NYMEX Light Sweet Crude Oil Future February 2013
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 17-Dec-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    14-Dec-2012 | 
                    17-Dec-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        86.65 | 
                        87.26 | 
                        0.61 | 
                        0.7% | 
                        86.67 | 
                     
                    
                        | High | 
                        87.48 | 
                        88.19 | 
                        0.71 | 
                        0.8% | 
                        88.20 | 
                     
                    
                        | Low | 
                        86.61 | 
                        87.00 | 
                        0.39 | 
                        0.5% | 
                        85.76 | 
                     
                    
                        | Close | 
                        87.25 | 
                        87.67 | 
                        0.42 | 
                        0.5% | 
                        87.25 | 
                     
                    
                        | Range | 
                        0.87 | 
                        1.19 | 
                        0.32 | 
                        36.8% | 
                        2.44 | 
                     
                    
                        | ATR | 
                        1.70 | 
                        1.67 | 
                        -0.04 | 
                        -2.2% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        147,776 | 
                        149,480 | 
                        1,704 | 
                        1.2% | 
                        585,748 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 17-Dec-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                91.19 | 
                90.62 | 
                88.32 | 
                 | 
             
            
                | R3 | 
                90.00 | 
                89.43 | 
                88.00 | 
                 | 
             
            
                | R2 | 
                88.81 | 
                88.81 | 
                87.89 | 
                 | 
             
            
                | R1 | 
                88.24 | 
                88.24 | 
                87.78 | 
                88.53 | 
             
            
                | PP | 
                87.62 | 
                87.62 | 
                87.62 | 
                87.76 | 
             
            
                | S1 | 
                87.05 | 
                87.05 | 
                87.56 | 
                87.34 | 
             
            
                | S2 | 
                86.43 | 
                86.43 | 
                87.45 | 
                 | 
             
            
                | S3 | 
                85.24 | 
                85.86 | 
                87.34 | 
                 | 
             
            
                | S4 | 
                84.05 | 
                84.67 | 
                87.02 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 14-Dec-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                94.39 | 
                93.26 | 
                88.59 | 
                 | 
             
            
                | R3 | 
                91.95 | 
                90.82 | 
                87.92 | 
                 | 
             
            
                | R2 | 
                89.51 | 
                89.51 | 
                87.70 | 
                 | 
             
            
                | R1 | 
                88.38 | 
                88.38 | 
                87.47 | 
                88.95 | 
             
            
                | PP | 
                87.07 | 
                87.07 | 
                87.07 | 
                87.35 | 
             
            
                | S1 | 
                85.94 | 
                85.94 | 
                87.03 | 
                86.51 | 
             
            
                | S2 | 
                84.63 | 
                84.63 | 
                86.80 | 
                 | 
             
            
                | S3 | 
                82.19 | 
                83.50 | 
                86.58 | 
                 | 
             
            
                | S4 | 
                79.75 | 
                81.06 | 
                85.91 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                88.20 | 
                85.76 | 
                2.44 | 
                2.8% | 
                1.26 | 
                1.4% | 
                78% | 
                False | 
                False | 
                129,056 | 
                 
                
                | 10 | 
                89.76 | 
                85.76 | 
                4.00 | 
                4.6% | 
                1.46 | 
                1.7% | 
                48% | 
                False | 
                False | 
                95,976 | 
                 
                
                | 20 | 
                90.90 | 
                85.76 | 
                5.14 | 
                5.9% | 
                1.65 | 
                1.9% | 
                37% | 
                False | 
                False | 
                73,692 | 
                 
                
                | 40 | 
                92.17 | 
                85.16 | 
                7.01 | 
                8.0% | 
                1.85 | 
                2.1% | 
                36% | 
                False | 
                False | 
                57,705 | 
                 
                
                | 60 | 
                94.87 | 
                85.16 | 
                9.71 | 
                11.1% | 
                1.95 | 
                2.2% | 
                26% | 
                False | 
                False | 
                44,701 | 
                 
                
                | 80 | 
                101.53 | 
                85.16 | 
                16.37 | 
                18.7% | 
                1.96 | 
                2.2% | 
                15% | 
                False | 
                False | 
                37,204 | 
                 
                
                | 100 | 
                101.53 | 
                85.16 | 
                16.37 | 
                18.7% | 
                1.88 | 
                2.1% | 
                15% | 
                False | 
                False | 
                31,544 | 
                 
                
                | 120 | 
                101.53 | 
                80.09 | 
                21.44 | 
                24.5% | 
                1.93 | 
                2.2% | 
                35% | 
                False | 
                False | 
                27,283 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            93.25 | 
         
        
            | 
2.618             | 
            91.31 | 
         
        
            | 
1.618             | 
            90.12 | 
         
        
            | 
1.000             | 
            89.38 | 
         
        
            | 
0.618             | 
            88.93 | 
         
        
            | 
HIGH             | 
            88.19 | 
         
        
            | 
0.618             | 
            87.74 | 
         
        
            | 
0.500             | 
            87.60 | 
         
        
            | 
0.382             | 
            87.45 | 
         
        
            | 
LOW             | 
            87.00 | 
         
        
            | 
0.618             | 
            86.26 | 
         
        
            | 
1.000             | 
            85.81 | 
         
        
            | 
1.618             | 
            85.07 | 
         
        
            | 
2.618             | 
            83.88 | 
         
        
            | 
4.250             | 
            81.94 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 17-Dec-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                87.65 | 
                                87.54 | 
                             
                            
                                | PP | 
                                87.62 | 
                                87.41 | 
                             
                            
                                | S1 | 
                                87.60 | 
                                87.28 | 
                             
             
         |