NYMEX Light Sweet Crude Oil Future November 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 14-Sep-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    13-Sep-2012 | 
                    14-Sep-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        97.24 | 
                        98.29 | 
                        1.05 | 
                        1.1% | 
                        96.66 | 
                     
                    
                        | High | 
                        98.89 | 
                        100.73 | 
                        1.84 | 
                        1.9% | 
                        100.73 | 
                     
                    
                        | Low | 
                        96.82 | 
                        98.29 | 
                        1.47 | 
                        1.5% | 
                        95.69 | 
                     
                    
                        | Close | 
                        98.63 | 
                        99.33 | 
                        0.70 | 
                        0.7% | 
                        99.33 | 
                     
                    
                        | Range | 
                        2.07 | 
                        2.44 | 
                        0.37 | 
                        17.9% | 
                        5.04 | 
                     
                    
                        | ATR | 
                        1.98 | 
                        2.01 | 
                        0.03 | 
                        1.7% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        118,206 | 
                        141,037 | 
                        22,831 | 
                        19.3% | 
                        484,761 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 14-Sep-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                106.77 | 
                105.49 | 
                100.67 | 
                 | 
             
            
                | R3 | 
                104.33 | 
                103.05 | 
                100.00 | 
                 | 
             
            
                | R2 | 
                101.89 | 
                101.89 | 
                99.78 | 
                 | 
             
            
                | R1 | 
                100.61 | 
                100.61 | 
                99.55 | 
                101.25 | 
             
            
                | PP | 
                99.45 | 
                99.45 | 
                99.45 | 
                99.77 | 
             
            
                | S1 | 
                98.17 | 
                98.17 | 
                99.11 | 
                98.81 | 
             
            
                | S2 | 
                97.01 | 
                97.01 | 
                98.88 | 
                 | 
             
            
                | S3 | 
                94.57 | 
                95.73 | 
                98.66 | 
                 | 
             
            
                | S4 | 
                92.13 | 
                93.29 | 
                97.99 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 14-Sep-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                113.70 | 
                111.56 | 
                102.10 | 
                 | 
             
            
                | R3 | 
                108.66 | 
                106.52 | 
                100.72 | 
                 | 
             
            
                | R2 | 
                103.62 | 
                103.62 | 
                100.25 | 
                 | 
             
            
                | R1 | 
                101.48 | 
                101.48 | 
                99.79 | 
                102.55 | 
             
            
                | PP | 
                98.58 | 
                98.58 | 
                98.58 | 
                99.12 | 
             
            
                | S1 | 
                96.44 | 
                96.44 | 
                98.87 | 
                97.51 | 
             
            
                | S2 | 
                93.54 | 
                93.54 | 
                98.41 | 
                 | 
             
            
                | S3 | 
                88.50 | 
                91.40 | 
                97.94 | 
                 | 
             
            
                | S4 | 
                83.46 | 
                86.36 | 
                96.56 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                100.73 | 
                95.69 | 
                5.04 | 
                5.1% | 
                1.74 | 
                1.7% | 
                72% | 
                True | 
                False | 
                96,952 | 
                 
                
                | 10 | 
                100.73 | 
                94.41 | 
                6.32 | 
                6.4% | 
                2.08 | 
                2.1% | 
                78% | 
                True | 
                False | 
                82,070 | 
                 
                
                | 20 | 
                100.73 | 
                94.28 | 
                6.45 | 
                6.5% | 
                1.93 | 
                1.9% | 
                78% | 
                True | 
                False | 
                60,970 | 
                 
                
                | 40 | 
                100.73 | 
                87.50 | 
                13.23 | 
                13.3% | 
                2.02 | 
                2.0% | 
                89% | 
                True | 
                False | 
                50,507 | 
                 
                
                | 60 | 
                100.73 | 
                78.83 | 
                21.90 | 
                22.0% | 
                2.21 | 
                2.2% | 
                94% | 
                True | 
                False | 
                41,559 | 
                 
                
                | 80 | 
                100.73 | 
                78.83 | 
                21.90 | 
                22.0% | 
                2.26 | 
                2.3% | 
                94% | 
                True | 
                False | 
                34,452 | 
                 
                
                | 100 | 
                107.15 | 
                78.83 | 
                28.32 | 
                28.5% | 
                2.15 | 
                2.2% | 
                72% | 
                False | 
                False | 
                29,432 | 
                 
                
                | 120 | 
                109.21 | 
                78.83 | 
                30.38 | 
                30.6% | 
                2.05 | 
                2.1% | 
                67% | 
                False | 
                False | 
                25,741 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            111.10 | 
         
        
            | 
2.618             | 
            107.12 | 
         
        
            | 
1.618             | 
            104.68 | 
         
        
            | 
1.000             | 
            103.17 | 
         
        
            | 
0.618             | 
            102.24 | 
         
        
            | 
HIGH             | 
            100.73 | 
         
        
            | 
0.618             | 
            99.80 | 
         
        
            | 
0.500             | 
            99.51 | 
         
        
            | 
0.382             | 
            99.22 | 
         
        
            | 
LOW             | 
            98.29 | 
         
        
            | 
0.618             | 
            96.78 | 
         
        
            | 
1.000             | 
            95.85 | 
         
        
            | 
1.618             | 
            94.34 | 
         
        
            | 
2.618             | 
            91.90 | 
         
        
            | 
4.250             | 
            87.92 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 14-Sep-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                99.51 | 
                                99.12 | 
                             
                            
                                | PP | 
                                99.45 | 
                                98.92 | 
                             
                            
                                | S1 | 
                                99.39 | 
                                98.71 | 
                             
             
         |