NYMEX Light Sweet Crude Oil Future February 2013
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 03-Dec-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    30-Nov-2012 | 
                    03-Dec-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        88.30 | 
                        89.45 | 
                        1.15 | 
                        1.3% | 
                        88.82 | 
                     
                    
                        | High | 
                        89.59 | 
                        90.90 | 
                        1.31 | 
                        1.5% | 
                        89.59 | 
                     
                    
                        | Low | 
                        88.09 | 
                        89.24 | 
                        1.15 | 
                        1.3% | 
                        86.01 | 
                     
                    
                        | Close | 
                        89.49 | 
                        89.69 | 
                        0.20 | 
                        0.2% | 
                        89.49 | 
                     
                    
                        | Range | 
                        1.50 | 
                        1.66 | 
                        0.16 | 
                        10.7% | 
                        3.58 | 
                     
                    
                        | ATR | 
                        1.95 | 
                        1.93 | 
                        -0.02 | 
                        -1.1% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        66,171 | 
                        63,260 | 
                        -2,911 | 
                        -4.4% | 
                        202,843 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 03-Dec-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                94.92 | 
                93.97 | 
                90.60 | 
                 | 
             
            
                | R3 | 
                93.26 | 
                92.31 | 
                90.15 | 
                 | 
             
            
                | R2 | 
                91.60 | 
                91.60 | 
                89.99 | 
                 | 
             
            
                | R1 | 
                90.65 | 
                90.65 | 
                89.84 | 
                91.13 | 
             
            
                | PP | 
                89.94 | 
                89.94 | 
                89.94 | 
                90.18 | 
             
            
                | S1 | 
                88.99 | 
                88.99 | 
                89.54 | 
                89.47 | 
             
            
                | S2 | 
                88.28 | 
                88.28 | 
                89.39 | 
                 | 
             
            
                | S3 | 
                86.62 | 
                87.33 | 
                89.23 | 
                 | 
             
            
                | S4 | 
                84.96 | 
                85.67 | 
                88.78 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 30-Nov-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                99.10 | 
                97.88 | 
                91.46 | 
                 | 
             
            
                | R3 | 
                95.52 | 
                94.30 | 
                90.47 | 
                 | 
             
            
                | R2 | 
                91.94 | 
                91.94 | 
                90.15 | 
                 | 
             
            
                | R1 | 
                90.72 | 
                90.72 | 
                89.82 | 
                91.33 | 
             
            
                | PP | 
                88.36 | 
                88.36 | 
                88.36 | 
                88.67 | 
             
            
                | S1 | 
                87.14 | 
                87.14 | 
                89.16 | 
                87.75 | 
             
            
                | S2 | 
                84.78 | 
                84.78 | 
                88.83 | 
                 | 
             
            
                | S3 | 
                81.20 | 
                83.56 | 
                88.51 | 
                 | 
             
            
                | S4 | 
                77.62 | 
                79.98 | 
                87.52 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                90.90 | 
                86.01 | 
                4.89 | 
                5.5% | 
                1.72 | 
                1.9% | 
                75% | 
                True | 
                False | 
                50,378 | 
                 
                
                | 10 | 
                90.90 | 
                86.01 | 
                4.89 | 
                5.5% | 
                1.84 | 
                2.1% | 
                75% | 
                True | 
                False | 
                51,409 | 
                 
                
                | 20 | 
                90.90 | 
                85.16 | 
                5.74 | 
                6.4% | 
                2.02 | 
                2.3% | 
                79% | 
                True | 
                False | 
                52,145 | 
                 
                
                | 40 | 
                94.87 | 
                85.16 | 
                9.71 | 
                10.8% | 
                1.98 | 
                2.2% | 
                47% | 
                False | 
                False | 
                38,905 | 
                 
                
                | 60 | 
                101.53 | 
                85.16 | 
                16.37 | 
                18.3% | 
                2.07 | 
                2.3% | 
                28% | 
                False | 
                False | 
                31,763 | 
                 
                
                | 80 | 
                101.53 | 
                85.16 | 
                16.37 | 
                18.3% | 
                1.96 | 
                2.2% | 
                28% | 
                False | 
                False | 
                26,380 | 
                 
                
                | 100 | 
                101.53 | 
                85.16 | 
                16.37 | 
                18.3% | 
                1.90 | 
                2.1% | 
                28% | 
                False | 
                False | 
                22,559 | 
                 
                
                | 120 | 
                101.53 | 
                80.09 | 
                21.44 | 
                23.9% | 
                1.96 | 
                2.2% | 
                45% | 
                False | 
                False | 
                19,705 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            97.96 | 
         
        
            | 
2.618             | 
            95.25 | 
         
        
            | 
1.618             | 
            93.59 | 
         
        
            | 
1.000             | 
            92.56 | 
         
        
            | 
0.618             | 
            91.93 | 
         
        
            | 
HIGH             | 
            90.90 | 
         
        
            | 
0.618             | 
            90.27 | 
         
        
            | 
0.500             | 
            90.07 | 
         
        
            | 
0.382             | 
            89.87 | 
         
        
            | 
LOW             | 
            89.24 | 
         
        
            | 
0.618             | 
            88.21 | 
         
        
            | 
1.000             | 
            87.58 | 
         
        
            | 
1.618             | 
            86.55 | 
         
        
            | 
2.618             | 
            84.89 | 
         
        
            | 
4.250             | 
            82.19 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 03-Dec-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                90.07 | 
                                89.48 | 
                             
                            
                                | PP | 
                                89.94 | 
                                89.26 | 
                             
                            
                                | S1 | 
                                89.82 | 
                                89.05 | 
                             
             
         |