NYMEX Light Sweet Crude Oil Future February 2013
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 18-Jan-2013 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    17-Jan-2013 | 
                    18-Jan-2013 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        94.19 | 
                        95.19 | 
                        1.00 | 
                        1.1% | 
                        93.74 | 
                     
                    
                        | High | 
                        96.04 | 
                        95.67 | 
                        -0.37 | 
                        -0.4% | 
                        96.04 | 
                     
                    
                        | Low | 
                        93.80 | 
                        94.91 | 
                        1.11 | 
                        1.2% | 
                        92.95 | 
                     
                    
                        | Close | 
                        95.49 | 
                        95.56 | 
                        0.07 | 
                        0.1% | 
                        95.56 | 
                     
                    
                        | Range | 
                        2.24 | 
                        0.76 | 
                        -1.48 | 
                        -66.1% | 
                        3.09 | 
                     
                    
                        | ATR | 
                        1.52 | 
                        1.47 | 
                        -0.05 | 
                        -3.6% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        178,285 | 
                        118,549 | 
                        -59,736 | 
                        -33.5% | 
                        1,035,101 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 18-Jan-2013 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                97.66 | 
                97.37 | 
                95.98 | 
                 | 
             
            
                | R3 | 
                96.90 | 
                96.61 | 
                95.77 | 
                 | 
             
            
                | R2 | 
                96.14 | 
                96.14 | 
                95.70 | 
                 | 
             
            
                | R1 | 
                95.85 | 
                95.85 | 
                95.63 | 
                96.00 | 
             
            
                | PP | 
                95.38 | 
                95.38 | 
                95.38 | 
                95.45 | 
             
            
                | S1 | 
                95.09 | 
                95.09 | 
                95.49 | 
                95.24 | 
             
            
                | S2 | 
                94.62 | 
                94.62 | 
                95.42 | 
                 | 
             
            
                | S3 | 
                93.86 | 
                94.33 | 
                95.35 | 
                 | 
             
            
                | S4 | 
                93.10 | 
                93.57 | 
                95.14 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 18-Jan-2013 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                104.12 | 
                102.93 | 
                97.26 | 
                 | 
             
            
                | R3 | 
                101.03 | 
                99.84 | 
                96.41 | 
                 | 
             
            
                | R2 | 
                97.94 | 
                97.94 | 
                96.13 | 
                 | 
             
            
                | R1 | 
                96.75 | 
                96.75 | 
                95.84 | 
                97.35 | 
             
            
                | PP | 
                94.85 | 
                94.85 | 
                94.85 | 
                95.15 | 
             
            
                | S1 | 
                93.66 | 
                93.66 | 
                95.28 | 
                94.26 | 
             
            
                | S2 | 
                91.76 | 
                91.76 | 
                94.99 | 
                 | 
             
            
                | S3 | 
                88.67 | 
                90.57 | 
                94.71 | 
                 | 
             
            
                | S4 | 
                85.58 | 
                87.48 | 
                93.86 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                96.04 | 
                92.95 | 
                3.09 | 
                3.2% | 
                1.36 | 
                1.4% | 
                84% | 
                False | 
                False | 
                207,020 | 
                 
                
                | 10 | 
                96.04 | 
                92.42 | 
                3.62 | 
                3.8% | 
                1.30 | 
                1.4% | 
                87% | 
                False | 
                False | 
                213,576 | 
                 
                
                | 20 | 
                96.04 | 
                87.96 | 
                8.08 | 
                8.5% | 
                1.45 | 
                1.5% | 
                94% | 
                False | 
                False | 
                184,624 | 
                 
                
                | 40 | 
                96.04 | 
                85.76 | 
                10.28 | 
                10.8% | 
                1.49 | 
                1.6% | 
                95% | 
                False | 
                False | 
                136,957 | 
                 
                
                | 60 | 
                96.04 | 
                85.16 | 
                10.88 | 
                11.4% | 
                1.67 | 
                1.7% | 
                96% | 
                False | 
                False | 
                106,314 | 
                 
                
                | 80 | 
                96.04 | 
                85.16 | 
                10.88 | 
                11.4% | 
                1.81 | 
                1.9% | 
                96% | 
                False | 
                False | 
                84,597 | 
                 
                
                | 100 | 
                101.53 | 
                85.16 | 
                16.37 | 
                17.1% | 
                1.85 | 
                1.9% | 
                64% | 
                False | 
                False | 
                70,719 | 
                 
                
                | 120 | 
                101.53 | 
                85.16 | 
                16.37 | 
                17.1% | 
                1.82 | 
                1.9% | 
                64% | 
                False | 
                False | 
                60,509 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            98.90 | 
         
        
            | 
2.618             | 
            97.66 | 
         
        
            | 
1.618             | 
            96.90 | 
         
        
            | 
1.000             | 
            96.43 | 
         
        
            | 
0.618             | 
            96.14 | 
         
        
            | 
HIGH             | 
            95.67 | 
         
        
            | 
0.618             | 
            95.38 | 
         
        
            | 
0.500             | 
            95.29 | 
         
        
            | 
0.382             | 
            95.20 | 
         
        
            | 
LOW             | 
            94.91 | 
         
        
            | 
0.618             | 
            94.44 | 
         
        
            | 
1.000             | 
            94.15 | 
         
        
            | 
1.618             | 
            93.68 | 
         
        
            | 
2.618             | 
            92.92 | 
         
        
            | 
4.250             | 
            91.68 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 18-Jan-2013 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                95.47 | 
                                95.23 | 
                             
                            
                                | PP | 
                                95.38 | 
                                94.90 | 
                             
                            
                                | S1 | 
                                95.29 | 
                                94.57 | 
                             
             
         |