NYMEX Light Sweet Crude Oil Future February 2013
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 12-Dec-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    11-Dec-2012 | 
                    12-Dec-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        86.27 | 
                        86.24 | 
                        -0.03 | 
                        0.0% | 
                        89.45 | 
                     
                    
                        | High | 
                        86.88 | 
                        88.20 | 
                        1.32 | 
                        1.5% | 
                        90.90 | 
                     
                    
                        | Low | 
                        85.76 | 
                        86.21 | 
                        0.45 | 
                        0.5% | 
                        86.28 | 
                     
                    
                        | Close | 
                        86.32 | 
                        87.31 | 
                        0.99 | 
                        1.1% | 
                        86.50 | 
                     
                    
                        | Range | 
                        1.12 | 
                        1.99 | 
                        0.87 | 
                        77.7% | 
                        4.62 | 
                     
                    
                        | ATR | 
                        1.79 | 
                        1.80 | 
                        0.01 | 
                        0.8% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        90,078 | 
                        140,657 | 
                        50,579 | 
                        56.2% | 
                        287,796 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 12-Dec-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                93.21 | 
                92.25 | 
                88.40 | 
                 | 
             
            
                | R3 | 
                91.22 | 
                90.26 | 
                87.86 | 
                 | 
             
            
                | R2 | 
                89.23 | 
                89.23 | 
                87.67 | 
                 | 
             
            
                | R1 | 
                88.27 | 
                88.27 | 
                87.49 | 
                88.75 | 
             
            
                | PP | 
                87.24 | 
                87.24 | 
                87.24 | 
                87.48 | 
             
            
                | S1 | 
                86.28 | 
                86.28 | 
                87.13 | 
                86.76 | 
             
            
                | S2 | 
                85.25 | 
                85.25 | 
                86.95 | 
                 | 
             
            
                | S3 | 
                83.26 | 
                84.29 | 
                86.76 | 
                 | 
             
            
                | S4 | 
                81.27 | 
                82.30 | 
                86.22 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 07-Dec-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                101.75 | 
                98.75 | 
                89.04 | 
                 | 
             
            
                | R3 | 
                97.13 | 
                94.13 | 
                87.77 | 
                 | 
             
            
                | R2 | 
                92.51 | 
                92.51 | 
                87.35 | 
                 | 
             
            
                | R1 | 
                89.51 | 
                89.51 | 
                86.92 | 
                88.70 | 
             
            
                | PP | 
                87.89 | 
                87.89 | 
                87.89 | 
                87.49 | 
             
            
                | S1 | 
                84.89 | 
                84.89 | 
                86.08 | 
                84.08 | 
             
            
                | S2 | 
                83.27 | 
                83.27 | 
                85.65 | 
                 | 
             
            
                | S3 | 
                78.65 | 
                80.27 | 
                85.23 | 
                 | 
             
            
                | S4 | 
                74.03 | 
                75.65 | 
                83.96 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                88.80 | 
                85.76 | 
                3.04 | 
                3.5% | 
                1.64 | 
                1.9% | 
                51% | 
                False | 
                False | 
                89,320 | 
                 
                
                | 10 | 
                90.90 | 
                85.76 | 
                5.14 | 
                5.9% | 
                1.66 | 
                1.9% | 
                30% | 
                False | 
                False | 
                72,833 | 
                 
                
                | 20 | 
                90.90 | 
                85.70 | 
                5.20 | 
                6.0% | 
                1.77 | 
                2.0% | 
                31% | 
                False | 
                False | 
                61,866 | 
                 
                
                | 40 | 
                94.42 | 
                85.16 | 
                9.26 | 
                10.6% | 
                1.93 | 
                2.2% | 
                23% | 
                False | 
                False | 
                48,473 | 
                 
                
                | 60 | 
                97.23 | 
                85.16 | 
                12.07 | 
                13.8% | 
                2.03 | 
                2.3% | 
                18% | 
                False | 
                False | 
                38,520 | 
                 
                
                | 80 | 
                101.53 | 
                85.16 | 
                16.37 | 
                18.7% | 
                1.98 | 
                2.3% | 
                13% | 
                False | 
                False | 
                32,439 | 
                 
                
                | 100 | 
                101.53 | 
                85.16 | 
                16.37 | 
                18.7% | 
                1.90 | 
                2.2% | 
                13% | 
                False | 
                False | 
                27,597 | 
                 
                
                | 120 | 
                101.53 | 
                80.09 | 
                21.44 | 
                24.6% | 
                1.94 | 
                2.2% | 
                34% | 
                False | 
                False | 
                23,943 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            96.66 | 
         
        
            | 
2.618             | 
            93.41 | 
         
        
            | 
1.618             | 
            91.42 | 
         
        
            | 
1.000             | 
            90.19 | 
         
        
            | 
0.618             | 
            89.43 | 
         
        
            | 
HIGH             | 
            88.20 | 
         
        
            | 
0.618             | 
            87.44 | 
         
        
            | 
0.500             | 
            87.21 | 
         
        
            | 
0.382             | 
            86.97 | 
         
        
            | 
LOW             | 
            86.21 | 
         
        
            | 
0.618             | 
            84.98 | 
         
        
            | 
1.000             | 
            84.22 | 
         
        
            | 
1.618             | 
            82.99 | 
         
        
            | 
2.618             | 
            81.00 | 
         
        
            | 
4.250             | 
            77.75 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 12-Dec-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                87.28 | 
                                87.20 | 
                             
                            
                                | PP | 
                                87.24 | 
                                87.09 | 
                             
                            
                                | S1 | 
                                87.21 | 
                                86.98 | 
                             
             
         |