NYMEX Light Sweet Crude Oil Future December 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 03-Aug-2012 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 02-Aug-2012 | 03-Aug-2012 | Change | Change % | Previous Week |  
                        | Open | 89.76 | 88.41 | -1.35 | -1.5% | 91.22 |  
                        | High | 90.67 | 92.64 | 1.97 | 2.2% | 92.64 |  
                        | Low | 88.05 | 88.38 | 0.33 | 0.4% | 88.05 |  
                        | Close | 88.26 | 92.33 | 4.07 | 4.6% | 92.33 |  
                        | Range | 2.62 | 4.26 | 1.64 | 62.6% | 4.59 |  
                        | ATR | 2.38 | 2.52 | 0.14 | 6.0% | 0.00 |  
                        | Volume | 50,435 | 61,789 | 11,354 | 22.5% | 224,776 |  | 
    
| 
        
            | Daily Pivots for day following 03-Aug-2012 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 103.90 | 102.37 | 94.67 |  |  
                | R3 | 99.64 | 98.11 | 93.50 |  |  
                | R2 | 95.38 | 95.38 | 93.11 |  |  
                | R1 | 93.85 | 93.85 | 92.72 | 94.62 |  
                | PP | 91.12 | 91.12 | 91.12 | 91.50 |  
                | S1 | 89.59 | 89.59 | 91.94 | 90.36 |  
                | S2 | 86.86 | 86.86 | 91.55 |  |  
                | S3 | 82.60 | 85.33 | 91.16 |  |  
                | S4 | 78.34 | 81.07 | 89.99 |  |  | 
        
            | Weekly Pivots for week ending 03-Aug-2012 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 104.78 | 103.14 | 94.85 |  |  
                | R3 | 100.19 | 98.55 | 93.59 |  |  
                | R2 | 95.60 | 95.60 | 93.17 |  |  
                | R1 | 93.96 | 93.96 | 92.75 | 94.78 |  
                | PP | 91.01 | 91.01 | 91.01 | 91.42 |  
                | S1 | 89.37 | 89.37 | 91.91 | 90.19 |  
                | S2 | 86.42 | 86.42 | 91.49 |  |  
                | S3 | 81.83 | 84.78 | 91.07 |  |  
                | S4 | 77.24 | 80.19 | 89.81 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 92.64 | 88.05 | 4.59 | 5.0% | 2.62 | 2.8% | 93% | True | False | 44,955 |  
                | 10 | 92.64 | 87.84 | 4.80 | 5.2% | 2.47 | 2.7% | 94% | True | False | 41,133 |  
                | 20 | 94.08 | 85.43 | 8.65 | 9.4% | 2.25 | 2.4% | 80% | False | False | 43,527 |  
                | 40 | 94.08 | 79.12 | 14.96 | 16.2% | 2.58 | 2.8% | 88% | False | False | 45,828 |  
                | 60 | 99.00 | 79.12 | 19.88 | 21.5% | 2.45 | 2.7% | 66% | False | False | 45,568 |  
                | 80 | 107.29 | 79.12 | 28.17 | 30.5% | 2.28 | 2.5% | 47% | False | False | 46,383 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 110.75 |  
            | 2.618 | 103.79 |  
            | 1.618 | 99.53 |  
            | 1.000 | 96.90 |  
            | 0.618 | 95.27 |  
            | HIGH | 92.64 |  
            | 0.618 | 91.01 |  
            | 0.500 | 90.51 |  
            | 0.382 | 90.01 |  
            | LOW | 88.38 |  
            | 0.618 | 85.75 |  
            | 1.000 | 84.12 |  
            | 1.618 | 81.49 |  
            | 2.618 | 77.23 |  
            | 4.250 | 70.28 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 03-Aug-2012 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 91.72 | 91.67 |  
                                | PP | 91.12 | 91.01 |  
                                | S1 | 90.51 | 90.35 |  |