NYMEX Light Sweet Crude Oil Future February 2013
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 02-Nov-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    01-Nov-2012 | 
                    02-Nov-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        87.06 | 
                        87.91 | 
                        0.85 | 
                        1.0% | 
                        87.24 | 
                     
                    
                        | High | 
                        88.31 | 
                        88.25 | 
                        -0.06 | 
                        -0.1% | 
                        88.31 | 
                     
                    
                        | Low | 
                        87.00 | 
                        85.79 | 
                        -1.21 | 
                        -1.4% | 
                        85.76 | 
                     
                    
                        | Close | 
                        88.10 | 
                        86.00 | 
                        -2.10 | 
                        -2.4% | 
                        86.00 | 
                     
                    
                        | Range | 
                        1.31 | 
                        2.46 | 
                        1.15 | 
                        87.8% | 
                        2.55 | 
                     
                    
                        | ATR | 
                        1.93 | 
                        1.97 | 
                        0.04 | 
                        1.9% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        36,433 | 
                        45,930 | 
                        9,497 | 
                        26.1% | 
                        164,450 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 02-Nov-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                94.06 | 
                92.49 | 
                87.35 | 
                 | 
             
            
                | R3 | 
                91.60 | 
                90.03 | 
                86.68 | 
                 | 
             
            
                | R2 | 
                89.14 | 
                89.14 | 
                86.45 | 
                 | 
             
            
                | R1 | 
                87.57 | 
                87.57 | 
                86.23 | 
                87.13 | 
             
            
                | PP | 
                86.68 | 
                86.68 | 
                86.68 | 
                86.46 | 
             
            
                | S1 | 
                85.11 | 
                85.11 | 
                85.77 | 
                84.67 | 
             
            
                | S2 | 
                84.22 | 
                84.22 | 
                85.55 | 
                 | 
             
            
                | S3 | 
                81.76 | 
                82.65 | 
                85.32 | 
                 | 
             
            
                | S4 | 
                79.30 | 
                80.19 | 
                84.65 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 02-Nov-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                94.34 | 
                92.72 | 
                87.40 | 
                 | 
             
            
                | R3 | 
                91.79 | 
                90.17 | 
                86.70 | 
                 | 
             
            
                | R2 | 
                89.24 | 
                89.24 | 
                86.47 | 
                 | 
             
            
                | R1 | 
                87.62 | 
                87.62 | 
                86.23 | 
                87.16 | 
             
            
                | PP | 
                86.69 | 
                86.69 | 
                86.69 | 
                86.46 | 
             
            
                | S1 | 
                85.07 | 
                85.07 | 
                85.77 | 
                84.61 | 
             
            
                | S2 | 
                84.14 | 
                84.14 | 
                85.53 | 
                 | 
             
            
                | S3 | 
                81.59 | 
                82.52 | 
                85.30 | 
                 | 
             
            
                | S4 | 
                79.04 | 
                79.97 | 
                84.60 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                88.31 | 
                85.76 | 
                2.55 | 
                3.0% | 
                1.57 | 
                1.8% | 
                9% | 
                False | 
                False | 
                32,890 | 
                 
                
                | 10 | 
                92.17 | 
                85.76 | 
                6.41 | 
                7.5% | 
                1.89 | 
                2.2% | 
                4% | 
                False | 
                False | 
                30,554 | 
                 
                
                | 20 | 
                94.87 | 
                85.76 | 
                9.11 | 
                10.6% | 
                1.94 | 
                2.3% | 
                3% | 
                False | 
                False | 
                25,665 | 
                 
                
                | 40 | 
                101.53 | 
                85.76 | 
                15.77 | 
                18.3% | 
                2.10 | 
                2.4% | 
                2% | 
                False | 
                False | 
                21,572 | 
                 
                
                | 60 | 
                101.53 | 
                85.76 | 
                15.77 | 
                18.3% | 
                1.94 | 
                2.3% | 
                2% | 
                False | 
                False | 
                17,792 | 
                 
                
                | 80 | 
                101.53 | 
                85.76 | 
                15.77 | 
                18.3% | 
                1.87 | 
                2.2% | 
                2% | 
                False | 
                False | 
                15,163 | 
                 
                
                | 100 | 
                101.53 | 
                80.09 | 
                21.44 | 
                24.9% | 
                1.94 | 
                2.3% | 
                28% | 
                False | 
                False | 
                13,217 | 
                 
                
                | 120 | 
                101.53 | 
                80.09 | 
                21.44 | 
                24.9% | 
                1.82 | 
                2.1% | 
                28% | 
                False | 
                False | 
                11,635 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            98.71 | 
         
        
            | 
2.618             | 
            94.69 | 
         
        
            | 
1.618             | 
            92.23 | 
         
        
            | 
1.000             | 
            90.71 | 
         
        
            | 
0.618             | 
            89.77 | 
         
        
            | 
HIGH             | 
            88.25 | 
         
        
            | 
0.618             | 
            87.31 | 
         
        
            | 
0.500             | 
            87.02 | 
         
        
            | 
0.382             | 
            86.73 | 
         
        
            | 
LOW             | 
            85.79 | 
         
        
            | 
0.618             | 
            84.27 | 
         
        
            | 
1.000             | 
            83.33 | 
         
        
            | 
1.618             | 
            81.81 | 
         
        
            | 
2.618             | 
            79.35 | 
         
        
            | 
4.250             | 
            75.34 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 02-Nov-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                87.02 | 
                                87.05 | 
                             
                            
                                | PP | 
                                86.68 | 
                                86.70 | 
                             
                            
                                | S1 | 
                                86.34 | 
                                86.35 | 
                             
             
         |