NYMEX Light Sweet Crude Oil Future February 2013
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 29-Aug-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    28-Aug-2012 | 
                    29-Aug-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        96.75 | 
                        97.10 | 
                        0.35 | 
                        0.4% | 
                        97.90 | 
                     
                    
                        | High | 
                        97.75 | 
                        97.60 | 
                        -0.15 | 
                        -0.2% | 
                        99.63 | 
                     
                    
                        | Low | 
                        96.70 | 
                        96.23 | 
                        -0.47 | 
                        -0.5% | 
                        96.88 | 
                     
                    
                        | Close | 
                        97.67 | 
                        96.88 | 
                        -0.79 | 
                        -0.8% | 
                        97.49 | 
                     
                    
                        | Range | 
                        1.05 | 
                        1.37 | 
                        0.32 | 
                        30.5% | 
                        2.75 | 
                     
                    
                        | ATR | 
                        1.69 | 
                        1.68 | 
                        -0.02 | 
                        -1.1% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        6,661 | 
                        5,829 | 
                        -832 | 
                        -12.5% | 
                        54,593 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 29-Aug-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                101.01 | 
                100.32 | 
                97.63 | 
                 | 
             
            
                | R3 | 
                99.64 | 
                98.95 | 
                97.26 | 
                 | 
             
            
                | R2 | 
                98.27 | 
                98.27 | 
                97.13 | 
                 | 
             
            
                | R1 | 
                97.58 | 
                97.58 | 
                97.01 | 
                97.24 | 
             
            
                | PP | 
                96.90 | 
                96.90 | 
                96.90 | 
                96.74 | 
             
            
                | S1 | 
                96.21 | 
                96.21 | 
                96.75 | 
                95.87 | 
             
            
                | S2 | 
                95.53 | 
                95.53 | 
                96.63 | 
                 | 
             
            
                | S3 | 
                94.16 | 
                94.84 | 
                96.50 | 
                 | 
             
            
                | S4 | 
                92.79 | 
                93.47 | 
                96.13 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 24-Aug-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                106.25 | 
                104.62 | 
                99.00 | 
                 | 
             
            
                | R3 | 
                103.50 | 
                101.87 | 
                98.25 | 
                 | 
             
            
                | R2 | 
                100.75 | 
                100.75 | 
                97.99 | 
                 | 
             
            
                | R1 | 
                99.12 | 
                99.12 | 
                97.74 | 
                98.56 | 
             
            
                | PP | 
                98.00 | 
                98.00 | 
                98.00 | 
                97.72 | 
             
            
                | S1 | 
                96.37 | 
                96.37 | 
                97.24 | 
                95.81 | 
             
            
                | S2 | 
                95.25 | 
                95.25 | 
                96.99 | 
                 | 
             
            
                | S3 | 
                92.50 | 
                93.62 | 
                96.73 | 
                 | 
             
            
                | S4 | 
                89.75 | 
                90.87 | 
                95.98 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                99.63 | 
                95.89 | 
                3.74 | 
                3.9% | 
                1.78 | 
                1.8% | 
                26% | 
                False | 
                False | 
                10,063 | 
                 
                
                | 10 | 
                99.63 | 
                95.85 | 
                3.78 | 
                3.9% | 
                1.49 | 
                1.5% | 
                27% | 
                False | 
                False | 
                10,022 | 
                 
                
                | 20 | 
                99.63 | 
                89.15 | 
                10.48 | 
                10.8% | 
                1.61 | 
                1.7% | 
                74% | 
                False | 
                False | 
                9,364 | 
                 
                
                | 40 | 
                99.63 | 
                86.36 | 
                13.27 | 
                13.7% | 
                1.67 | 
                1.7% | 
                79% | 
                False | 
                False | 
                7,702 | 
                 
                
                | 60 | 
                99.63 | 
                80.09 | 
                19.54 | 
                20.2% | 
                1.81 | 
                1.9% | 
                86% | 
                False | 
                False | 
                6,926 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            103.42 | 
         
        
            | 
2.618             | 
            101.19 | 
         
        
            | 
1.618             | 
            99.82 | 
         
        
            | 
1.000             | 
            98.97 | 
         
        
            | 
0.618             | 
            98.45 | 
         
        
            | 
HIGH             | 
            97.60 | 
         
        
            | 
0.618             | 
            97.08 | 
         
        
            | 
0.500             | 
            96.92 | 
         
        
            | 
0.382             | 
            96.75 | 
         
        
            | 
LOW             | 
            96.23 | 
         
        
            | 
0.618             | 
            95.38 | 
         
        
            | 
1.000             | 
            94.86 | 
         
        
            | 
1.618             | 
            94.01 | 
         
        
            | 
2.618             | 
            92.64 | 
         
        
            | 
4.250             | 
            90.41 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 29-Aug-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                96.92 | 
                                97.30 | 
                             
                            
                                | PP | 
                                96.90 | 
                                97.16 | 
                             
                            
                                | S1 | 
                                96.89 | 
                                97.02 | 
                             
             
         |