NYMEX Light Sweet Crude Oil Future December 2014
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 03-Oct-2014 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 02-Oct-2014 | 03-Oct-2014 | Change | Change % | Previous Week |  
                        | Open | 89.81 | 90.05 | 0.24 | 0.3% | 92.51 |  
                        | High | 90.31 | 90.56 | 0.25 | 0.3% | 93.82 |  
                        | Low | 87.22 | 88.21 | 0.99 | 1.1% | 87.22 |  
                        | Close | 89.88 | 88.67 | -1.21 | -1.3% | 88.67 |  
                        | Range | 3.09 | 2.35 | -0.74 | -23.9% | 6.60 |  
                        | ATR | 1.90 | 1.94 | 0.03 | 1.7% | 0.00 |  
                        | Volume | 149,530 | 196,517 | 46,987 | 31.4% | 731,871 |  | 
    
| 
        
            | Daily Pivots for day following 03-Oct-2014 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 96.20 | 94.78 | 89.96 |  |  
                | R3 | 93.85 | 92.43 | 89.32 |  |  
                | R2 | 91.50 | 91.50 | 89.10 |  |  
                | R1 | 90.08 | 90.08 | 88.89 | 89.62 |  
                | PP | 89.15 | 89.15 | 89.15 | 88.91 |  
                | S1 | 87.73 | 87.73 | 88.45 | 87.27 |  
                | S2 | 86.80 | 86.80 | 88.24 |  |  
                | S3 | 84.45 | 85.38 | 88.02 |  |  
                | S4 | 82.10 | 83.03 | 87.38 |  |  | 
        
            | Weekly Pivots for week ending 03-Oct-2014 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 109.70 | 105.79 | 92.30 |  |  
                | R3 | 103.10 | 99.19 | 90.49 |  |  
                | R2 | 96.50 | 96.50 | 89.88 |  |  
                | R1 | 92.59 | 92.59 | 89.28 | 91.25 |  
                | PP | 89.90 | 89.90 | 89.90 | 89.23 |  
                | S1 | 85.99 | 85.99 | 88.07 | 84.65 |  
                | S2 | 83.30 | 83.30 | 87.46 |  |  
                | S3 | 76.70 | 79.39 | 86.86 |  |  
                | S4 | 70.10 | 72.79 | 85.04 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 93.82 | 87.22 | 6.60 | 7.4% | 2.69 | 3.0% | 22% | False | False | 146,374 |  
                | 10 | 93.82 | 87.22 | 6.60 | 7.4% | 2.13 | 2.4% | 22% | False | False | 119,550 |  
                | 20 | 93.82 | 87.22 | 6.60 | 7.4% | 1.96 | 2.2% | 22% | False | False | 104,176 |  
                | 40 | 96.98 | 87.22 | 9.76 | 11.0% | 1.69 | 1.9% | 15% | False | False | 84,027 |  
                | 60 | 100.35 | 87.22 | 13.13 | 14.8% | 1.56 | 1.8% | 11% | False | False | 78,662 |  
                | 80 | 103.66 | 87.22 | 16.44 | 18.5% | 1.45 | 1.6% | 9% | False | False | 73,688 |  
                | 100 | 103.66 | 87.22 | 16.44 | 18.5% | 1.32 | 1.5% | 9% | False | False | 67,789 |  
                | 120 | 103.66 | 87.22 | 16.44 | 18.5% | 1.27 | 1.4% | 9% | False | False | 63,107 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 100.55 |  
            | 2.618 | 96.71 |  
            | 1.618 | 94.36 |  
            | 1.000 | 92.91 |  
            | 0.618 | 92.01 |  
            | HIGH | 90.56 |  
            | 0.618 | 89.66 |  
            | 0.500 | 89.39 |  
            | 0.382 | 89.11 |  
            | LOW | 88.21 |  
            | 0.618 | 86.76 |  
            | 1.000 | 85.86 |  
            | 1.618 | 84.41 |  
            | 2.618 | 82.06 |  
            | 4.250 | 78.22 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 03-Oct-2014 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 89.39 | 89.59 |  
                                | PP | 89.15 | 89.28 |  
                                | S1 | 88.91 | 88.98 |  |