Today you observe the following NYMEX Crude Oil ('CL') futures prices, and discountfactors associated with each payment date:

102.46 0.99609

101.63 0.991542

100.66 0.987064

99.65 0.982657

98.55 0.978324

97.53 0.974064

96.51 0.969733

95.61 0.965604

94.80 0.961544

93.91 0.957537

92.81 0.953163

92.09 0.949191

91.32 0.945273

90.67 0.941478

90.00 0.937832

89.31 0.93414

88.73 0.930545

88.08 0.926918

87.65 0.923291

87.14 0.919315

86.83 0.915713

86 .25 0.912119

85.75 0.908534

85.30 0.904718

How would I calculate the fixed price of a swap from a strip of floating futures prices and discount factors associated with each payment date? What is the value of the swap at the time of entering the contract?