NYMEX Light Sweet Crude Oil Future November 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 25-May-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    24-May-2012 | 
                    25-May-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        91.58 | 
                        91.75 | 
                        0.17 | 
                        0.2% | 
                        93.14 | 
                     
                    
                        | High | 
                        92.50 | 
                        92.27 | 
                        -0.23 | 
                        -0.2% | 
                        94.19 | 
                     
                    
                        | Low | 
                        91.13 | 
                        91.46 | 
                        0.33 | 
                        0.4% | 
                        90.53 | 
                     
                    
                        | Close | 
                        91.66 | 
                        91.88 | 
                        0.22 | 
                        0.2% | 
                        91.88 | 
                     
                    
                        | Range | 
                        1.37 | 
                        0.81 | 
                        -0.56 | 
                        -40.9% | 
                        3.66 | 
                     
                    
                        | ATR | 
                        1.78 | 
                        1.71 | 
                        -0.07 | 
                        -3.9% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        10,166 | 
                        5,486 | 
                        -4,680 | 
                        -46.0% | 
                        35,446 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 25-May-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                94.30 | 
                93.90 | 
                92.33 | 
                 | 
             
            
                | R3 | 
                93.49 | 
                93.09 | 
                92.10 | 
                 | 
             
            
                | R2 | 
                92.68 | 
                92.68 | 
                92.03 | 
                 | 
             
            
                | R1 | 
                92.28 | 
                92.28 | 
                91.95 | 
                92.48 | 
             
            
                | PP | 
                91.87 | 
                91.87 | 
                91.87 | 
                91.97 | 
             
            
                | S1 | 
                91.47 | 
                91.47 | 
                91.81 | 
                91.67 | 
             
            
                | S2 | 
                91.06 | 
                91.06 | 
                91.73 | 
                 | 
             
            
                | S3 | 
                90.25 | 
                90.66 | 
                91.66 | 
                 | 
             
            
                | S4 | 
                89.44 | 
                89.85 | 
                91.43 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 25-May-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                103.18 | 
                101.19 | 
                93.89 | 
                 | 
             
            
                | R3 | 
                99.52 | 
                97.53 | 
                92.89 | 
                 | 
             
            
                | R2 | 
                95.86 | 
                95.86 | 
                92.55 | 
                 | 
             
            
                | R1 | 
                93.87 | 
                93.87 | 
                92.22 | 
                93.04 | 
             
            
                | PP | 
                92.20 | 
                92.20 | 
                92.20 | 
                91.78 | 
             
            
                | S1 | 
                90.21 | 
                90.21 | 
                91.54 | 
                89.38 | 
             
            
                | S2 | 
                88.54 | 
                88.54 | 
                91.21 | 
                 | 
             
            
                | S3 | 
                84.88 | 
                86.55 | 
                90.87 | 
                 | 
             
            
                | S4 | 
                81.22 | 
                82.89 | 
                89.87 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                94.19 | 
                90.53 | 
                3.66 | 
                4.0% | 
                1.55 | 
                1.7% | 
                37% | 
                False | 
                False | 
                7,089 | 
                 
                
                | 10 | 
                96.84 | 
                90.53 | 
                6.31 | 
                6.9% | 
                1.67 | 
                1.8% | 
                21% | 
                False | 
                False | 
                8,098 | 
                 
                
                | 20 | 
                107.15 | 
                90.53 | 
                16.62 | 
                18.1% | 
                1.74 | 
                1.9% | 
                8% | 
                False | 
                False | 
                9,336 | 
                 
                
                | 40 | 
                107.51 | 
                90.53 | 
                16.98 | 
                18.5% | 
                1.58 | 
                1.7% | 
                8% | 
                False | 
                False | 
                8,660 | 
                 
                
                | 60 | 
                109.80 | 
                90.53 | 
                19.27 | 
                21.0% | 
                1.49 | 
                1.6% | 
                7% | 
                False | 
                False | 
                8,010 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            95.71 | 
         
        
            | 
2.618             | 
            94.39 | 
         
        
            | 
1.618             | 
            93.58 | 
         
        
            | 
1.000             | 
            93.08 | 
         
        
            | 
0.618             | 
            92.77 | 
         
        
            | 
HIGH             | 
            92.27 | 
         
        
            | 
0.618             | 
            91.96 | 
         
        
            | 
0.500             | 
            91.87 | 
         
        
            | 
0.382             | 
            91.77 | 
         
        
            | 
LOW             | 
            91.46 | 
         
        
            | 
0.618             | 
            90.96 | 
         
        
            | 
1.000             | 
            90.65 | 
         
        
            | 
1.618             | 
            90.15 | 
         
        
            | 
2.618             | 
            89.34 | 
         
        
            | 
4.250             | 
            88.02 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 25-May-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                91.88 | 
                                91.80 | 
                             
                            
                                | PP | 
                                91.87 | 
                                91.71 | 
                             
                            
                                | S1 | 
                                91.87 | 
                                91.63 | 
                             
             
         |