NYMEX Light Sweet Crude Oil Future February 2013
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 26-Nov-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    23-Nov-2012 | 
                    26-Nov-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        88.29 | 
                        88.82 | 
                        0.53 | 
                        0.6% | 
                        87.93 | 
                     
                    
                        | High | 
                        89.14 | 
                        88.90 | 
                        -0.24 | 
                        -0.3% | 
                        90.31 | 
                     
                    
                        | Low | 
                        87.40 | 
                        87.90 | 
                        0.50 | 
                        0.6% | 
                        86.73 | 
                     
                    
                        | Close | 
                        88.90 | 
                        88.37 | 
                        -0.53 | 
                        -0.6% | 
                        88.90 | 
                     
                    
                        | Range | 
                        1.74 | 
                        1.00 | 
                        -0.74 | 
                        -42.5% | 
                        3.58 | 
                     
                    
                        | ATR | 
                        2.10 | 
                        2.02 | 
                        -0.08 | 
                        -3.7% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        55,468 | 
                        14,211 | 
                        -41,257 | 
                        -74.4% | 
                        247,988 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 26-Nov-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                91.39 | 
                90.88 | 
                88.92 | 
                 | 
             
            
                | R3 | 
                90.39 | 
                89.88 | 
                88.65 | 
                 | 
             
            
                | R2 | 
                89.39 | 
                89.39 | 
                88.55 | 
                 | 
             
            
                | R1 | 
                88.88 | 
                88.88 | 
                88.46 | 
                88.64 | 
             
            
                | PP | 
                88.39 | 
                88.39 | 
                88.39 | 
                88.27 | 
             
            
                | S1 | 
                87.88 | 
                87.88 | 
                88.28 | 
                87.64 | 
             
            
                | S2 | 
                87.39 | 
                87.39 | 
                88.19 | 
                 | 
             
            
                | S3 | 
                86.39 | 
                86.88 | 
                88.10 | 
                 | 
             
            
                | S4 | 
                85.39 | 
                85.88 | 
                87.82 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 23-Nov-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                99.39 | 
                97.72 | 
                90.87 | 
                 | 
             
            
                | R3 | 
                95.81 | 
                94.14 | 
                89.88 | 
                 | 
             
            
                | R2 | 
                92.23 | 
                92.23 | 
                89.56 | 
                 | 
             
            
                | R1 | 
                90.56 | 
                90.56 | 
                89.23 | 
                91.40 | 
             
            
                | PP | 
                88.65 | 
                88.65 | 
                88.65 | 
                89.06 | 
             
            
                | S1 | 
                86.98 | 
                86.98 | 
                88.57 | 
                87.82 | 
             
            
                | S2 | 
                85.07 | 
                85.07 | 
                88.24 | 
                 | 
             
            
                | S3 | 
                81.49 | 
                83.40 | 
                87.92 | 
                 | 
             
            
                | S4 | 
                77.91 | 
                79.82 | 
                86.93 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                90.31 | 
                86.73 | 
                3.58 | 
                4.1% | 
                1.96 | 
                2.2% | 
                46% | 
                False | 
                False | 
                52,439 | 
                 
                
                | 10 | 
                90.31 | 
                85.70 | 
                4.61 | 
                5.2% | 
                1.81 | 
                2.0% | 
                58% | 
                False | 
                False | 
                53,757 | 
                 
                
                | 20 | 
                90.31 | 
                85.16 | 
                5.15 | 
                5.8% | 
                1.99 | 
                2.2% | 
                62% | 
                False | 
                False | 
                47,773 | 
                 
                
                | 40 | 
                94.87 | 
                85.16 | 
                9.71 | 
                11.0% | 
                2.10 | 
                2.4% | 
                33% | 
                False | 
                False | 
                34,850 | 
                 
                
                | 60 | 
                101.53 | 
                85.16 | 
                16.37 | 
                18.5% | 
                2.10 | 
                2.4% | 
                20% | 
                False | 
                False | 
                28,624 | 
                 
                
                | 80 | 
                101.53 | 
                85.16 | 
                16.37 | 
                18.5% | 
                1.96 | 
                2.2% | 
                20% | 
                False | 
                False | 
                23,851 | 
                 
                
                | 100 | 
                101.53 | 
                85.16 | 
                16.37 | 
                18.5% | 
                1.92 | 
                2.2% | 
                20% | 
                False | 
                False | 
                20,303 | 
                 
                
                | 120 | 
                101.53 | 
                80.09 | 
                21.44 | 
                24.3% | 
                1.96 | 
                2.2% | 
                39% | 
                False | 
                False | 
                17,847 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            93.15 | 
         
        
            | 
2.618             | 
            91.52 | 
         
        
            | 
1.618             | 
            90.52 | 
         
        
            | 
1.000             | 
            89.90 | 
         
        
            | 
0.618             | 
            89.52 | 
         
        
            | 
HIGH             | 
            88.90 | 
         
        
            | 
0.618             | 
            88.52 | 
         
        
            | 
0.500             | 
            88.40 | 
         
        
            | 
0.382             | 
            88.28 | 
         
        
            | 
LOW             | 
            87.90 | 
         
        
            | 
0.618             | 
            87.28 | 
         
        
            | 
1.000             | 
            86.90 | 
         
        
            | 
1.618             | 
            86.28 | 
         
        
            | 
2.618             | 
            85.28 | 
         
        
            | 
4.250             | 
            83.65 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 26-Nov-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                88.40 | 
                                88.27 | 
                             
                            
                                | PP | 
                                88.39 | 
                                88.17 | 
                             
                            
                                | S1 | 
                                88.38 | 
                                88.07 | 
                             
             
         |