NYMEX Light Sweet Crude Oil Future December 2014
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 12-Sep-2014 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    11-Sep-2014 | 
                    12-Sep-2014 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        90.50 | 
                        91.56 | 
                        1.06 | 
                        1.2% | 
                        92.48 | 
                     
                    
                        | High | 
                        91.95 | 
                        92.18 | 
                        0.23 | 
                        0.3% | 
                        92.73 | 
                     
                    
                        | Low | 
                        89.13 | 
                        90.55 | 
                        1.42 | 
                        1.6% | 
                        89.13 | 
                     
                    
                        | Close | 
                        91.36 | 
                        90.77 | 
                        -0.59 | 
                        -0.6% | 
                        90.77 | 
                     
                    
                        | Range | 
                        2.82 | 
                        1.63 | 
                        -1.19 | 
                        -42.2% | 
                        3.60 | 
                     
                    
                        | ATR | 
                        1.58 | 
                        1.58 | 
                        0.00 | 
                        0.2% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        92,717 | 
                        145,094 | 
                        52,377 | 
                        56.5% | 
                        473,825 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 12-Sep-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                96.06 | 
                95.04 | 
                91.67 | 
                 | 
             
            
                | R3 | 
                94.43 | 
                93.41 | 
                91.22 | 
                 | 
             
            
                | R2 | 
                92.80 | 
                92.80 | 
                91.07 | 
                 | 
             
            
                | R1 | 
                91.78 | 
                91.78 | 
                90.92 | 
                91.48 | 
             
            
                | PP | 
                91.17 | 
                91.17 | 
                91.17 | 
                91.01 | 
             
            
                | S1 | 
                90.15 | 
                90.15 | 
                90.62 | 
                89.85 | 
             
            
                | S2 | 
                89.54 | 
                89.54 | 
                90.47 | 
                 | 
             
            
                | S3 | 
                87.91 | 
                88.52 | 
                90.32 | 
                 | 
             
            
                | S4 | 
                86.28 | 
                86.89 | 
                89.87 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 12-Sep-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                101.68 | 
                99.82 | 
                92.75 | 
                 | 
             
            
                | R3 | 
                98.08 | 
                96.22 | 
                91.76 | 
                 | 
             
            
                | R2 | 
                94.48 | 
                94.48 | 
                91.43 | 
                 | 
             
            
                | R1 | 
                92.62 | 
                92.62 | 
                91.10 | 
                91.75 | 
             
            
                | PP | 
                90.88 | 
                90.88 | 
                90.88 | 
                90.44 | 
             
            
                | S1 | 
                89.02 | 
                89.02 | 
                90.44 | 
                88.15 | 
             
            
                | S2 | 
                87.28 | 
                87.28 | 
                90.11 | 
                 | 
             
            
                | S3 | 
                83.68 | 
                85.42 | 
                89.78 | 
                 | 
             
            
                | S4 | 
                80.08 | 
                81.82 | 
                88.79 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                92.73 | 
                89.13 | 
                3.60 | 
                4.0% | 
                1.86 | 
                2.0% | 
                46% | 
                False | 
                False | 
                94,765 | 
                 
                
                | 10 | 
                94.42 | 
                89.13 | 
                5.29 | 
                5.8% | 
                1.88 | 
                2.1% | 
                31% | 
                False | 
                False | 
                88,982 | 
                 
                
                | 20 | 
                94.43 | 
                89.13 | 
                5.30 | 
                5.8% | 
                1.52 | 
                1.7% | 
                31% | 
                False | 
                False | 
                73,393 | 
                 
                
                | 40 | 
                100.35 | 
                89.13 | 
                11.22 | 
                12.4% | 
                1.41 | 
                1.6% | 
                15% | 
                False | 
                False | 
                68,817 | 
                 
                
                | 60 | 
                103.66 | 
                89.13 | 
                14.53 | 
                16.0% | 
                1.33 | 
                1.5% | 
                11% | 
                False | 
                False | 
                65,704 | 
                 
                
                | 80 | 
                103.66 | 
                89.13 | 
                14.53 | 
                16.0% | 
                1.24 | 
                1.4% | 
                11% | 
                False | 
                False | 
                61,934 | 
                 
                
                | 100 | 
                103.66 | 
                89.13 | 
                14.53 | 
                16.0% | 
                1.18 | 
                1.3% | 
                11% | 
                False | 
                False | 
                57,685 | 
                 
                
                | 120 | 
                103.66 | 
                89.13 | 
                14.53 | 
                16.0% | 
                1.15 | 
                1.3% | 
                11% | 
                False | 
                False | 
                54,226 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            99.11 | 
         
        
            | 
2.618             | 
            96.45 | 
         
        
            | 
1.618             | 
            94.82 | 
         
        
            | 
1.000             | 
            93.81 | 
         
        
            | 
0.618             | 
            93.19 | 
         
        
            | 
HIGH             | 
            92.18 | 
         
        
            | 
0.618             | 
            91.56 | 
         
        
            | 
0.500             | 
            91.37 | 
         
        
            | 
0.382             | 
            91.17 | 
         
        
            | 
LOW             | 
            90.55 | 
         
        
            | 
0.618             | 
            89.54 | 
         
        
            | 
1.000             | 
            88.92 | 
         
        
            | 
1.618             | 
            87.91 | 
         
        
            | 
2.618             | 
            86.28 | 
         
        
            | 
4.250             | 
            83.62 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 12-Sep-2014 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                91.37 | 
                                90.73 | 
                             
                            
                                | PP | 
                                91.17 | 
                                90.69 | 
                             
                            
                                | S1 | 
                                90.97 | 
                                90.66 | 
                             
             
         |