NYMEX Light Sweet Crude Oil Future February 2013
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 22-Aug-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    21-Aug-2012 | 
                    22-Aug-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        97.57 | 
                        97.97 | 
                        0.40 | 
                        0.4% | 
                        95.16 | 
                     
                    
                        | High | 
                        99.04 | 
                        98.84 | 
                        -0.20 | 
                        -0.2% | 
                        97.83 | 
                     
                    
                        | Low | 
                        97.57 | 
                        97.94 | 
                        0.37 | 
                        0.4% | 
                        93.98 | 
                     
                    
                        | Close | 
                        98.31 | 
                        98.60 | 
                        0.29 | 
                        0.3% | 
                        97.62 | 
                     
                    
                        | Range | 
                        1.47 | 
                        0.90 | 
                        -0.57 | 
                        -38.8% | 
                        3.85 | 
                     
                    
                        | ATR | 
                        1.69 | 
                        1.64 | 
                        -0.06 | 
                        -3.3% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        6,892 | 
                        11,807 | 
                        4,915 | 
                        71.3% | 
                        46,132 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 22-Aug-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                101.16 | 
                100.78 | 
                99.10 | 
                 | 
             
            
                | R3 | 
                100.26 | 
                99.88 | 
                98.85 | 
                 | 
             
            
                | R2 | 
                99.36 | 
                99.36 | 
                98.77 | 
                 | 
             
            
                | R1 | 
                98.98 | 
                98.98 | 
                98.68 | 
                99.17 | 
             
            
                | PP | 
                98.46 | 
                98.46 | 
                98.46 | 
                98.56 | 
             
            
                | S1 | 
                98.08 | 
                98.08 | 
                98.52 | 
                98.27 | 
             
            
                | S2 | 
                97.56 | 
                97.56 | 
                98.44 | 
                 | 
             
            
                | S3 | 
                96.66 | 
                97.18 | 
                98.35 | 
                 | 
             
            
                | S4 | 
                95.76 | 
                96.28 | 
                98.11 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 17-Aug-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                108.03 | 
                106.67 | 
                99.74 | 
                 | 
             
            
                | R3 | 
                104.18 | 
                102.82 | 
                98.68 | 
                 | 
             
            
                | R2 | 
                100.33 | 
                100.33 | 
                98.33 | 
                 | 
             
            
                | R1 | 
                98.97 | 
                98.97 | 
                97.97 | 
                99.65 | 
             
            
                | PP | 
                96.48 | 
                96.48 | 
                96.48 | 
                96.82 | 
             
            
                | S1 | 
                95.12 | 
                95.12 | 
                97.27 | 
                95.80 | 
             
            
                | S2 | 
                92.63 | 
                92.63 | 
                96.91 | 
                 | 
             
            
                | S3 | 
                88.78 | 
                91.27 | 
                96.56 | 
                 | 
             
            
                | S4 | 
                84.93 | 
                87.42 | 
                95.50 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                99.04 | 
                95.85 | 
                3.19 | 
                3.2% | 
                1.21 | 
                1.2% | 
                86% | 
                False | 
                False | 
                9,981 | 
                 
                
                | 10 | 
                99.04 | 
                93.49 | 
                5.55 | 
                5.6% | 
                1.30 | 
                1.3% | 
                92% | 
                False | 
                False | 
                8,906 | 
                 
                
                | 20 | 
                99.04 | 
                89.15 | 
                9.89 | 
                10.0% | 
                1.52 | 
                1.5% | 
                96% | 
                False | 
                False | 
                8,499 | 
                 
                
                | 40 | 
                99.04 | 
                80.09 | 
                18.95 | 
                19.2% | 
                1.86 | 
                1.9% | 
                98% | 
                False | 
                False | 
                7,222 | 
                 
                
                | 60 | 
                99.04 | 
                80.09 | 
                18.95 | 
                19.2% | 
                1.76 | 
                1.8% | 
                98% | 
                False | 
                False | 
                6,392 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            102.67 | 
         
        
            | 
2.618             | 
            101.20 | 
         
        
            | 
1.618             | 
            100.30 | 
         
        
            | 
1.000             | 
            99.74 | 
         
        
            | 
0.618             | 
            99.40 | 
         
        
            | 
HIGH             | 
            98.84 | 
         
        
            | 
0.618             | 
            98.50 | 
         
        
            | 
0.500             | 
            98.39 | 
         
        
            | 
0.382             | 
            98.28 | 
         
        
            | 
LOW             | 
            97.94 | 
         
        
            | 
0.618             | 
            97.38 | 
         
        
            | 
1.000             | 
            97.04 | 
         
        
            | 
1.618             | 
            96.48 | 
         
        
            | 
2.618             | 
            95.58 | 
         
        
            | 
4.250             | 
            94.12 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 22-Aug-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                98.53 | 
                                98.39 | 
                             
                            
                                | PP | 
                                98.46 | 
                                98.17 | 
                             
                            
                                | S1 | 
                                98.39 | 
                                97.96 | 
                             
             
         |