NYMEX Light Sweet Crude Oil Future February 2013
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 06-Dec-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    05-Dec-2012 | 
                    06-Dec-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        89.03 | 
                        88.43 | 
                        -0.60 | 
                        -0.7% | 
                        88.82 | 
                     
                    
                        | High | 
                        89.63 | 
                        88.80 | 
                        -0.83 | 
                        -0.9% | 
                        89.59 | 
                     
                    
                        | Low | 
                        88.05 | 
                        86.28 | 
                        -1.77 | 
                        -2.0% | 
                        86.01 | 
                     
                    
                        | Close | 
                        88.47 | 
                        86.85 | 
                        -1.62 | 
                        -1.8% | 
                        89.49 | 
                     
                    
                        | Range | 
                        1.58 | 
                        2.52 | 
                        0.94 | 
                        59.5% | 
                        3.58 | 
                     
                    
                        | ATR | 
                        1.88 | 
                        1.93 | 
                        0.05 | 
                        2.4% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        40,158 | 
                        55,365 | 
                        15,207 | 
                        37.9% | 
                        202,843 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 06-Dec-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                94.87 | 
                93.38 | 
                88.24 | 
                 | 
             
            
                | R3 | 
                92.35 | 
                90.86 | 
                87.54 | 
                 | 
             
            
                | R2 | 
                89.83 | 
                89.83 | 
                87.31 | 
                 | 
             
            
                | R1 | 
                88.34 | 
                88.34 | 
                87.08 | 
                87.83 | 
             
            
                | PP | 
                87.31 | 
                87.31 | 
                87.31 | 
                87.05 | 
             
            
                | S1 | 
                85.82 | 
                85.82 | 
                86.62 | 
                85.31 | 
             
            
                | S2 | 
                84.79 | 
                84.79 | 
                86.39 | 
                 | 
             
            
                | S3 | 
                82.27 | 
                83.30 | 
                86.16 | 
                 | 
             
            
                | S4 | 
                79.75 | 
                80.78 | 
                85.46 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                86.28 | 
                4.62 | 
                5.3% | 
                1.77 | 
                2.0% | 
                12% | 
                False | 
                True | 
                56,682 | 
                 
                
                | 10 | 
                90.90 | 
                86.01 | 
                4.89 | 
                5.6% | 
                1.70 | 
                2.0% | 
                17% | 
                False | 
                False | 
                47,555 | 
                 
                
                | 20 | 
                90.90 | 
                85.21 | 
                5.69 | 
                6.6% | 
                1.82 | 
                2.1% | 
                29% | 
                False | 
                False | 
                51,734 | 
                 
                
                | 40 | 
                94.42 | 
                85.16 | 
                9.26 | 
                10.7% | 
                1.94 | 
                2.2% | 
                18% | 
                False | 
                False | 
                41,125 | 
                 
                
                | 60 | 
                101.53 | 
                85.16 | 
                16.37 | 
                18.8% | 
                2.10 | 
                2.4% | 
                10% | 
                False | 
                False | 
                33,529 | 
                 
                
                | 80 | 
                101.53 | 
                85.16 | 
                16.37 | 
                18.8% | 
                1.98 | 
                2.3% | 
                10% | 
                False | 
                False | 
                28,017 | 
                 
                
                | 100 | 
                101.53 | 
                85.16 | 
                16.37 | 
                18.8% | 
                1.92 | 
                2.2% | 
                10% | 
                False | 
                False | 
                23,974 | 
                 
                
                | 120 | 
                101.53 | 
                80.09 | 
                21.44 | 
                24.7% | 
                1.97 | 
                2.3% | 
                32% | 
                False | 
                False | 
                20,913 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            99.51 | 
         
        
            | 
2.618             | 
            95.40 | 
         
        
            | 
1.618             | 
            92.88 | 
         
        
            | 
1.000             | 
            91.32 | 
         
        
            | 
0.618             | 
            90.36 | 
         
        
            | 
HIGH             | 
            88.80 | 
         
        
            | 
0.618             | 
            87.84 | 
         
        
            | 
0.500             | 
            87.54 | 
         
        
            | 
0.382             | 
            87.24 | 
         
        
            | 
LOW             | 
            86.28 | 
         
        
            | 
0.618             | 
            84.72 | 
         
        
            | 
1.000             | 
            83.76 | 
         
        
            | 
1.618             | 
            82.20 | 
         
        
            | 
2.618             | 
            79.68 | 
         
        
            | 
4.250             | 
            75.57 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 06-Dec-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                87.54 | 
                                88.02 | 
                             
                            
                                | PP | 
                                87.31 | 
                                87.63 | 
                             
                            
                                | S1 | 
                                87.08 | 
                                87.24 | 
                             
             
         |