NYMEX Light Sweet Crude Oil Future February 2014
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 27-Sep-2013 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 26-Sep-2013 | 27-Sep-2013 | Change | Change % | Previous Week |  
                        | Open | 99.87 | 100.22 | 0.35 | 0.4% | 101.18 |  
                        | High | 100.78 | 101.22 | 0.44 | 0.4% | 101.57 |  
                        | Low | 99.87 | 100.09 | 0.22 | 0.2% | 99.53 |  
                        | Close | 100.75 | 100.46 | -0.29 | -0.3% | 100.46 |  
                        | Range | 0.91 | 1.13 | 0.22 | 24.2% | 2.04 |  
                        | ATR | 1.54 | 1.51 | -0.03 | -1.9% | 0.00 |  
                        | Volume | 22,143 | 12,474 | -9,669 | -43.7% | 88,530 |  | 
    
| 
        
            | Daily Pivots for day following 27-Sep-2013 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 103.98 | 103.35 | 101.08 |  |  
                | R3 | 102.85 | 102.22 | 100.77 |  |  
                | R2 | 101.72 | 101.72 | 100.67 |  |  
                | R1 | 101.09 | 101.09 | 100.56 | 101.41 |  
                | PP | 100.59 | 100.59 | 100.59 | 100.75 |  
                | S1 | 99.96 | 99.96 | 100.36 | 100.28 |  
                | S2 | 99.46 | 99.46 | 100.25 |  |  
                | S3 | 98.33 | 98.83 | 100.15 |  |  
                | S4 | 97.20 | 97.70 | 99.84 |  |  | 
        
            | Weekly Pivots for week ending 27-Sep-2013 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 106.64 | 105.59 | 101.58 |  |  
                | R3 | 104.60 | 103.55 | 101.02 |  |  
                | R2 | 102.56 | 102.56 | 100.83 |  |  
                | R1 | 101.51 | 101.51 | 100.65 | 101.02 |  
                | PP | 100.52 | 100.52 | 100.52 | 100.27 |  
                | S1 | 99.47 | 99.47 | 100.27 | 98.98 |  
                | S2 | 98.48 | 98.48 | 100.09 |  |  
                | S3 | 96.44 | 97.43 | 99.90 |  |  
                | S4 | 94.40 | 95.39 | 99.34 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 101.57 | 99.53 | 2.04 | 2.0% | 1.26 | 1.3% | 46% | False | False | 17,706 |  
                | 10 | 103.73 | 99.53 | 4.20 | 4.2% | 1.55 | 1.5% | 22% | False | False | 16,010 |  
                | 20 | 104.67 | 99.53 | 5.14 | 5.1% | 1.56 | 1.6% | 18% | False | False | 14,488 |  
                | 40 | 106.22 | 97.46 | 8.76 | 8.7% | 1.46 | 1.5% | 34% | False | False | 12,019 |  
                | 60 | 106.22 | 95.29 | 10.93 | 10.9% | 1.34 | 1.3% | 47% | False | False | 11,503 |  
                | 80 | 106.22 | 90.05 | 16.17 | 16.1% | 1.31 | 1.3% | 64% | False | False | 9,737 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 106.02 |  
            | 2.618 | 104.18 |  
            | 1.618 | 103.05 |  
            | 1.000 | 102.35 |  
            | 0.618 | 101.92 |  
            | HIGH | 101.22 |  
            | 0.618 | 100.79 |  
            | 0.500 | 100.66 |  
            | 0.382 | 100.52 |  
            | LOW | 100.09 |  
            | 0.618 | 99.39 |  
            | 1.000 | 98.96 |  
            | 1.618 | 98.26 |  
            | 2.618 | 97.13 |  
            | 4.250 | 95.29 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 27-Sep-2013 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 100.66 | 100.51 |  
                                | PP | 100.59 | 100.49 |  
                                | S1 | 100.53 | 100.48 |  |