NYMEX Light Sweet Crude Oil Future February 2013
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 24-Dec-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    21-Dec-2012 | 
                    24-Dec-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        90.02 | 
                        88.60 | 
                        -1.42 | 
                        -1.6% | 
                        87.26 | 
                     
                    
                        | High | 
                        90.07 | 
                        88.86 | 
                        -1.21 | 
                        -1.3% | 
                        90.54 | 
                     
                    
                        | Low | 
                        87.96 | 
                        88.20 | 
                        0.24 | 
                        0.3% | 
                        87.00 | 
                     
                    
                        | Close | 
                        88.66 | 
                        88.61 | 
                        -0.05 | 
                        -0.1% | 
                        88.66 | 
                     
                    
                        | Range | 
                        2.11 | 
                        0.66 | 
                        -1.45 | 
                        -68.7% | 
                        3.54 | 
                     
                    
                        | ATR | 
                        1.66 | 
                        1.59 | 
                        -0.07 | 
                        -4.3% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        180,375 | 
                        48,516 | 
                        -131,859 | 
                        -73.1% | 
                        934,277 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 24-Dec-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                90.54 | 
                90.23 | 
                88.97 | 
                 | 
             
            
                | R3 | 
                89.88 | 
                89.57 | 
                88.79 | 
                 | 
             
            
                | R2 | 
                89.22 | 
                89.22 | 
                88.73 | 
                 | 
             
            
                | R1 | 
                88.91 | 
                88.91 | 
                88.67 | 
                89.07 | 
             
            
                | PP | 
                88.56 | 
                88.56 | 
                88.56 | 
                88.63 | 
             
            
                | S1 | 
                88.25 | 
                88.25 | 
                88.55 | 
                88.41 | 
             
            
                | S2 | 
                87.90 | 
                87.90 | 
                88.49 | 
                 | 
             
            
                | S3 | 
                87.24 | 
                87.59 | 
                88.43 | 
                 | 
             
            
                | S4 | 
                86.58 | 
                86.93 | 
                88.25 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 21-Dec-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                99.35 | 
                97.55 | 
                90.61 | 
                 | 
             
            
                | R3 | 
                95.81 | 
                94.01 | 
                89.63 | 
                 | 
             
            
                | R2 | 
                92.27 | 
                92.27 | 
                89.31 | 
                 | 
             
            
                | R1 | 
                90.47 | 
                90.47 | 
                88.98 | 
                91.37 | 
             
            
                | PP | 
                88.73 | 
                88.73 | 
                88.73 | 
                89.19 | 
             
            
                | S1 | 
                86.93 | 
                86.93 | 
                88.34 | 
                87.83 | 
             
            
                | S2 | 
                85.19 | 
                85.19 | 
                88.01 | 
                 | 
             
            
                | S3 | 
                81.65 | 
                83.39 | 
                87.69 | 
                 | 
             
            
                | S4 | 
                78.11 | 
                79.85 | 
                86.71 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                90.54 | 
                87.68 | 
                2.86 | 
                3.2% | 
                1.41 | 
                1.6% | 
                33% | 
                False | 
                False | 
                166,662 | 
                 
                
                | 10 | 
                90.54 | 
                85.76 | 
                4.78 | 
                5.4% | 
                1.34 | 
                1.5% | 
                60% | 
                False | 
                False | 
                147,859 | 
                 
                
                | 20 | 
                90.90 | 
                85.76 | 
                5.14 | 
                5.8% | 
                1.51 | 
                1.7% | 
                55% | 
                False | 
                False | 
                102,248 | 
                 
                
                | 40 | 
                90.90 | 
                85.16 | 
                5.74 | 
                6.5% | 
                1.75 | 
                2.0% | 
                60% | 
                False | 
                False | 
                75,011 | 
                 
                
                | 60 | 
                94.87 | 
                85.16 | 
                9.71 | 
                11.0% | 
                1.90 | 
                2.1% | 
                36% | 
                False | 
                False | 
                57,316 | 
                 
                
                | 80 | 
                101.53 | 
                85.16 | 
                16.37 | 
                18.5% | 
                1.95 | 
                2.2% | 
                21% | 
                False | 
                False | 
                47,030 | 
                 
                
                | 100 | 
                101.53 | 
                85.16 | 
                16.37 | 
                18.5% | 
                1.87 | 
                2.1% | 
                21% | 
                False | 
                False | 
                39,530 | 
                 
                
                | 120 | 
                101.53 | 
                85.16 | 
                16.37 | 
                18.5% | 
                1.85 | 
                2.1% | 
                21% | 
                False | 
                False | 
                33,960 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            91.67 | 
         
        
            | 
2.618             | 
            90.59 | 
         
        
            | 
1.618             | 
            89.93 | 
         
        
            | 
1.000             | 
            89.52 | 
         
        
            | 
0.618             | 
            89.27 | 
         
        
            | 
HIGH             | 
            88.86 | 
         
        
            | 
0.618             | 
            88.61 | 
         
        
            | 
0.500             | 
            88.53 | 
         
        
            | 
0.382             | 
            88.45 | 
         
        
            | 
LOW             | 
            88.20 | 
         
        
            | 
0.618             | 
            87.79 | 
         
        
            | 
1.000             | 
            87.54 | 
         
        
            | 
1.618             | 
            87.13 | 
         
        
            | 
2.618             | 
            86.47 | 
         
        
            | 
4.250             | 
            85.40 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 24-Dec-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                88.58 | 
                                89.25 | 
                             
                            
                                | PP | 
                                88.56 | 
                                89.04 | 
                             
                            
                                | S1 | 
                                88.53 | 
                                88.82 | 
                             
             
         |