NYMEX Light Sweet Crude Oil Future February 2013
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 16-Aug-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    15-Aug-2012 | 
                    16-Aug-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        95.00 | 
                        96.26 | 
                        1.26 | 
                        1.3% | 
                        92.90 | 
                     
                    
                        | High | 
                        96.65 | 
                        97.41 | 
                        0.76 | 
                        0.8% | 
                        96.12 | 
                     
                    
                        | Low | 
                        94.77 | 
                        95.85 | 
                        1.08 | 
                        1.1% | 
                        92.44 | 
                     
                    
                        | Close | 
                        96.12 | 
                        97.27 | 
                        1.15 | 
                        1.2% | 
                        94.74 | 
                     
                    
                        | Range | 
                        1.88 | 
                        1.56 | 
                        -0.32 | 
                        -17.0% | 
                        3.68 | 
                     
                    
                        | ATR | 
                        1.84 | 
                        1.82 | 
                        -0.02 | 
                        -1.1% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        6,315 | 
                        12,022 | 
                        5,707 | 
                        90.4% | 
                        44,877 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 16-Aug-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                101.52 | 
                100.96 | 
                98.13 | 
                 | 
             
            
                | R3 | 
                99.96 | 
                99.40 | 
                97.70 | 
                 | 
             
            
                | R2 | 
                98.40 | 
                98.40 | 
                97.56 | 
                 | 
             
            
                | R1 | 
                97.84 | 
                97.84 | 
                97.41 | 
                98.12 | 
             
            
                | PP | 
                96.84 | 
                96.84 | 
                96.84 | 
                96.99 | 
             
            
                | S1 | 
                96.28 | 
                96.28 | 
                97.13 | 
                96.56 | 
             
            
                | S2 | 
                95.28 | 
                95.28 | 
                96.98 | 
                 | 
             
            
                | S3 | 
                93.72 | 
                94.72 | 
                96.84 | 
                 | 
             
            
                | S4 | 
                92.16 | 
                93.16 | 
                96.41 | 
                 | 
             
     
 | 
    
        
            | 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             | 
            104.04 | 
         
        
            | 
2.618             | 
            101.49 | 
         
        
            | 
1.618             | 
            99.93 | 
         
        
            | 
1.000             | 
            98.97 | 
         
        
            | 
0.618             | 
            98.37 | 
         
        
            | 
HIGH             | 
            97.41 | 
         
        
            | 
0.618             | 
            96.81 | 
         
        
            | 
0.500             | 
            96.63 | 
         
        
            | 
0.382             | 
            96.45 | 
         
        
            | 
LOW             | 
            95.85 | 
         
        
            | 
0.618             | 
            94.89 | 
         
        
            | 
1.000             | 
            94.29 | 
         
        
            | 
1.618             | 
            93.33 | 
         
        
            | 
2.618             | 
            91.77 | 
         
        
            | 
4.250             | 
            89.22 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 16-Aug-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                97.06 | 
                                96.85 | 
                             
                            
                                | PP | 
                                96.84 | 
                                96.44 | 
                             
                            
                                | S1 | 
                                96.63 | 
                                96.02 | 
                             
             
         |