NYMEX Light Sweet Crude Oil Future February 2013
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 09-Jan-2013 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    08-Jan-2013 | 
                    09-Jan-2013 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        93.32 | 
                        93.15 | 
                        -0.17 | 
                        -0.2% | 
                        90.41 | 
                     
                    
                        | High | 
                        93.80 | 
                        93.65 | 
                        -0.15 | 
                        -0.2% | 
                        93.87 | 
                     
                    
                        | Low | 
                        92.67 | 
                        92.68 | 
                        0.01 | 
                        0.0% | 
                        90.00 | 
                     
                    
                        | Close | 
                        93.15 | 
                        93.10 | 
                        -0.05 | 
                        -0.1% | 
                        93.09 | 
                     
                    
                        | Range | 
                        1.13 | 
                        0.97 | 
                        -0.16 | 
                        -14.2% | 
                        3.87 | 
                     
                    
                        | ATR | 
                        1.55 | 
                        1.51 | 
                        -0.04 | 
                        -2.7% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        195,867 | 
                        201,385 | 
                        5,518 | 
                        2.8% | 
                        723,949 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 09-Jan-2013 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                96.05 | 
                95.55 | 
                93.63 | 
                 | 
             
            
                | R3 | 
                95.08 | 
                94.58 | 
                93.37 | 
                 | 
             
            
                | R2 | 
                94.11 | 
                94.11 | 
                93.28 | 
                 | 
             
            
                | R1 | 
                93.61 | 
                93.61 | 
                93.19 | 
                93.38 | 
             
            
                | PP | 
                93.14 | 
                93.14 | 
                93.14 | 
                93.03 | 
             
            
                | S1 | 
                92.64 | 
                92.64 | 
                93.01 | 
                92.41 | 
             
            
                | S2 | 
                92.17 | 
                92.17 | 
                92.92 | 
                 | 
             
            
                | S3 | 
                91.20 | 
                91.67 | 
                92.83 | 
                 | 
             
            
                | S4 | 
                90.23 | 
                90.70 | 
                92.57 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                93.80 | 
                91.52 | 
                2.28 | 
                2.4% | 
                1.11 | 
                1.2% | 
                69% | 
                False | 
                False | 
                192,820 | 
                 
                
                | 10 | 
                93.87 | 
                88.59 | 
                5.28 | 
                5.7% | 
                1.51 | 
                1.6% | 
                85% | 
                False | 
                False | 
                171,323 | 
                 
                
                | 20 | 
                93.87 | 
                85.76 | 
                8.11 | 
                8.7% | 
                1.42 | 
                1.5% | 
                91% | 
                False | 
                False | 
                159,591 | 
                 
                
                | 40 | 
                93.87 | 
                85.70 | 
                8.17 | 
                8.8% | 
                1.58 | 
                1.7% | 
                91% | 
                False | 
                False | 
                107,394 | 
                 
                
                | 60 | 
                94.42 | 
                85.16 | 
                9.26 | 
                9.9% | 
                1.76 | 
                1.9% | 
                86% | 
                False | 
                False | 
                82,306 | 
                 
                
                | 80 | 
                100.63 | 
                85.16 | 
                15.47 | 
                16.6% | 
                1.92 | 
                2.1% | 
                51% | 
                False | 
                False | 
                66,558 | 
                 
                
                | 100 | 
                101.53 | 
                85.16 | 
                16.37 | 
                17.6% | 
                1.86 | 
                2.0% | 
                49% | 
                False | 
                False | 
                55,754 | 
                 
                
                | 120 | 
                101.53 | 
                85.16 | 
                16.37 | 
                17.6% | 
                1.83 | 
                2.0% | 
                49% | 
                False | 
                False | 
                47,808 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            97.77 | 
         
        
            | 
2.618             | 
            96.19 | 
         
        
            | 
1.618             | 
            95.22 | 
         
        
            | 
1.000             | 
            94.62 | 
         
        
            | 
0.618             | 
            94.25 | 
         
        
            | 
HIGH             | 
            93.65 | 
         
        
            | 
0.618             | 
            93.28 | 
         
        
            | 
0.500             | 
            93.17 | 
         
        
            | 
0.382             | 
            93.05 | 
         
        
            | 
LOW             | 
            92.68 | 
         
        
            | 
0.618             | 
            92.08 | 
         
        
            | 
1.000             | 
            91.71 | 
         
        
            | 
1.618             | 
            91.11 | 
         
        
            | 
2.618             | 
            90.14 | 
         
        
            | 
4.250             | 
            88.56 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 09-Jan-2013 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                93.17 | 
                                93.11 | 
                             
                            
                                | PP | 
                                93.14 | 
                                93.11 | 
                             
                            
                                | S1 | 
                                93.12 | 
                                93.10 | 
                             
             
         |