NYMEX Light Sweet Crude Oil Future February 2013
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 20-Dec-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    19-Dec-2012 | 
                    20-Dec-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        88.39 | 
                        89.69 | 
                        1.30 | 
                        1.5% | 
                        86.67 | 
                     
                    
                        | High | 
                        90.33 | 
                        90.54 | 
                        0.21 | 
                        0.2% | 
                        88.20 | 
                     
                    
                        | Low | 
                        88.26 | 
                        89.26 | 
                        1.00 | 
                        1.1% | 
                        85.76 | 
                     
                    
                        | Close | 
                        89.98 | 
                        90.13 | 
                        0.15 | 
                        0.2% | 
                        87.25 | 
                     
                    
                        | Range | 
                        2.07 | 
                        1.28 | 
                        -0.79 | 
                        -38.2% | 
                        2.44 | 
                     
                    
                        | ATR | 
                        1.65 | 
                        1.62 | 
                        -0.03 | 
                        -1.6% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        233,083 | 
                        178,144 | 
                        -54,939 | 
                        -23.6% | 
                        585,748 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 20-Dec-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                93.82 | 
                93.25 | 
                90.83 | 
                 | 
             
            
                | R3 | 
                92.54 | 
                91.97 | 
                90.48 | 
                 | 
             
            
                | R2 | 
                91.26 | 
                91.26 | 
                90.36 | 
                 | 
             
            
                | R1 | 
                90.69 | 
                90.69 | 
                90.25 | 
                90.98 | 
             
            
                | PP | 
                89.98 | 
                89.98 | 
                89.98 | 
                90.12 | 
             
            
                | S1 | 
                89.41 | 
                89.41 | 
                90.01 | 
                89.70 | 
             
            
                | S2 | 
                88.70 | 
                88.70 | 
                89.90 | 
                 | 
             
            
                | S3 | 
                87.42 | 
                88.13 | 
                89.78 | 
                 | 
             
            
                | S4 | 
                86.14 | 
                86.85 | 
                89.43 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                90.54 | 
                86.61 | 
                3.93 | 
                4.4% | 
                1.27 | 
                1.4% | 
                90% | 
                True | 
                False | 
                180,335 | 
                 
                
                | 10 | 
                90.54 | 
                85.76 | 
                4.78 | 
                5.3% | 
                1.32 | 
                1.5% | 
                91% | 
                True | 
                False | 
                141,020 | 
                 
                
                | 20 | 
                90.90 | 
                85.76 | 
                5.14 | 
                5.7% | 
                1.51 | 
                1.7% | 
                85% | 
                False | 
                False | 
                94,287 | 
                 
                
                | 40 | 
                90.90 | 
                85.16 | 
                5.74 | 
                6.4% | 
                1.75 | 
                1.9% | 
                87% | 
                False | 
                False | 
                70,946 | 
                 
                
                | 60 | 
                94.87 | 
                85.16 | 
                9.71 | 
                10.8% | 
                1.92 | 
                2.1% | 
                51% | 
                False | 
                False | 
                54,029 | 
                 
                
                | 80 | 
                101.53 | 
                85.16 | 
                16.37 | 
                18.2% | 
                1.95 | 
                2.2% | 
                30% | 
                False | 
                False | 
                44,386 | 
                 
                
                | 100 | 
                101.53 | 
                85.16 | 
                16.37 | 
                18.2% | 
                1.88 | 
                2.1% | 
                30% | 
                False | 
                False | 
                37,412 | 
                 
                
                | 120 | 
                101.53 | 
                85.16 | 
                16.37 | 
                18.2% | 
                1.87 | 
                2.1% | 
                30% | 
                False | 
                False | 
                32,165 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            95.98 | 
         
        
            | 
2.618             | 
            93.89 | 
         
        
            | 
1.618             | 
            92.61 | 
         
        
            | 
1.000             | 
            91.82 | 
         
        
            | 
0.618             | 
            91.33 | 
         
        
            | 
HIGH             | 
            90.54 | 
         
        
            | 
0.618             | 
            90.05 | 
         
        
            | 
0.500             | 
            89.90 | 
         
        
            | 
0.382             | 
            89.75 | 
         
        
            | 
LOW             | 
            89.26 | 
         
        
            | 
0.618             | 
            88.47 | 
         
        
            | 
1.000             | 
            87.98 | 
         
        
            | 
1.618             | 
            87.19 | 
         
        
            | 
2.618             | 
            85.91 | 
         
        
            | 
4.250             | 
            83.82 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 20-Dec-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                90.05 | 
                                89.79 | 
                             
                            
                                | PP | 
                                89.98 | 
                                89.45 | 
                             
                            
                                | S1 | 
                                89.90 | 
                                89.11 | 
                             
             
         |