NYMEX Light Sweet Crude Oil Future December 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 16-Apr-2012 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 13-Apr-2012 | 16-Apr-2012 | Change | Change % | Previous Week |  
                        | Open | 105.67 | 104.85 | -0.82 | -0.8% | 104.50 |  
                        | High | 105.67 | 105.26 | -0.41 | -0.4% | 105.95 |  
                        | Low | 104.68 | 103.78 | -0.90 | -0.9% | 103.25 |  
                        | Close | 105.04 | 104.70 | -0.34 | -0.3% | 105.04 |  
                        | Range | 0.99 | 1.48 | 0.49 | 49.5% | 2.70 |  
                        | ATR | 1.92 | 1.89 | -0.03 | -1.6% | 0.00 |  
                        | Volume | 58,755 | 26,952 | -31,803 | -54.1% | 206,413 |  | 
    
| 
        
            | Daily Pivots for day following 16-Apr-2012 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 109.02 | 108.34 | 105.51 |  |  
                | R3 | 107.54 | 106.86 | 105.11 |  |  
                | R2 | 106.06 | 106.06 | 104.97 |  |  
                | R1 | 105.38 | 105.38 | 104.84 | 104.98 |  
                | PP | 104.58 | 104.58 | 104.58 | 104.38 |  
                | S1 | 103.90 | 103.90 | 104.56 | 103.50 |  
                | S2 | 103.10 | 103.10 | 104.43 |  |  
                | S3 | 101.62 | 102.42 | 104.29 |  |  
                | S4 | 100.14 | 100.94 | 103.89 |  |  | 
        
            | Weekly Pivots for week ending 13-Apr-2012 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 112.85 | 111.64 | 106.53 |  |  
                | R3 | 110.15 | 108.94 | 105.78 |  |  
                | R2 | 107.45 | 107.45 | 105.54 |  |  
                | R1 | 106.24 | 106.24 | 105.29 | 106.85 |  
                | PP | 104.75 | 104.75 | 104.75 | 105.05 |  
                | S1 | 103.54 | 103.54 | 104.79 | 104.15 |  
                | S2 | 102.05 | 102.05 | 104.55 |  |  
                | S3 | 99.35 | 100.84 | 104.30 |  |  
                | S4 | 96.65 | 98.14 | 103.56 |  |  | 
    
    |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 111.55 |  
            | 2.618 | 109.13 |  
            | 1.618 | 107.65 |  
            | 1.000 | 106.74 |  
            | 0.618 | 106.17 |  
            | HIGH | 105.26 |  
            | 0.618 | 104.69 |  
            | 0.500 | 104.52 |  
            | 0.382 | 104.35 |  
            | LOW | 103.78 |  
            | 0.618 | 102.87 |  
            | 1.000 | 102.30 |  
            | 1.618 | 101.39 |  
            | 2.618 | 99.91 |  
            | 4.250 | 97.49 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 16-Apr-2012 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 104.64 | 104.87 |  
                                | PP | 104.58 | 104.81 |  
                                | S1 | 104.52 | 104.76 |  |