NYMEX Light Sweet Crude Oil Future December 2014
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 08-Oct-2014 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    07-Oct-2014 | 
                    08-Oct-2014 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        89.45 | 
                        87.63 | 
                        -1.82 | 
                        -2.0% | 
                        92.51 | 
                     
                    
                        | High | 
                        89.53 | 
                        87.78 | 
                        -1.75 | 
                        -2.0% | 
                        93.82 | 
                     
                    
                        | Low | 
                        87.53 | 
                        86.01 | 
                        -1.52 | 
                        -1.7% | 
                        87.22 | 
                     
                    
                        | Close | 
                        87.98 | 
                        86.59 | 
                        -1.39 | 
                        -1.6% | 
                        88.67 | 
                     
                    
                        | Range | 
                        2.00 | 
                        1.77 | 
                        -0.23 | 
                        -11.5% | 
                        6.60 | 
                     
                    
                        | ATR | 
                        1.94 | 
                        1.94 | 
                        0.00 | 
                        0.1% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        105,377 | 
                        182,842 | 
                        77,465 | 
                        73.5% | 
                        731,871 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 08-Oct-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                92.10 | 
                91.12 | 
                87.56 | 
                 | 
             
            
                | R3 | 
                90.33 | 
                89.35 | 
                87.08 | 
                 | 
             
            
                | R2 | 
                88.56 | 
                88.56 | 
                86.91 | 
                 | 
             
            
                | R1 | 
                87.58 | 
                87.58 | 
                86.75 | 
                87.19 | 
             
            
                | PP | 
                86.79 | 
                86.79 | 
                86.79 | 
                86.60 | 
             
            
                | S1 | 
                85.81 | 
                85.81 | 
                86.43 | 
                85.42 | 
             
            
                | S2 | 
                85.02 | 
                85.02 | 
                86.27 | 
                 | 
             
            
                | S3 | 
                83.25 | 
                84.04 | 
                86.10 | 
                 | 
             
            
                | S4 | 
                81.48 | 
                82.27 | 
                85.62 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                90.56 | 
                86.01 | 
                4.55 | 
                5.3% | 
                2.23 | 
                2.6% | 
                13% | 
                False | 
                True | 
                153,459 | 
                 
                
                | 10 | 
                93.82 | 
                86.01 | 
                7.81 | 
                9.0% | 
                2.20 | 
                2.5% | 
                7% | 
                False | 
                True | 
                137,587 | 
                 
                
                | 20 | 
                93.82 | 
                86.01 | 
                7.81 | 
                9.0% | 
                2.00 | 
                2.3% | 
                7% | 
                False | 
                True | 
                113,438 | 
                 
                
                | 40 | 
                96.02 | 
                86.01 | 
                10.01 | 
                11.6% | 
                1.74 | 
                2.0% | 
                6% | 
                False | 
                True | 
                90,350 | 
                 
                
                | 60 | 
                100.35 | 
                86.01 | 
                14.34 | 
                16.6% | 
                1.57 | 
                1.8% | 
                4% | 
                False | 
                True | 
                82,255 | 
                 
                
                | 80 | 
                103.66 | 
                86.01 | 
                17.65 | 
                20.4% | 
                1.47 | 
                1.7% | 
                3% | 
                False | 
                True | 
                76,170 | 
                 
                
                | 100 | 
                103.66 | 
                86.01 | 
                17.65 | 
                20.4% | 
                1.36 | 
                1.6% | 
                3% | 
                False | 
                True | 
                70,554 | 
                 
                
                | 120 | 
                103.66 | 
                86.01 | 
                17.65 | 
                20.4% | 
                1.30 | 
                1.5% | 
                3% | 
                False | 
                True | 
                65,470 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            95.30 | 
         
        
            | 
2.618             | 
            92.41 | 
         
        
            | 
1.618             | 
            90.64 | 
         
        
            | 
1.000             | 
            89.55 | 
         
        
            | 
0.618             | 
            88.87 | 
         
        
            | 
HIGH             | 
            87.78 | 
         
        
            | 
0.618             | 
            87.10 | 
         
        
            | 
0.500             | 
            86.90 | 
         
        
            | 
0.382             | 
            86.69 | 
         
        
            | 
LOW             | 
            86.01 | 
         
        
            | 
0.618             | 
            84.92 | 
         
        
            | 
1.000             | 
            84.24 | 
         
        
            | 
1.618             | 
            83.15 | 
         
        
            | 
2.618             | 
            81.38 | 
         
        
            | 
4.250             | 
            78.49 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 08-Oct-2014 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                86.90 | 
                                87.87 | 
                             
                            
                                | PP | 
                                86.79 | 
                                87.44 | 
                             
                            
                                | S1 | 
                                86.69 | 
                                87.02 | 
                             
             
         |