | S1 | 
                94.01 | 
                94.01 | 
                95.17 | 
                93.29 | 
             
            
                | S2 | 
                92.56 | 
                92.56 | 
                94.86 | 
                 | 
             
            
                | S3 | 
                89.25 | 
                90.70 | 
                94.56 | 
                 | 
             
            
                | S4 | 
                85.94 | 
                87.39 | 
                93.65 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 24-Aug-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                105.50 | 
                103.79 | 
                97.78 | 
                 | 
             
            
                | R3 | 
                102.53 | 
                100.82 | 
                96.97 | 
                 | 
             
            
                | R2 | 
                99.56 | 
                99.56 | 
                96.69 | 
                 | 
             
            
                | R1 | 
                97.85 | 
                97.85 | 
                96.42 | 
                97.22 | 
             
            
                | PP | 
                96.59 | 
                96.59 | 
                96.59 | 
                96.27 | 
             
            
                | S1 | 
                94.88 | 
                94.88 | 
                95.88 | 
                94.25 | 
             
            
                | S2 | 
                93.62 | 
                93.62 | 
                95.61 | 
                 | 
             
            
                | S3 | 
                90.65 | 
                91.91 | 
                95.33 | 
                 | 
             
            
                | S4 | 
                87.68 | 
                88.94 | 
                94.52 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                98.29 | 
                94.41 | 
                3.88 | 
                4.1% | 
                2.14 | 
                2.2% | 
                27% | 
                False | 
                True | 
                208,970 | 
                 
                
                | 10 | 
                98.29 | 
                92.86 | 
                5.43 | 
                5.7% | 
                1.89 | 
                2.0% | 
                48% | 
                False | 
                False | 
                162,126 | 
                 
                
                | 20 | 
                98.29 | 
                87.20 | 
                11.09 | 
                11.6% | 
                2.12 | 
                2.2% | 
                75% | 
                False | 
                False | 
                122,245 | 
                 
                
                | 40 | 
                98.29 | 
                82.89 | 
                15.40 | 
                16.1% | 
                2.22 | 
                2.3% | 
                82% | 
                False | 
                False | 
                80,482 | 
                 
                
                | 60 | 
                98.29 | 
                78.16 | 
                20.13 | 
                21.1% | 
                2.42 | 
                2.5% | 
                86% | 
                False | 
                False | 
                62,524 | 
                 
                
                | 80 | 
                103.63 | 
                78.16 | 
                25.47 | 
                26.7% | 
                2.37 | 
                2.5% | 
                68% | 
                False | 
                False | 
                50,657 | 
                 
                
                | 100 | 
                107.12 | 
                78.16 | 
                28.96 | 
                30.3% | 
                2.18 | 
                2.3% | 
                60% | 
                False | 
                False | 
                42,670 | 
                 
                
                | 120 | 
                109.80 | 
                78.16 | 
                31.64 | 
                33.1% | 
                2.10 | 
                2.2% | 
                55% | 
                False | 
                False | 
                37,113 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            111.79 | 
         
        
            | 
2.618             | 
            106.39 | 
         
        
            | 
1.618             | 
            103.08 | 
         
        
            | 
1.000             | 
            101.03 | 
         
        
            | 
0.618             | 
            99.77 | 
         
        
            | 
HIGH             | 
            97.72 | 
         
        
            | 
0.618             | 
            96.46 | 
         
        
            | 
0.500             | 
            96.07 | 
         
        
            | 
0.382             | 
            95.67 | 
         
        
            | 
LOW             | 
            94.41 | 
         
        
            | 
0.618             | 
            92.36 | 
         
        
            | 
1.000             | 
            91.10 | 
         
        
            | 
1.618             | 
            89.05 | 
         
        
            | 
2.618             | 
            85.74 | 
         
        
            | 
4.250             | 
            80.34 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 27-Aug-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                96.07 | 
                                96.35 | 
                             
                            
                                | PP | 
                                95.87 | 
                                96.06 | 
                             
                            
                                | S1 | 
                                95.67 | 
                                95.76 | 
                             
             
         |