NYMEX Light Sweet Crude Oil Future February 2013
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 19-Dec-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    18-Dec-2012 | 
                    19-Dec-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        87.94 | 
                        88.39 | 
                        0.45 | 
                        0.5% | 
                        86.67 | 
                     
                    
                        | High | 
                        88.63 | 
                        90.33 | 
                        1.70 | 
                        1.9% | 
                        88.20 | 
                     
                    
                        | Low | 
                        87.68 | 
                        88.26 | 
                        0.58 | 
                        0.7% | 
                        85.76 | 
                     
                    
                        | Close | 
                        88.40 | 
                        89.98 | 
                        1.58 | 
                        1.8% | 
                        87.25 | 
                     
                    
                        | Range | 
                        0.95 | 
                        2.07 | 
                        1.12 | 
                        117.9% | 
                        2.44 | 
                     
                    
                        | ATR | 
                        1.62 | 
                        1.65 | 
                        0.03 | 
                        2.0% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        193,195 | 
                        233,083 | 
                        39,888 | 
                        20.6% | 
                        585,748 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 19-Dec-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                95.73 | 
                94.93 | 
                91.12 | 
                 | 
             
            
                | R3 | 
                93.66 | 
                92.86 | 
                90.55 | 
                 | 
             
            
                | R2 | 
                91.59 | 
                91.59 | 
                90.36 | 
                 | 
             
            
                | R1 | 
                90.79 | 
                90.79 | 
                90.17 | 
                91.19 | 
             
            
                | PP | 
                89.52 | 
                89.52 | 
                89.52 | 
                89.73 | 
             
            
                | S1 | 
                88.72 | 
                88.72 | 
                89.79 | 
                89.12 | 
             
            
                | S2 | 
                87.45 | 
                87.45 | 
                89.60 | 
                 | 
             
            
                | S3 | 
                85.38 | 
                86.65 | 
                89.41 | 
                 | 
             
            
                | S4 | 
                83.31 | 
                84.58 | 
                88.84 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                90.33 | 
                86.36 | 
                3.97 | 
                4.4% | 
                1.24 | 
                1.4% | 
                91% | 
                True | 
                False | 
                168,164 | 
                 
                
                | 10 | 
                90.33 | 
                85.76 | 
                4.57 | 
                5.1% | 
                1.44 | 
                1.6% | 
                92% | 
                True | 
                False | 
                128,742 | 
                 
                
                | 20 | 
                90.90 | 
                85.76 | 
                5.14 | 
                5.7% | 
                1.52 | 
                1.7% | 
                82% | 
                False | 
                False | 
                89,291 | 
                 
                
                | 40 | 
                90.90 | 
                85.16 | 
                5.74 | 
                6.4% | 
                1.78 | 
                2.0% | 
                84% | 
                False | 
                False | 
                67,159 | 
                 
                
                | 60 | 
                94.87 | 
                85.16 | 
                9.71 | 
                10.8% | 
                1.93 | 
                2.1% | 
                50% | 
                False | 
                False | 
                51,255 | 
                 
                
                | 80 | 
                101.53 | 
                85.16 | 
                16.37 | 
                18.2% | 
                1.95 | 
                2.2% | 
                29% | 
                False | 
                False | 
                42,242 | 
                 
                
                | 100 | 
                101.53 | 
                85.16 | 
                16.37 | 
                18.2% | 
                1.89 | 
                2.1% | 
                29% | 
                False | 
                False | 
                35,686 | 
                 
                
                | 120 | 
                101.53 | 
                84.64 | 
                16.89 | 
                18.8% | 
                1.88 | 
                2.1% | 
                32% | 
                False | 
                False | 
                30,745 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            99.13 | 
         
        
            | 
2.618             | 
            95.75 | 
         
        
            | 
1.618             | 
            93.68 | 
         
        
            | 
1.000             | 
            92.40 | 
         
        
            | 
0.618             | 
            91.61 | 
         
        
            | 
HIGH             | 
            90.33 | 
         
        
            | 
0.618             | 
            89.54 | 
         
        
            | 
0.500             | 
            89.30 | 
         
        
            | 
0.382             | 
            89.05 | 
         
        
            | 
LOW             | 
            88.26 | 
         
        
            | 
0.618             | 
            86.98 | 
         
        
            | 
1.000             | 
            86.19 | 
         
        
            | 
1.618             | 
            84.91 | 
         
        
            | 
2.618             | 
            82.84 | 
         
        
            | 
4.250             | 
            79.46 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 19-Dec-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                89.75 | 
                                89.54 | 
                             
                            
                                | PP | 
                                89.52 | 
                                89.10 | 
                             
                            
                                | S1 | 
                                89.30 | 
                                88.67 | 
                             
             
         |