NYMEX Light Sweet Crude Oil Future February 2013
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 13-Sep-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    12-Sep-2012 | 
                    13-Sep-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        98.61 | 
                        98.57 | 
                        -0.04 | 
                        0.0% | 
                        97.73 | 
                     
                    
                        | High | 
                        99.42 | 
                        99.95 | 
                        0.53 | 
                        0.5% | 
                        99.00 | 
                     
                    
                        | Low | 
                        97.83 | 
                        98.06 | 
                        0.23 | 
                        0.2% | 
                        95.67 | 
                     
                    
                        | Close | 
                        98.50 | 
                        99.63 | 
                        1.13 | 
                        1.1% | 
                        97.93 | 
                     
                    
                        | Range | 
                        1.59 | 
                        1.89 | 
                        0.30 | 
                        18.9% | 
                        3.33 | 
                     
                    
                        | ATR | 
                        1.69 | 
                        1.71 | 
                        0.01 | 
                        0.8% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        16,922 | 
                        14,360 | 
                        -2,562 | 
                        -15.1% | 
                        52,141 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 13-Sep-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                104.88 | 
                104.15 | 
                100.67 | 
                 | 
             
            
                | R3 | 
                102.99 | 
                102.26 | 
                100.15 | 
                 | 
             
            
                | R2 | 
                101.10 | 
                101.10 | 
                99.98 | 
                 | 
             
            
                | R1 | 
                100.37 | 
                100.37 | 
                99.80 | 
                100.74 | 
             
            
                | PP | 
                99.21 | 
                99.21 | 
                99.21 | 
                99.40 | 
             
            
                | S1 | 
                98.48 | 
                98.48 | 
                99.46 | 
                98.85 | 
             
            
                | S2 | 
                97.32 | 
                97.32 | 
                99.28 | 
                 | 
             
            
                | S3 | 
                95.43 | 
                96.59 | 
                99.11 | 
                 | 
             
            
                | S4 | 
                93.54 | 
                94.70 | 
                98.59 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 07-Sep-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                107.52 | 
                106.06 | 
                99.76 | 
                 | 
             
            
                | R3 | 
                104.19 | 
                102.73 | 
                98.85 | 
                 | 
             
            
                | R2 | 
                100.86 | 
                100.86 | 
                98.54 | 
                 | 
             
            
                | R1 | 
                99.40 | 
                99.40 | 
                98.24 | 
                100.13 | 
             
            
                | PP | 
                97.53 | 
                97.53 | 
                97.53 | 
                97.90 | 
             
            
                | S1 | 
                96.07 | 
                96.07 | 
                97.62 | 
                96.80 | 
             
            
                | S2 | 
                94.20 | 
                94.20 | 
                97.32 | 
                 | 
             
            
                | S3 | 
                90.87 | 
                92.74 | 
                97.01 | 
                 | 
             
            
                | S4 | 
                87.54 | 
                89.41 | 
                96.10 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                99.95 | 
                95.67 | 
                4.28 | 
                4.3% | 
                1.62 | 
                1.6% | 
                93% | 
                True | 
                False | 
                15,922 | 
                 
                
                | 10 | 
                99.95 | 
                95.50 | 
                4.45 | 
                4.5% | 
                1.72 | 
                1.7% | 
                93% | 
                True | 
                False | 
                13,745 | 
                 
                
                | 20 | 
                99.95 | 
                95.50 | 
                4.45 | 
                4.5% | 
                1.61 | 
                1.6% | 
                93% | 
                True | 
                False | 
                11,883 | 
                 
                
                | 40 | 
                99.95 | 
                88.66 | 
                11.29 | 
                11.3% | 
                1.67 | 
                1.7% | 
                97% | 
                True | 
                False | 
                9,829 | 
                 
                
                | 60 | 
                99.95 | 
                80.09 | 
                19.86 | 
                19.9% | 
                1.83 | 
                1.8% | 
                98% | 
                True | 
                False | 
                8,426 | 
                 
                
                | 80 | 
                99.95 | 
                80.09 | 
                19.86 | 
                19.9% | 
                1.69 | 
                1.7% | 
                98% | 
                True | 
                False | 
                7,316 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            107.98 | 
         
        
            | 
2.618             | 
            104.90 | 
         
        
            | 
1.618             | 
            103.01 | 
         
        
            | 
1.000             | 
            101.84 | 
         
        
            | 
0.618             | 
            101.12 | 
         
        
            | 
HIGH             | 
            99.95 | 
         
        
            | 
0.618             | 
            99.23 | 
         
        
            | 
0.500             | 
            99.01 | 
         
        
            | 
0.382             | 
            98.78 | 
         
        
            | 
LOW             | 
            98.06 | 
         
        
            | 
0.618             | 
            96.89 | 
         
        
            | 
1.000             | 
            96.17 | 
         
        
            | 
1.618             | 
            95.00 | 
         
        
            | 
2.618             | 
            93.11 | 
         
        
            | 
4.250             | 
            90.03 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 13-Sep-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                99.42 | 
                                99.36 | 
                             
                            
                                | PP | 
                                99.21 | 
                                99.10 | 
                             
                            
                                | S1 | 
                                99.01 | 
                                98.83 | 
                             
             
         |