NYMEX Light Sweet Crude Oil Future February 2013
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 13-Aug-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    10-Aug-2012 | 
                    13-Aug-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        94.69 | 
                        95.16 | 
                        0.47 | 
                        0.5% | 
                        92.90 | 
                     
                    
                        | High | 
                        95.20 | 
                        95.50 | 
                        0.30 | 
                        0.3% | 
                        96.12 | 
                     
                    
                        | Low | 
                        93.49 | 
                        93.98 | 
                        0.49 | 
                        0.5% | 
                        92.44 | 
                     
                    
                        | Close | 
                        94.74 | 
                        94.70 | 
                        -0.04 | 
                        0.0% | 
                        94.74 | 
                     
                    
                        | Range | 
                        1.71 | 
                        1.52 | 
                        -0.19 | 
                        -11.1% | 
                        3.68 | 
                     
                    
                        | ATR | 
                        1.92 | 
                        1.90 | 
                        -0.03 | 
                        -1.5% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        6,811 | 
                        9,500 | 
                        2,689 | 
                        39.5% | 
                        44,877 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 13-Aug-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                99.29 | 
                98.51 | 
                95.54 | 
                 | 
             
            
                | R3 | 
                97.77 | 
                96.99 | 
                95.12 | 
                 | 
             
            
                | R2 | 
                96.25 | 
                96.25 | 
                94.98 | 
                 | 
             
            
                | R1 | 
                95.47 | 
                95.47 | 
                94.84 | 
                95.10 | 
             
            
                | PP | 
                94.73 | 
                94.73 | 
                94.73 | 
                94.54 | 
             
            
                | S1 | 
                93.95 | 
                93.95 | 
                94.56 | 
                93.58 | 
             
            
                | S2 | 
                93.21 | 
                93.21 | 
                94.42 | 
                 | 
             
            
                | S3 | 
                91.69 | 
                92.43 | 
                94.28 | 
                 | 
             
            
                | S4 | 
                90.17 | 
                90.91 | 
                93.86 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 10-Aug-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                105.47 | 
                103.79 | 
                96.76 | 
                 | 
             
            
                | R3 | 
                101.79 | 
                100.11 | 
                95.75 | 
                 | 
             
            
                | R2 | 
                98.11 | 
                98.11 | 
                95.41 | 
                 | 
             
            
                | R1 | 
                96.43 | 
                96.43 | 
                95.08 | 
                97.27 | 
             
            
                | PP | 
                94.43 | 
                94.43 | 
                94.43 | 
                94.86 | 
             
            
                | S1 | 
                92.75 | 
                92.75 | 
                94.40 | 
                93.59 | 
             
            
                | S2 | 
                90.75 | 
                90.75 | 
                94.07 | 
                 | 
             
            
                | S3 | 
                87.07 | 
                89.07 | 
                93.73 | 
                 | 
             
            
                | S4 | 
                83.39 | 
                85.39 | 
                92.72 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                96.12 | 
                93.49 | 
                2.63 | 
                2.8% | 
                1.45 | 
                1.5% | 
                46% | 
                False | 
                False | 
                8,387 | 
                 
                
                | 10 | 
                96.12 | 
                89.15 | 
                6.97 | 
                7.4% | 
                1.79 | 
                1.9% | 
                80% | 
                False | 
                False | 
                8,842 | 
                 
                
                | 20 | 
                96.12 | 
                88.66 | 
                7.46 | 
                7.9% | 
                1.72 | 
                1.8% | 
                81% | 
                False | 
                False | 
                7,680 | 
                 
                
                | 40 | 
                96.12 | 
                80.09 | 
                16.03 | 
                16.9% | 
                1.98 | 
                2.1% | 
                91% | 
                False | 
                False | 
                6,617 | 
                 
                
                | 60 | 
                96.12 | 
                80.09 | 
                16.03 | 
                16.9% | 
                1.70 | 
                1.8% | 
                91% | 
                False | 
                False | 
                5,665 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            101.96 | 
         
        
            | 
2.618             | 
            99.48 | 
         
        
            | 
1.618             | 
            97.96 | 
         
        
            | 
1.000             | 
            97.02 | 
         
        
            | 
0.618             | 
            96.44 | 
         
        
            | 
HIGH             | 
            95.50 | 
         
        
            | 
0.618             | 
            94.92 | 
         
        
            | 
0.500             | 
            94.74 | 
         
        
            | 
0.382             | 
            94.56 | 
         
        
            | 
LOW             | 
            93.98 | 
         
        
            | 
0.618             | 
            93.04 | 
         
        
            | 
1.000             | 
            92.46 | 
         
        
            | 
1.618             | 
            91.52 | 
         
        
            | 
2.618             | 
            90.00 | 
         
        
            | 
4.250             | 
            87.52 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 13-Aug-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                94.74 | 
                                94.67 | 
                             
                            
                                | PP | 
                                94.73 | 
                                94.65 | 
                             
                            
                                | S1 | 
                                94.71 | 
                                94.62 | 
                             
             
         |