NYMEX Light Sweet Crude Oil Future September 2014
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 03-Jan-2014 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 02-Jan-2014 | 03-Jan-2014 | Change | Change % | Previous Week |  
                        | Open | 94.90 | 92.80 | -2.10 | -2.2% | 95.01 |  
                        | High | 95.18 | 92.83 | -2.35 | -2.5% | 95.58 |  
                        | Low | 92.49 | 91.19 | -1.30 | -1.4% | 91.19 |  
                        | Close | 92.51 | 91.32 | -1.19 | -1.3% | 91.32 |  
                        | Range | 2.69 | 1.64 | -1.05 | -39.0% | 4.39 |  
                        | ATR | 0.83 | 0.89 | 0.06 | 7.0% | 0.00 |  
                        | Volume | 6,235 | 8,503 | 2,268 | 36.4% | 29,446 |  | 
    
| 
        
            | Daily Pivots for day following 03-Jan-2014 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 96.70 | 95.65 | 92.22 |  |  
                | R3 | 95.06 | 94.01 | 91.77 |  |  
                | R2 | 93.42 | 93.42 | 91.62 |  |  
                | R1 | 92.37 | 92.37 | 91.47 | 92.08 |  
                | PP | 91.78 | 91.78 | 91.78 | 91.63 |  
                | S1 | 90.73 | 90.73 | 91.17 | 90.44 |  
                | S2 | 90.14 | 90.14 | 91.02 |  |  
                | S3 | 88.50 | 89.09 | 90.87 |  |  
                | S4 | 86.86 | 87.45 | 90.42 |  |  | 
        
            | Weekly Pivots for week ending 03-Jan-2014 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 105.87 | 102.98 | 93.73 |  |  
                | R3 | 101.48 | 98.59 | 92.53 |  |  
                | R2 | 97.09 | 97.09 | 92.12 |  |  
                | R1 | 94.20 | 94.20 | 91.72 | 93.45 |  
                | PP | 92.70 | 92.70 | 92.70 | 92.32 |  
                | S1 | 89.81 | 89.81 | 90.92 | 89.06 |  
                | S2 | 88.31 | 88.31 | 90.52 |  |  
                | S3 | 83.92 | 85.42 | 90.11 |  |  
                | S4 | 79.53 | 81.03 | 88.91 |  |  | 
    
    |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 99.80 |  
            | 2.618 | 97.12 |  
            | 1.618 | 95.48 |  
            | 1.000 | 94.47 |  
            | 0.618 | 93.84 |  
            | HIGH | 92.83 |  
            | 0.618 | 92.20 |  
            | 0.500 | 92.01 |  
            | 0.382 | 91.82 |  
            | LOW | 91.19 |  
            | 0.618 | 90.18 |  
            | 1.000 | 89.55 |  
            | 1.618 | 88.54 |  
            | 2.618 | 86.90 |  
            | 4.250 | 84.22 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 03-Jan-2014 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 92.01 | 93.19 |  
                                | PP | 91.78 | 92.56 |  
                                | S1 | 91.55 | 91.94 |  |