NYMEX Light Sweet Crude Oil Future December 2014
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 10-Sep-2014 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    09-Sep-2014 | 
                    10-Sep-2014 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        91.92 | 
                        91.47 | 
                        -0.45 | 
                        -0.5% | 
                        94.40 | 
                     
                    
                        | High | 
                        92.47 | 
                        91.78 | 
                        -0.69 | 
                        -0.7% | 
                        94.42 | 
                     
                    
                        | Low | 
                        91.23 | 
                        89.94 | 
                        -1.29 | 
                        -1.4% | 
                        91.51 | 
                     
                    
                        | Close | 
                        91.45 | 
                        90.42 | 
                        -1.03 | 
                        -1.1% | 
                        92.40 | 
                     
                    
                        | Range | 
                        1.24 | 
                        1.84 | 
                        0.60 | 
                        48.4% | 
                        2.91 | 
                     
                    
                        | ATR | 
                        1.46 | 
                        1.48 | 
                        0.03 | 
                        1.9% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        76,489 | 
                        92,273 | 
                        15,784 | 
                        20.6% | 
                        330,179 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 10-Sep-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                96.23 | 
                95.17 | 
                91.43 | 
                 | 
             
            
                | R3 | 
                94.39 | 
                93.33 | 
                90.93 | 
                 | 
             
            
                | R2 | 
                92.55 | 
                92.55 | 
                90.76 | 
                 | 
             
            
                | R1 | 
                91.49 | 
                91.49 | 
                90.59 | 
                91.10 | 
             
            
                | PP | 
                90.71 | 
                90.71 | 
                90.71 | 
                90.52 | 
             
            
                | S1 | 
                89.65 | 
                89.65 | 
                90.25 | 
                89.26 | 
             
            
                | S2 | 
                88.87 | 
                88.87 | 
                90.08 | 
                 | 
             
            
                | S3 | 
                87.03 | 
                87.81 | 
                89.91 | 
                 | 
             
            
                | S4 | 
                85.19 | 
                85.97 | 
                89.41 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 05-Sep-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                101.51 | 
                99.86 | 
                94.00 | 
                 | 
             
            
                | R3 | 
                98.60 | 
                96.95 | 
                93.20 | 
                 | 
             
            
                | R2 | 
                95.69 | 
                95.69 | 
                92.93 | 
                 | 
             
            
                | R1 | 
                94.04 | 
                94.04 | 
                92.67 | 
                93.41 | 
             
            
                | PP | 
                92.78 | 
                92.78 | 
                92.78 | 
                92.46 | 
             
            
                | S1 | 
                91.13 | 
                91.13 | 
                92.13 | 
                90.50 | 
             
            
                | S2 | 
                89.87 | 
                89.87 | 
                91.87 | 
                 | 
             
            
                | S3 | 
                86.96 | 
                88.22 | 
                91.60 | 
                 | 
             
            
                | S4 | 
                84.05 | 
                85.31 | 
                90.80 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                94.10 | 
                89.94 | 
                4.16 | 
                4.6% | 
                1.57 | 
                1.7% | 
                12% | 
                False | 
                True | 
                77,630 | 
                 
                
                | 10 | 
                94.42 | 
                89.94 | 
                4.48 | 
                5.0% | 
                1.61 | 
                1.8% | 
                11% | 
                False | 
                True | 
                74,017 | 
                 
                
                | 20 | 
                96.02 | 
                89.94 | 
                6.08 | 
                6.7% | 
                1.48 | 
                1.6% | 
                8% | 
                False | 
                True | 
                67,262 | 
                 
                
                | 40 | 
                100.35 | 
                89.94 | 
                10.41 | 
                11.5% | 
                1.36 | 
                1.5% | 
                5% | 
                False | 
                True | 
                66,664 | 
                 
                
                | 60 | 
                103.66 | 
                89.94 | 
                13.72 | 
                15.2% | 
                1.29 | 
                1.4% | 
                3% | 
                False | 
                True | 
                63,747 | 
                 
                
                | 80 | 
                103.66 | 
                89.94 | 
                13.72 | 
                15.2% | 
                1.20 | 
                1.3% | 
                3% | 
                False | 
                True | 
                59,833 | 
                 
                
                | 100 | 
                103.66 | 
                89.94 | 
                13.72 | 
                15.2% | 
                1.16 | 
                1.3% | 
                3% | 
                False | 
                True | 
                55,877 | 
                 
                
                | 120 | 
                103.66 | 
                89.94 | 
                13.72 | 
                15.2% | 
                1.13 | 
                1.3% | 
                3% | 
                False | 
                True | 
                52,784 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            99.60 | 
         
        
            | 
2.618             | 
            96.60 | 
         
        
            | 
1.618             | 
            94.76 | 
         
        
            | 
1.000             | 
            93.62 | 
         
        
            | 
0.618             | 
            92.92 | 
         
        
            | 
HIGH             | 
            91.78 | 
         
        
            | 
0.618             | 
            91.08 | 
         
        
            | 
0.500             | 
            90.86 | 
         
        
            | 
0.382             | 
            90.64 | 
         
        
            | 
LOW             | 
            89.94 | 
         
        
            | 
0.618             | 
            88.80 | 
         
        
            | 
1.000             | 
            88.10 | 
         
        
            | 
1.618             | 
            86.96 | 
         
        
            | 
2.618             | 
            85.12 | 
         
        
            | 
4.250             | 
            82.12 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 10-Sep-2014 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                90.86 | 
                                91.34 | 
                             
                            
                                | PP | 
                                90.71 | 
                                91.03 | 
                             
                            
                                | S1 | 
                                90.57 | 
                                90.73 | 
                             
             
         |