NYMEX Light Sweet Crude Oil Future February 2013
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 08-Jan-2013 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    07-Jan-2013 | 
                    08-Jan-2013 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        93.21 | 
                        93.32 | 
                        0.11 | 
                        0.1% | 
                        90.41 | 
                     
                    
                        | High | 
                        93.35 | 
                        93.80 | 
                        0.45 | 
                        0.5% | 
                        93.87 | 
                     
                    
                        | Low | 
                        92.42 | 
                        92.67 | 
                        0.25 | 
                        0.3% | 
                        90.00 | 
                     
                    
                        | Close | 
                        93.19 | 
                        93.15 | 
                        -0.04 | 
                        0.0% | 
                        93.09 | 
                     
                    
                        | Range | 
                        0.93 | 
                        1.13 | 
                        0.20 | 
                        21.5% | 
                        3.87 | 
                     
                    
                        | ATR | 
                        1.58 | 
                        1.55 | 
                        -0.03 | 
                        -2.0% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        166,292 | 
                        195,867 | 
                        29,575 | 
                        17.8% | 
                        723,949 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 08-Jan-2013 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                96.60 | 
                96.00 | 
                93.77 | 
                 | 
             
            
                | R3 | 
                95.47 | 
                94.87 | 
                93.46 | 
                 | 
             
            
                | R2 | 
                94.34 | 
                94.34 | 
                93.36 | 
                 | 
             
            
                | R1 | 
                93.74 | 
                93.74 | 
                93.25 | 
                93.48 | 
             
            
                | PP | 
                93.21 | 
                93.21 | 
                93.21 | 
                93.07 | 
             
            
                | S1 | 
                92.61 | 
                92.61 | 
                93.05 | 
                92.35 | 
             
            
                | S2 | 
                92.08 | 
                92.08 | 
                92.94 | 
                 | 
             
            
                | S3 | 
                90.95 | 
                91.48 | 
                92.84 | 
                 | 
             
            
                | S4 | 
                89.82 | 
                90.35 | 
                92.53 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 04-Jan-2013 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                103.93 | 
                102.38 | 
                95.22 | 
                 | 
             
            
                | R3 | 
                100.06 | 
                98.51 | 
                94.15 | 
                 | 
             
            
                | R2 | 
                96.19 | 
                96.19 | 
                93.80 | 
                 | 
             
            
                | R1 | 
                94.64 | 
                94.64 | 
                93.44 | 
                95.42 | 
             
            
                | PP | 
                92.32 | 
                92.32 | 
                92.32 | 
                92.71 | 
             
            
                | S1 | 
                90.77 | 
                90.77 | 
                92.74 | 
                91.55 | 
             
            
                | S2 | 
                88.45 | 
                88.45 | 
                92.38 | 
                 | 
             
            
                | S3 | 
                84.58 | 
                86.90 | 
                92.03 | 
                 | 
             
            
                | S4 | 
                80.71 | 
                83.03 | 
                90.96 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                93.87 | 
                91.52 | 
                2.35 | 
                2.5% | 
                1.37 | 
                1.5% | 
                69% | 
                False | 
                False | 
                193,316 | 
                 
                
                | 10 | 
                93.87 | 
                88.20 | 
                5.67 | 
                6.1% | 
                1.48 | 
                1.6% | 
                87% | 
                False | 
                False | 
                156,036 | 
                 
                
                | 20 | 
                93.87 | 
                85.76 | 
                8.11 | 
                8.7% | 
                1.45 | 
                1.6% | 
                91% | 
                False | 
                False | 
                154,019 | 
                 
                
                | 40 | 
                93.87 | 
                85.21 | 
                8.66 | 
                9.3% | 
                1.62 | 
                1.7% | 
                92% | 
                False | 
                False | 
                103,405 | 
                 
                
                | 60 | 
                94.42 | 
                85.16 | 
                9.26 | 
                9.9% | 
                1.77 | 
                1.9% | 
                86% | 
                False | 
                False | 
                79,434 | 
                 
                
                | 80 | 
                101.53 | 
                85.16 | 
                16.37 | 
                17.6% | 
                1.93 | 
                2.1% | 
                49% | 
                False | 
                False | 
                64,354 | 
                 
                
                | 100 | 
                101.53 | 
                85.16 | 
                16.37 | 
                17.6% | 
                1.87 | 
                2.0% | 
                49% | 
                False | 
                False | 
                53,860 | 
                 
                
                | 120 | 
                101.53 | 
                85.16 | 
                16.37 | 
                17.6% | 
                1.84 | 
                2.0% | 
                49% | 
                False | 
                False | 
                46,179 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            98.60 | 
         
        
            | 
2.618             | 
            96.76 | 
         
        
            | 
1.618             | 
            95.63 | 
         
        
            | 
1.000             | 
            94.93 | 
         
        
            | 
0.618             | 
            94.50 | 
         
        
            | 
HIGH             | 
            93.80 | 
         
        
            | 
0.618             | 
            93.37 | 
         
        
            | 
0.500             | 
            93.24 | 
         
        
            | 
0.382             | 
            93.10 | 
         
        
            | 
LOW             | 
            92.67 | 
         
        
            | 
0.618             | 
            91.97 | 
         
        
            | 
1.000             | 
            91.54 | 
         
        
            | 
1.618             | 
            90.84 | 
         
        
            | 
2.618             | 
            89.71 | 
         
        
            | 
4.250             | 
            87.87 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 08-Jan-2013 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                93.24 | 
                                92.99 | 
                             
                            
                                | PP | 
                                93.21 | 
                                92.82 | 
                             
                            
                                | S1 | 
                                93.18 | 
                                92.66 | 
                             
             
         |