NYMEX Light Sweet Crude Oil Future March 2013
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 27-Dec-2012 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 26-Dec-2012 | 27-Dec-2012 | Change | Change % | Previous Week |  
                        | Open | 89.18 | 91.47 | 2.29 | 2.6% | 88.08 |  
                        | High | 91.82 | 91.92 | 0.10 | 0.1% | 91.06 |  
                        | Low | 89.18 | 90.55 | 1.37 | 1.5% | 87.58 |  
                        | Close | 91.49 | 91.37 | -0.12 | -0.1% | 89.23 |  
                        | Range | 2.64 | 1.37 | -1.27 | -48.1% | 3.48 |  
                        | ATR | 1.63 | 1.61 | -0.02 | -1.1% | 0.00 |  
                        | Volume | 8,169 | 40,729 | 32,560 | 398.6% | 285,126 |  | 
    
| 
        
            | Daily Pivots for day following 27-Dec-2012 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 95.39 | 94.75 | 92.12 |  |  
                | R3 | 94.02 | 93.38 | 91.75 |  |  
                | R2 | 92.65 | 92.65 | 91.62 |  |  
                | R1 | 92.01 | 92.01 | 91.50 | 91.65 |  
                | PP | 91.28 | 91.28 | 91.28 | 91.10 |  
                | S1 | 90.64 | 90.64 | 91.24 | 90.28 |  
                | S2 | 89.91 | 89.91 | 91.12 |  |  
                | S3 | 88.54 | 89.27 | 90.99 |  |  
                | S4 | 87.17 | 87.90 | 90.62 |  |  | 
        
            | Weekly Pivots for week ending 21-Dec-2012 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 99.73 | 97.96 | 91.14 |  |  
                | R3 | 96.25 | 94.48 | 90.19 |  |  
                | R2 | 92.77 | 92.77 | 89.87 |  |  
                | R1 | 91.00 | 91.00 | 89.55 | 91.89 |  
                | PP | 89.29 | 89.29 | 89.29 | 89.73 |  
                | S1 | 87.52 | 87.52 | 88.91 | 88.41 |  
                | S2 | 85.81 | 85.81 | 88.59 |  |  
                | S3 | 82.33 | 84.04 | 88.27 |  |  
                | S4 | 78.85 | 80.56 | 87.32 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 91.92 | 88.53 | 3.39 | 3.7% | 1.59 | 1.7% | 84% | True | False | 40,616 |  
                | 10 | 91.92 | 86.94 | 4.98 | 5.5% | 1.39 | 1.5% | 89% | True | False | 50,914 |  
                | 20 | 91.92 | 86.40 | 5.52 | 6.0% | 1.52 | 1.7% | 90% | True | False | 47,554 |  
                | 40 | 91.92 | 85.80 | 6.12 | 6.7% | 1.72 | 1.9% | 91% | True | False | 40,437 |  
                | 60 | 95.21 | 85.80 | 9.41 | 10.3% | 1.84 | 2.0% | 59% | False | False | 34,102 |  
                | 80 | 101.78 | 85.80 | 15.98 | 17.5% | 1.88 | 2.1% | 35% | False | False | 29,725 |  
                | 100 | 101.78 | 85.80 | 15.98 | 17.5% | 1.79 | 2.0% | 35% | False | False | 26,385 |  
                | 120 | 101.78 | 85.80 | 15.98 | 17.5% | 1.77 | 1.9% | 35% | False | False | 23,174 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 97.74 |  
            | 2.618 | 95.51 |  
            | 1.618 | 94.14 |  
            | 1.000 | 93.29 |  
            | 0.618 | 92.77 |  
            | HIGH | 91.92 |  
            | 0.618 | 91.40 |  
            | 0.500 | 91.24 |  
            | 0.382 | 91.07 |  
            | LOW | 90.55 |  
            | 0.618 | 89.70 |  
            | 1.000 | 89.18 |  
            | 1.618 | 88.33 |  
            | 2.618 | 86.96 |  
            | 4.250 | 84.73 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 27-Dec-2012 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 91.33 | 91.03 |  
                                | PP | 91.28 | 90.69 |  
                                | S1 | 91.24 | 90.35 |  |