NYMEX Light Sweet Crude Oil Future September 2014
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 16-Apr-2014 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 15-Apr-2014 | 16-Apr-2014 | Change | Change % | Previous Week |  
                        | Open | 99.92 | 100.13 | 0.21 | 0.2% | 97.61 |  
                        | High | 100.28 | 100.94 | 0.66 | 0.7% | 99.91 |  
                        | Low | 99.49 | 99.69 | 0.20 | 0.2% | 96.81 |  
                        | Close | 100.07 | 100.22 | 0.15 | 0.1% | 99.49 |  
                        | Range | 0.79 | 1.25 | 0.46 | 58.2% | 3.10 |  
                        | ATR | 1.09 | 1.10 | 0.01 | 1.0% | 0.00 |  
                        | Volume | 26,297 | 22,473 | -3,824 | -14.5% | 146,050 |  | 
    
| 
        
            | Daily Pivots for day following 16-Apr-2014 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 104.03 | 103.38 | 100.91 |  |  
                | R3 | 102.78 | 102.13 | 100.56 |  |  
                | R2 | 101.53 | 101.53 | 100.45 |  |  
                | R1 | 100.88 | 100.88 | 100.33 | 101.21 |  
                | PP | 100.28 | 100.28 | 100.28 | 100.45 |  
                | S1 | 99.63 | 99.63 | 100.11 | 99.96 |  
                | S2 | 99.03 | 99.03 | 99.99 |  |  
                | S3 | 97.78 | 98.38 | 99.88 |  |  
                | S4 | 96.53 | 97.13 | 99.53 |  |  | 
        
            | Weekly Pivots for week ending 11-Apr-2014 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 108.04 | 106.86 | 101.20 |  |  
                | R3 | 104.94 | 103.76 | 100.34 |  |  
                | R2 | 101.84 | 101.84 | 100.06 |  |  
                | R1 | 100.66 | 100.66 | 99.77 | 101.25 |  
                | PP | 98.74 | 98.74 | 98.74 | 99.03 |  
                | S1 | 97.56 | 97.56 | 99.21 | 98.15 |  
                | S2 | 95.64 | 95.64 | 98.92 |  |  
                | S3 | 92.54 | 94.46 | 98.64 |  |  
                | S4 | 89.44 | 91.36 | 97.79 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 100.94 | 99.00 | 1.94 | 1.9% | 0.89 | 0.9% | 63% | True | False | 29,555 |  
                | 10 | 100.94 | 95.75 | 5.19 | 5.2% | 1.06 | 1.1% | 86% | True | False | 26,562 |  
                | 20 | 100.94 | 94.60 | 6.34 | 6.3% | 1.08 | 1.1% | 89% | True | False | 22,324 |  
                | 40 | 100.94 | 94.34 | 6.60 | 6.6% | 1.09 | 1.1% | 89% | True | False | 20,361 |  
                | 60 | 100.94 | 91.15 | 9.79 | 9.8% | 1.04 | 1.0% | 93% | True | False | 17,589 |  
                | 80 | 100.94 | 89.09 | 11.85 | 11.8% | 1.02 | 1.0% | 94% | True | False | 15,510 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 106.25 |  
            | 2.618 | 104.21 |  
            | 1.618 | 102.96 |  
            | 1.000 | 102.19 |  
            | 0.618 | 101.71 |  
            | HIGH | 100.94 |  
            | 0.618 | 100.46 |  
            | 0.500 | 100.32 |  
            | 0.382 | 100.17 |  
            | LOW | 99.69 |  
            | 0.618 | 98.92 |  
            | 1.000 | 98.44 |  
            | 1.618 | 97.67 |  
            | 2.618 | 96.42 |  
            | 4.250 | 94.38 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 16-Apr-2014 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 100.32 | 100.19 |  
                                | PP | 100.28 | 100.15 |  
                                | S1 | 100.25 | 100.12 |  |