NYMEX Light Sweet Crude Oil Future December 2014
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 30-Sep-2014 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    29-Sep-2014 | 
                    30-Sep-2014 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        92.51 | 
                        93.29 | 
                        0.78 | 
                        0.8% | 
                        91.08 | 
                     
                    
                        | High | 
                        93.56 | 
                        93.82 | 
                        0.26 | 
                        0.3% | 
                        92.90 | 
                     
                    
                        | Low | 
                        91.87 | 
                        89.97 | 
                        -1.90 | 
                        -2.1% | 
                        89.87 | 
                     
                    
                        | Close | 
                        93.49 | 
                        90.27 | 
                        -3.22 | 
                        -3.4% | 
                        92.62 | 
                     
                    
                        | Range | 
                        1.69 | 
                        3.85 | 
                        2.16 | 
                        127.8% | 
                        3.03 | 
                     
                    
                        | ATR | 
                        1.60 | 
                        1.76 | 
                        0.16 | 
                        10.0% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        103,085 | 
                        114,166 | 
                        11,081 | 
                        10.7% | 
                        463,637 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 30-Sep-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                102.90 | 
                100.44 | 
                92.39 | 
                 | 
             
            
                | R3 | 
                99.05 | 
                96.59 | 
                91.33 | 
                 | 
             
            
                | R2 | 
                95.20 | 
                95.20 | 
                90.98 | 
                 | 
             
            
                | R1 | 
                92.74 | 
                92.74 | 
                90.62 | 
                92.05 | 
             
            
                | PP | 
                91.35 | 
                91.35 | 
                91.35 | 
                91.01 | 
             
            
                | S1 | 
                88.89 | 
                88.89 | 
                89.92 | 
                88.20 | 
             
            
                | S2 | 
                87.50 | 
                87.50 | 
                89.56 | 
                 | 
             
            
                | S3 | 
                83.65 | 
                85.04 | 
                89.21 | 
                 | 
             
            
                | S4 | 
                79.80 | 
                81.19 | 
                88.15 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 26-Sep-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                100.89 | 
                99.78 | 
                94.29 | 
                 | 
             
            
                | R3 | 
                97.86 | 
                96.75 | 
                93.45 | 
                 | 
             
            
                | R2 | 
                94.83 | 
                94.83 | 
                93.18 | 
                 | 
             
            
                | R1 | 
                93.72 | 
                93.72 | 
                92.90 | 
                94.28 | 
             
            
                | PP | 
                91.80 | 
                91.80 | 
                91.80 | 
                92.07 | 
             
            
                | S1 | 
                90.69 | 
                90.69 | 
                92.34 | 
                91.25 | 
             
            
                | S2 | 
                88.77 | 
                88.77 | 
                92.06 | 
                 | 
             
            
                | S3 | 
                85.74 | 
                87.66 | 
                91.79 | 
                 | 
             
            
                | S4 | 
                82.71 | 
                84.63 | 
                90.95 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                93.82 | 
                89.97 | 
                3.85 | 
                4.3% | 
                2.10 | 
                2.3% | 
                8% | 
                True | 
                True | 
                107,015 | 
                 
                
                | 10 | 
                93.82 | 
                89.87 | 
                3.95 | 
                4.4% | 
                1.73 | 
                1.9% | 
                10% | 
                True | 
                False | 
                94,482 | 
                 
                
                | 20 | 
                94.42 | 
                89.13 | 
                5.29 | 
                5.9% | 
                1.83 | 
                2.0% | 
                22% | 
                False | 
                False | 
                90,773 | 
                 
                
                | 40 | 
                96.98 | 
                89.13 | 
                7.85 | 
                8.7% | 
                1.57 | 
                1.7% | 
                15% | 
                False | 
                False | 
                75,580 | 
                 
                
                | 60 | 
                101.15 | 
                89.13 | 
                12.02 | 
                13.3% | 
                1.49 | 
                1.7% | 
                9% | 
                False | 
                False | 
                72,984 | 
                 
                
                | 80 | 
                103.66 | 
                89.13 | 
                14.53 | 
                16.1% | 
                1.38 | 
                1.5% | 
                8% | 
                False | 
                False | 
                69,413 | 
                 
                
                | 100 | 
                103.66 | 
                89.13 | 
                14.53 | 
                16.1% | 
                1.28 | 
                1.4% | 
                8% | 
                False | 
                False | 
                63,643 | 
                 
                
                | 120 | 
                103.66 | 
                89.13 | 
                14.53 | 
                16.1% | 
                1.23 | 
                1.4% | 
                8% | 
                False | 
                False | 
                59,921 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            110.18 | 
         
        
            | 
2.618             | 
            103.90 | 
         
        
            | 
1.618             | 
            100.05 | 
         
        
            | 
1.000             | 
            97.67 | 
         
        
            | 
0.618             | 
            96.20 | 
         
        
            | 
HIGH             | 
            93.82 | 
         
        
            | 
0.618             | 
            92.35 | 
         
        
            | 
0.500             | 
            91.90 | 
         
        
            | 
0.382             | 
            91.44 | 
         
        
            | 
LOW             | 
            89.97 | 
         
        
            | 
0.618             | 
            87.59 | 
         
        
            | 
1.000             | 
            86.12 | 
         
        
            | 
1.618             | 
            83.74 | 
         
        
            | 
2.618             | 
            79.89 | 
         
        
            | 
4.250             | 
            73.61 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 30-Sep-2014 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                91.90 | 
                                91.90 | 
                             
                            
                                | PP | 
                                91.35 | 
                                91.35 | 
                             
                            
                                | S1 | 
                                90.81 | 
                                90.81 | 
                             
             
         |