NYMEX Light Sweet Crude Oil Future January 2015
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 29-Jul-2014 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    28-Jul-2014 | 
                    29-Jul-2014 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        98.36 | 
                        97.91 | 
                        -0.45 | 
                        -0.5% | 
                        98.05 | 
                     
                    
                        | High | 
                        98.71 | 
                        98.09 | 
                        -0.62 | 
                        -0.6% | 
                        99.36 | 
                     
                    
                        | Low | 
                        97.54 | 
                        97.19 | 
                        -0.35 | 
                        -0.4% | 
                        97.75 | 
                     
                    
                        | Close | 
                        98.01 | 
                        97.65 | 
                        -0.36 | 
                        -0.4% | 
                        98.76 | 
                     
                    
                        | Range | 
                        1.17 | 
                        0.90 | 
                        -0.27 | 
                        -23.1% | 
                        1.61 | 
                     
                    
                        | ATR | 
                        1.05 | 
                        1.04 | 
                        -0.01 | 
                        -1.0% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        15,274 | 
                        12,725 | 
                        -2,549 | 
                        -16.7% | 
                        80,483 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 29-Jul-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                100.34 | 
                99.90 | 
                98.15 | 
                 | 
             
            
                | R3 | 
                99.44 | 
                99.00 | 
                97.90 | 
                 | 
             
            
                | R2 | 
                98.54 | 
                98.54 | 
                97.82 | 
                 | 
             
            
                | R1 | 
                98.10 | 
                98.10 | 
                97.73 | 
                97.87 | 
             
            
                | PP | 
                97.64 | 
                97.64 | 
                97.64 | 
                97.53 | 
             
            
                | S1 | 
                97.20 | 
                97.20 | 
                97.57 | 
                96.97 | 
             
            
                | S2 | 
                96.74 | 
                96.74 | 
                97.49 | 
                 | 
             
            
                | S3 | 
                95.84 | 
                96.30 | 
                97.40 | 
                 | 
             
            
                | S4 | 
                94.94 | 
                95.40 | 
                97.16 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 25-Jul-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                103.45 | 
                102.72 | 
                99.65 | 
                 | 
             
            
                | R3 | 
                101.84 | 
                101.11 | 
                99.20 | 
                 | 
             
            
                | R2 | 
                100.23 | 
                100.23 | 
                99.06 | 
                 | 
             
            
                | R1 | 
                99.50 | 
                99.50 | 
                98.91 | 
                99.87 | 
             
            
                | PP | 
                98.62 | 
                98.62 | 
                98.62 | 
                98.81 | 
             
            
                | S1 | 
                97.89 | 
                97.89 | 
                98.61 | 
                98.26 | 
             
            
                | S2 | 
                97.01 | 
                97.01 | 
                98.46 | 
                 | 
             
            
                | S3 | 
                95.40 | 
                96.28 | 
                98.32 | 
                 | 
             
            
                | S4 | 
                93.79 | 
                94.67 | 
                97.87 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                99.36 | 
                97.19 | 
                2.17 | 
                2.2% | 
                1.01 | 
                1.0% | 
                21% | 
                False | 
                True | 
                15,238 | 
                 
                
                | 10 | 
                99.36 | 
                97.19 | 
                2.17 | 
                2.2% | 
                1.05 | 
                1.1% | 
                21% | 
                False | 
                True | 
                16,875 | 
                 
                
                | 20 | 
                101.87 | 
                97.00 | 
                4.87 | 
                5.0% | 
                1.07 | 
                1.1% | 
                13% | 
                False | 
                False | 
                12,693 | 
                 
                
                | 40 | 
                102.53 | 
                96.55 | 
                5.98 | 
                6.1% | 
                0.97 | 
                1.0% | 
                18% | 
                False | 
                False | 
                10,857 | 
                 
                
                | 60 | 
                102.53 | 
                93.41 | 
                9.12 | 
                9.3% | 
                0.85 | 
                0.9% | 
                46% | 
                False | 
                False | 
                8,447 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            101.92 | 
         
        
            | 
2.618             | 
            100.45 | 
         
        
            | 
1.618             | 
            99.55 | 
         
        
            | 
1.000             | 
            98.99 | 
         
        
            | 
0.618             | 
            98.65 | 
         
        
            | 
HIGH             | 
            98.09 | 
         
        
            | 
0.618             | 
            97.75 | 
         
        
            | 
0.500             | 
            97.64 | 
         
        
            | 
0.382             | 
            97.53 | 
         
        
            | 
LOW             | 
            97.19 | 
         
        
            | 
0.618             | 
            96.63 | 
         
        
            | 
1.000             | 
            96.29 | 
         
        
            | 
1.618             | 
            95.73 | 
         
        
            | 
2.618             | 
            94.83 | 
         
        
            | 
4.250             | 
            93.37 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 29-Jul-2014 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                97.65 | 
                                98.01 | 
                             
                            
                                | PP | 
                                97.64 | 
                                97.89 | 
                             
                            
                                | S1 | 
                                97.64 | 
                                97.77 | 
                             
             
         |