NYMEX Light Sweet Crude Oil Future November 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 13-Sep-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    12-Sep-2012 | 
                    13-Sep-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        97.27 | 
                        97.24 | 
                        -0.03 | 
                        0.0% | 
                        96.68 | 
                     
                    
                        | High | 
                        98.38 | 
                        98.89 | 
                        0.51 | 
                        0.5% | 
                        98.00 | 
                     
                    
                        | Low | 
                        96.69 | 
                        96.82 | 
                        0.13 | 
                        0.1% | 
                        94.41 | 
                     
                    
                        | Close | 
                        97.34 | 
                        98.63 | 
                        1.29 | 
                        1.3% | 
                        96.75 | 
                     
                    
                        | Range | 
                        1.69 | 
                        2.07 | 
                        0.38 | 
                        22.5% | 
                        3.59 | 
                     
                    
                        | ATR | 
                        1.97 | 
                        1.98 | 
                        0.01 | 
                        0.4% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        71,106 | 
                        118,206 | 
                        47,100 | 
                        66.2% | 
                        289,825 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 13-Sep-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                104.32 | 
                103.55 | 
                99.77 | 
                 | 
             
            
                | R3 | 
                102.25 | 
                101.48 | 
                99.20 | 
                 | 
             
            
                | R2 | 
                100.18 | 
                100.18 | 
                99.01 | 
                 | 
             
            
                | R1 | 
                99.41 | 
                99.41 | 
                98.82 | 
                99.80 | 
             
            
                | PP | 
                98.11 | 
                98.11 | 
                98.11 | 
                98.31 | 
             
            
                | S1 | 
                97.34 | 
                97.34 | 
                98.44 | 
                97.73 | 
             
            
                | S2 | 
                96.04 | 
                96.04 | 
                98.25 | 
                 | 
             
            
                | S3 | 
                93.97 | 
                95.27 | 
                98.06 | 
                 | 
             
            
                | S4 | 
                91.90 | 
                93.20 | 
                97.49 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 07-Sep-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                107.16 | 
                105.54 | 
                98.72 | 
                 | 
             
            
                | R3 | 
                103.57 | 
                101.95 | 
                97.74 | 
                 | 
             
            
                | R2 | 
                99.98 | 
                99.98 | 
                97.41 | 
                 | 
             
            
                | R1 | 
                98.36 | 
                98.36 | 
                97.08 | 
                99.17 | 
             
            
                | PP | 
                96.39 | 
                96.39 | 
                96.39 | 
                96.79 | 
             
            
                | S1 | 
                94.77 | 
                94.77 | 
                96.42 | 
                95.58 | 
             
            
                | S2 | 
                92.80 | 
                92.80 | 
                96.09 | 
                 | 
             
            
                | S3 | 
                89.21 | 
                91.18 | 
                95.76 | 
                 | 
             
            
                | S4 | 
                85.62 | 
                87.59 | 
                94.78 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                98.89 | 
                94.41 | 
                4.48 | 
                4.5% | 
                1.78 | 
                1.8% | 
                94% | 
                True | 
                False | 
                85,985 | 
                 
                
                | 10 | 
                98.89 | 
                94.28 | 
                4.61 | 
                4.7% | 
                2.00 | 
                2.0% | 
                94% | 
                True | 
                False | 
                70,913 | 
                 
                
                | 20 | 
                98.89 | 
                94.28 | 
                4.61 | 
                4.7% | 
                1.89 | 
                1.9% | 
                94% | 
                True | 
                False | 
                57,738 | 
                 
                
                | 40 | 
                98.89 | 
                87.50 | 
                11.39 | 
                11.5% | 
                2.03 | 
                2.1% | 
                98% | 
                True | 
                False | 
                47,697 | 
                 
                
                | 60 | 
                98.89 | 
                78.83 | 
                20.06 | 
                20.3% | 
                2.23 | 
                2.3% | 
                99% | 
                True | 
                False | 
                39,377 | 
                 
                
                | 80 | 
                98.89 | 
                78.83 | 
                20.06 | 
                20.3% | 
                2.26 | 
                2.3% | 
                99% | 
                True | 
                False | 
                32,737 | 
                 
                
                | 100 | 
                107.15 | 
                78.83 | 
                28.32 | 
                28.7% | 
                2.13 | 
                2.2% | 
                70% | 
                False | 
                False | 
                28,076 | 
                 
                
                | 120 | 
                109.21 | 
                78.83 | 
                30.38 | 
                30.8% | 
                2.03 | 
                2.1% | 
                65% | 
                False | 
                False | 
                24,629 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            107.69 | 
         
        
            | 
2.618             | 
            104.31 | 
         
        
            | 
1.618             | 
            102.24 | 
         
        
            | 
1.000             | 
            100.96 | 
         
        
            | 
0.618             | 
            100.17 | 
         
        
            | 
HIGH             | 
            98.89 | 
         
        
            | 
0.618             | 
            98.10 | 
         
        
            | 
0.500             | 
            97.86 | 
         
        
            | 
0.382             | 
            97.61 | 
         
        
            | 
LOW             | 
            96.82 | 
         
        
            | 
0.618             | 
            95.54 | 
         
        
            | 
1.000             | 
            94.75 | 
         
        
            | 
1.618             | 
            93.47 | 
         
        
            | 
2.618             | 
            91.40 | 
         
        
            | 
4.250             | 
            88.02 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 13-Sep-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                98.37 | 
                                98.31 | 
                             
                            
                                | PP | 
                                98.11 | 
                                97.98 | 
                             
                            
                                | S1 | 
                                97.86 | 
                                97.66 | 
                             
             
         |