NYMEX Light Sweet Crude Oil Future February 2015
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 15-Aug-2014 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    14-Aug-2014 | 
                    15-Aug-2014 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        95.25 | 
                        92.87 | 
                        -2.38 | 
                        -2.5% | 
                        95.25 | 
                     
                    
                        | High | 
                        95.25 | 
                        93.90 | 
                        -1.35 | 
                        -1.4% | 
                        95.71 | 
                     
                    
                        | Low | 
                        92.76 | 
                        92.87 | 
                        0.11 | 
                        0.1% | 
                        92.76 | 
                     
                    
                        | Close | 
                        92.89 | 
                        93.90 | 
                        1.01 | 
                        1.1% | 
                        93.90 | 
                     
                    
                        | Range | 
                        2.49 | 
                        1.03 | 
                        -1.46 | 
                        -58.6% | 
                        2.95 | 
                     
                    
                        | ATR | 
                        1.09 | 
                        1.08 | 
                        0.00 | 
                        -0.4% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        6,490 | 
                        7,055 | 
                        565 | 
                        8.7% | 
                        28,802 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 15-Aug-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                96.65 | 
                96.30 | 
                94.47 | 
                 | 
             
            
                | R3 | 
                95.62 | 
                95.27 | 
                94.18 | 
                 | 
             
            
                | R2 | 
                94.59 | 
                94.59 | 
                94.09 | 
                 | 
             
            
                | R1 | 
                94.24 | 
                94.24 | 
                93.99 | 
                94.42 | 
             
            
                | PP | 
                93.56 | 
                93.56 | 
                93.56 | 
                93.64 | 
             
            
                | S1 | 
                93.21 | 
                93.21 | 
                93.81 | 
                93.39 | 
             
            
                | S2 | 
                92.53 | 
                92.53 | 
                93.71 | 
                 | 
             
            
                | S3 | 
                91.50 | 
                92.18 | 
                93.62 | 
                 | 
             
            
                | S4 | 
                90.47 | 
                91.15 | 
                93.33 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 15-Aug-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                102.97 | 
                101.39 | 
                95.52 | 
                 | 
             
            
                | R3 | 
                100.02 | 
                98.44 | 
                94.71 | 
                 | 
             
            
                | R2 | 
                97.07 | 
                97.07 | 
                94.44 | 
                 | 
             
            
                | R1 | 
                95.49 | 
                95.49 | 
                94.17 | 
                94.81 | 
             
            
                | PP | 
                94.12 | 
                94.12 | 
                94.12 | 
                93.78 | 
             
            
                | S1 | 
                92.54 | 
                92.54 | 
                93.63 | 
                91.86 | 
             
            
                | S2 | 
                91.17 | 
                91.17 | 
                93.36 | 
                 | 
             
            
                | S3 | 
                88.22 | 
                89.59 | 
                93.09 | 
                 | 
             
            
                | S4 | 
                85.27 | 
                86.64 | 
                92.28 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                95.71 | 
                92.76 | 
                2.95 | 
                3.1% | 
                1.20 | 
                1.3% | 
                39% | 
                False | 
                False | 
                5,760 | 
                 
                
                | 10 | 
                95.94 | 
                92.76 | 
                3.18 | 
                3.4% | 
                1.07 | 
                1.1% | 
                36% | 
                False | 
                False | 
                5,735 | 
                 
                
                | 20 | 
                98.68 | 
                92.76 | 
                5.92 | 
                6.3% | 
                1.07 | 
                1.1% | 
                19% | 
                False | 
                False | 
                6,237 | 
                 
                
                | 40 | 
                101.33 | 
                92.76 | 
                8.57 | 
                9.1% | 
                0.94 | 
                1.0% | 
                13% | 
                False | 
                False | 
                5,021 | 
                 
                
                | 60 | 
                101.33 | 
                92.76 | 
                8.57 | 
                9.1% | 
                0.83 | 
                0.9% | 
                13% | 
                False | 
                False | 
                4,191 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            98.28 | 
         
        
            | 
2.618             | 
            96.60 | 
         
        
            | 
1.618             | 
            95.57 | 
         
        
            | 
1.000             | 
            94.93 | 
         
        
            | 
0.618             | 
            94.54 | 
         
        
            | 
HIGH             | 
            93.90 | 
         
        
            | 
0.618             | 
            93.51 | 
         
        
            | 
0.500             | 
            93.39 | 
         
        
            | 
0.382             | 
            93.26 | 
         
        
            | 
LOW             | 
            92.87 | 
         
        
            | 
0.618             | 
            92.23 | 
         
        
            | 
1.000             | 
            91.84 | 
         
        
            | 
1.618             | 
            91.20 | 
         
        
            | 
2.618             | 
            90.17 | 
         
        
            | 
4.250             | 
            88.49 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 15-Aug-2014 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                93.73 | 
                                94.08 | 
                             
                            
                                | PP | 
                                93.56 | 
                                94.02 | 
                             
                            
                                | S1 | 
                                93.39 | 
                                93.96 | 
                             
             
         |