NYMEX Light Sweet Crude Oil Future December 2014
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 23-Sep-2014 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    22-Sep-2014 | 
                    23-Sep-2014 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        91.08 | 
                        90.21 | 
                        -0.87 | 
                        -1.0% | 
                        90.60 | 
                     
                    
                        | High | 
                        91.34 | 
                        91.42 | 
                        0.08 | 
                        0.1% | 
                        93.41 | 
                     
                    
                        | Low | 
                        89.87 | 
                        90.04 | 
                        0.17 | 
                        0.2% | 
                        89.30 | 
                     
                    
                        | Close | 
                        90.34 | 
                        90.91 | 
                        0.57 | 
                        0.6% | 
                        91.14 | 
                     
                    
                        | Range | 
                        1.47 | 
                        1.38 | 
                        -0.09 | 
                        -6.1% | 
                        4.11 | 
                     
                    
                        | ATR | 
                        1.60 | 
                        1.58 | 
                        -0.02 | 
                        -1.0% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        70,070 | 
                        75,743 | 
                        5,673 | 
                        8.1% | 
                        414,205 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 23-Sep-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                94.93 | 
                94.30 | 
                91.67 | 
                 | 
             
            
                | R3 | 
                93.55 | 
                92.92 | 
                91.29 | 
                 | 
             
            
                | R2 | 
                92.17 | 
                92.17 | 
                91.16 | 
                 | 
             
            
                | R1 | 
                91.54 | 
                91.54 | 
                91.04 | 
                91.86 | 
             
            
                | PP | 
                90.79 | 
                90.79 | 
                90.79 | 
                90.95 | 
             
            
                | S1 | 
                90.16 | 
                90.16 | 
                90.78 | 
                90.48 | 
             
            
                | S2 | 
                89.41 | 
                89.41 | 
                90.66 | 
                 | 
             
            
                | S3 | 
                88.03 | 
                88.78 | 
                90.53 | 
                 | 
             
            
                | S4 | 
                86.65 | 
                87.40 | 
                90.15 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 19-Sep-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                103.61 | 
                101.49 | 
                93.40 | 
                 | 
             
            
                | R3 | 
                99.50 | 
                97.38 | 
                92.27 | 
                 | 
             
            
                | R2 | 
                95.39 | 
                95.39 | 
                91.89 | 
                 | 
             
            
                | R1 | 
                93.27 | 
                93.27 | 
                91.52 | 
                94.33 | 
             
            
                | PP | 
                91.28 | 
                91.28 | 
                91.28 | 
                91.82 | 
             
            
                | S1 | 
                89.16 | 
                89.16 | 
                90.76 | 
                90.22 | 
             
            
                | S2 | 
                87.17 | 
                87.17 | 
                90.39 | 
                 | 
             
            
                | S3 | 
                83.06 | 
                85.05 | 
                90.01 | 
                 | 
             
            
                | S4 | 
                78.95 | 
                80.94 | 
                88.88 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                93.35 | 
                89.87 | 
                3.48 | 
                3.8% | 
                1.36 | 
                1.5% | 
                30% | 
                False | 
                False | 
                81,949 | 
                 
                
                | 10 | 
                93.41 | 
                89.13 | 
                4.28 | 
                4.7% | 
                1.77 | 
                1.9% | 
                42% | 
                False | 
                False | 
                89,010 | 
                 
                
                | 20 | 
                94.42 | 
                89.13 | 
                5.29 | 
                5.8% | 
                1.65 | 
                1.8% | 
                34% | 
                False | 
                False | 
                78,301 | 
                 
                
                | 40 | 
                98.92 | 
                89.13 | 
                9.79 | 
                10.8% | 
                1.48 | 
                1.6% | 
                18% | 
                False | 
                False | 
                70,186 | 
                 
                
                | 60 | 
                102.71 | 
                89.13 | 
                13.58 | 
                14.9% | 
                1.39 | 
                1.5% | 
                13% | 
                False | 
                False | 
                68,026 | 
                 
                
                | 80 | 
                103.66 | 
                89.13 | 
                14.53 | 
                16.0% | 
                1.30 | 
                1.4% | 
                12% | 
                False | 
                False | 
                65,167 | 
                 
                
                | 100 | 
                103.66 | 
                89.13 | 
                14.53 | 
                16.0% | 
                1.22 | 
                1.3% | 
                12% | 
                False | 
                False | 
                60,152 | 
                 
                
                | 120 | 
                103.66 | 
                89.13 | 
                14.53 | 
                16.0% | 
                1.19 | 
                1.3% | 
                12% | 
                False | 
                False | 
                57,169 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            97.29 | 
         
        
            | 
2.618             | 
            95.03 | 
         
        
            | 
1.618             | 
            93.65 | 
         
        
            | 
1.000             | 
            92.80 | 
         
        
            | 
0.618             | 
            92.27 | 
         
        
            | 
HIGH             | 
            91.42 | 
         
        
            | 
0.618             | 
            90.89 | 
         
        
            | 
0.500             | 
            90.73 | 
         
        
            | 
0.382             | 
            90.57 | 
         
        
            | 
LOW             | 
            90.04 | 
         
        
            | 
0.618             | 
            89.19 | 
         
        
            | 
1.000             | 
            88.66 | 
         
        
            | 
1.618             | 
            87.81 | 
         
        
            | 
2.618             | 
            86.43 | 
         
        
            | 
4.250             | 
            84.18 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 23-Sep-2014 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                90.85 | 
                                90.86 | 
                             
                            
                                | PP | 
                                90.79 | 
                                90.82 | 
                             
                            
                                | S1 | 
                                90.73 | 
                                90.77 | 
                             
             
         |