NYMEX Light Sweet Crude Oil Future February 2013
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 15-Aug-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    14-Aug-2012 | 
                    15-Aug-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        94.63 | 
                        95.00 | 
                        0.37 | 
                        0.4% | 
                        92.90 | 
                     
                    
                        | High | 
                        95.63 | 
                        96.65 | 
                        1.02 | 
                        1.1% | 
                        96.12 | 
                     
                    
                        | Low | 
                        94.63 | 
                        94.77 | 
                        0.14 | 
                        0.1% | 
                        92.44 | 
                     
                    
                        | Close | 
                        95.32 | 
                        96.12 | 
                        0.80 | 
                        0.8% | 
                        94.74 | 
                     
                    
                        | Range | 
                        1.00 | 
                        1.88 | 
                        0.88 | 
                        88.0% | 
                        3.68 | 
                     
                    
                        | ATR | 
                        1.83 | 
                        1.84 | 
                        0.00 | 
                        0.2% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        6,723 | 
                        6,315 | 
                        -408 | 
                        -6.1% | 
                        44,877 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 15-Aug-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                101.49 | 
                100.68 | 
                97.15 | 
                 | 
             
            
                | R3 | 
                99.61 | 
                98.80 | 
                96.64 | 
                 | 
             
            
                | R2 | 
                97.73 | 
                97.73 | 
                96.46 | 
                 | 
             
            
                | R1 | 
                96.92 | 
                96.92 | 
                96.29 | 
                97.33 | 
             
            
                | PP | 
                95.85 | 
                95.85 | 
                95.85 | 
                96.05 | 
             
            
                | S1 | 
                95.04 | 
                95.04 | 
                95.95 | 
                95.45 | 
             
            
                | S2 | 
                93.97 | 
                93.97 | 
                95.78 | 
                 | 
             
            
                | S3 | 
                92.09 | 
                93.16 | 
                95.60 | 
                 | 
             
            
                | S4 | 
                90.21 | 
                91.28 | 
                95.09 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            104.64 | 
         
        
            | 
2.618             | 
            101.57 | 
         
        
            | 
1.618             | 
            99.69 | 
         
        
            | 
1.000             | 
            98.53 | 
         
        
            | 
0.618             | 
            97.81 | 
         
        
            | 
HIGH             | 
            96.65 | 
         
        
            | 
0.618             | 
            95.93 | 
         
        
            | 
0.500             | 
            95.71 | 
         
        
            | 
0.382             | 
            95.49 | 
         
        
            | 
LOW             | 
            94.77 | 
         
        
            | 
0.618             | 
            93.61 | 
         
        
            | 
1.000             | 
            92.89 | 
         
        
            | 
1.618             | 
            91.73 | 
         
        
            | 
2.618             | 
            89.85 | 
         
        
            | 
4.250             | 
            86.78 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 15-Aug-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                95.98 | 
                                95.85 | 
                             
                            
                                | PP | 
                                95.85 | 
                                95.58 | 
                             
                            
                                | S1 | 
                                95.71 | 
                                95.32 | 
                             
             
         |