NYMEX Light Sweet Crude Oil Future April 2013
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 30-Jul-2012 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 27-Jul-2012 | 30-Jul-2012 | Change | Change % | Previous Week |  
                        | Open | 91.45 | 92.41 | 0.96 | 1.0% | 90.01 |  
                        | High | 92.40 | 92.41 | 0.01 | 0.0% | 92.40 |  
                        | Low | 91.45 | 91.72 | 0.27 | 0.3% | 89.34 |  
                        | Close | 92.26 | 91.96 | -0.30 | -0.3% | 92.26 |  
                        | Range | 0.95 | 0.69 | -0.26 | -27.4% | 3.06 |  
                        | ATR |  |  |  |  |  |  
                        | Volume | 1,484 | 3,277 | 1,793 | 120.8% | 15,082 |  | 
    
| 
        
            | Daily Pivots for day following 30-Jul-2012 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 94.10 | 93.72 | 92.34 |  |  
                | R3 | 93.41 | 93.03 | 92.15 |  |  
                | R2 | 92.72 | 92.72 | 92.09 |  |  
                | R1 | 92.34 | 92.34 | 92.02 | 92.19 |  
                | PP | 92.03 | 92.03 | 92.03 | 91.95 |  
                | S1 | 91.65 | 91.65 | 91.90 | 91.50 |  
                | S2 | 91.34 | 91.34 | 91.83 |  |  
                | S3 | 90.65 | 90.96 | 91.77 |  |  
                | S4 | 89.96 | 90.27 | 91.58 |  |  | 
        
            | Weekly Pivots for week ending 27-Jul-2012 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 100.51 | 99.45 | 93.94 |  |  
                | R3 | 97.45 | 96.39 | 93.10 |  |  
                | R2 | 94.39 | 94.39 | 92.82 |  |  
                | R1 | 93.33 | 93.33 | 92.54 | 93.86 |  
                | PP | 91.33 | 91.33 | 91.33 | 91.60 |  
                | S1 | 90.27 | 90.27 | 91.98 | 90.80 |  
                | S2 | 88.27 | 88.27 | 91.70 |  |  
                | S3 | 85.21 | 87.21 | 91.42 |  |  
                | S4 | 82.15 | 84.15 | 90.58 |  |  | 
    
    |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 95.34 |  
            | 2.618 | 94.22 |  
            | 1.618 | 93.53 |  
            | 1.000 | 93.10 |  
            | 0.618 | 92.84 |  
            | HIGH | 92.41 |  
            | 0.618 | 92.15 |  
            | 0.500 | 92.07 |  
            | 0.382 | 91.98 |  
            | LOW | 91.72 |  
            | 0.618 | 91.29 |  
            | 1.000 | 91.03 |  
            | 1.618 | 90.60 |  
            | 2.618 | 89.91 |  
            | 4.250 | 88.79 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 30-Jul-2012 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 92.07 | 91.83 |  
                                | PP | 92.03 | 91.70 |  
                                | S1 | 92.00 | 91.58 |  |