NYMEX Light Sweet Crude Oil Future February 2013
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 09-Nov-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    08-Nov-2012 | 
                    09-Nov-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        85.49 | 
                        86.02 | 
                        0.53 | 
                        0.6% | 
                        85.79 | 
                     
                    
                        | High | 
                        86.76 | 
                        87.78 | 
                        1.02 | 
                        1.2% | 
                        90.22 | 
                     
                    
                        | Low | 
                        85.35 | 
                        85.21 | 
                        -0.14 | 
                        -0.2% | 
                        85.16 | 
                     
                    
                        | Close | 
                        86.14 | 
                        87.16 | 
                        1.02 | 
                        1.2% | 
                        87.16 | 
                     
                    
                        | Range | 
                        1.41 | 
                        2.57 | 
                        1.16 | 
                        82.3% | 
                        5.06 | 
                     
                    
                        | ATR | 
                        2.19 | 
                        2.21 | 
                        0.03 | 
                        1.3% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        49,413 | 
                        41,817 | 
                        -7,596 | 
                        -15.4% | 
                        253,449 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 09-Nov-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                94.43 | 
                93.36 | 
                88.57 | 
                 | 
             
            
                | R3 | 
                91.86 | 
                90.79 | 
                87.87 | 
                 | 
             
            
                | R2 | 
                89.29 | 
                89.29 | 
                87.63 | 
                 | 
             
            
                | R1 | 
                88.22 | 
                88.22 | 
                87.40 | 
                88.76 | 
             
            
                | PP | 
                86.72 | 
                86.72 | 
                86.72 | 
                86.98 | 
             
            
                | S1 | 
                85.65 | 
                85.65 | 
                86.92 | 
                86.19 | 
             
            
                | S2 | 
                84.15 | 
                84.15 | 
                86.69 | 
                 | 
             
            
                | S3 | 
                81.58 | 
                83.08 | 
                86.45 | 
                 | 
             
            
                | S4 | 
                79.01 | 
                80.51 | 
                85.75 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 09-Nov-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                102.69 | 
                99.99 | 
                89.94 | 
                 | 
             
            
                | R3 | 
                97.63 | 
                94.93 | 
                88.55 | 
                 | 
             
            
                | R2 | 
                92.57 | 
                92.57 | 
                88.09 | 
                 | 
             
            
                | R1 | 
                89.87 | 
                89.87 | 
                87.62 | 
                91.22 | 
             
            
                | PP | 
                87.51 | 
                87.51 | 
                87.51 | 
                88.19 | 
             
            
                | S1 | 
                84.81 | 
                84.81 | 
                86.70 | 
                86.16 | 
             
            
                | S2 | 
                82.45 | 
                82.45 | 
                86.23 | 
                 | 
             
            
                | S3 | 
                77.39 | 
                79.75 | 
                85.77 | 
                 | 
             
            
                | S4 | 
                72.33 | 
                74.69 | 
                84.38 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                90.22 | 
                85.16 | 
                5.06 | 
                5.8% | 
                2.76 | 
                3.2% | 
                40% | 
                False | 
                False | 
                50,689 | 
                 
                
                | 10 | 
                90.22 | 
                85.16 | 
                5.06 | 
                5.8% | 
                2.16 | 
                2.5% | 
                40% | 
                False | 
                False | 
                41,789 | 
                 
                
                | 20 | 
                94.42 | 
                85.16 | 
                9.26 | 
                10.6% | 
                2.11 | 
                2.4% | 
                22% | 
                False | 
                False | 
                32,129 | 
                 
                
                | 40 | 
                100.63 | 
                85.16 | 
                15.47 | 
                17.7% | 
                2.25 | 
                2.6% | 
                13% | 
                False | 
                False | 
                25,722 | 
                 
                
                | 60 | 
                101.53 | 
                85.16 | 
                16.37 | 
                18.8% | 
                2.04 | 
                2.3% | 
                12% | 
                False | 
                False | 
                21,327 | 
                 
                
                | 80 | 
                101.53 | 
                85.16 | 
                16.37 | 
                18.8% | 
                1.96 | 
                2.2% | 
                12% | 
                False | 
                False | 
                18,015 | 
                 
                
                | 100 | 
                101.53 | 
                80.09 | 
                21.44 | 
                24.6% | 
                1.99 | 
                2.3% | 
                33% | 
                False | 
                False | 
                15,570 | 
                 
                
                | 120 | 
                101.53 | 
                80.09 | 
                21.44 | 
                24.6% | 
                1.88 | 
                2.2% | 
                33% | 
                False | 
                False | 
                13,638 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            98.70 | 
         
        
            | 
2.618             | 
            94.51 | 
         
        
            | 
1.618             | 
            91.94 | 
         
        
            | 
1.000             | 
            90.35 | 
         
        
            | 
0.618             | 
            89.37 | 
         
        
            | 
HIGH             | 
            87.78 | 
         
        
            | 
0.618             | 
            86.80 | 
         
        
            | 
0.500             | 
            86.50 | 
         
        
            | 
0.382             | 
            86.19 | 
         
        
            | 
LOW             | 
            85.21 | 
         
        
            | 
0.618             | 
            83.62 | 
         
        
            | 
1.000             | 
            82.64 | 
         
        
            | 
1.618             | 
            81.05 | 
         
        
            | 
2.618             | 
            78.48 | 
         
        
            | 
4.250             | 
            74.29 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 09-Nov-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                86.94 | 
                                87.49 | 
                             
                            
                                | PP | 
                                86.72 | 
                                87.38 | 
                             
                            
                                | S1 | 
                                86.50 | 
                                87.27 | 
                             
             
         |