NYMEX Light Sweet Crude Oil Future February 2015
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 26-Aug-2014 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    25-Aug-2014 | 
                    26-Aug-2014 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        92.77 | 
                        92.65 | 
                        -0.12 | 
                        -0.1% | 
                        93.29 | 
                     
                    
                        | High | 
                        92.88 | 
                        93.34 | 
                        0.46 | 
                        0.5% | 
                        93.30 | 
                     
                    
                        | Low | 
                        92.29 | 
                        92.52 | 
                        0.23 | 
                        0.2% | 
                        91.44 | 
                     
                    
                        | Close | 
                        92.56 | 
                        92.98 | 
                        0.42 | 
                        0.5% | 
                        92.72 | 
                     
                    
                        | Range | 
                        0.59 | 
                        0.82 | 
                        0.23 | 
                        39.0% | 
                        1.86 | 
                     
                    
                        | ATR | 
                        1.06 | 
                        1.05 | 
                        -0.02 | 
                        -1.6% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        9,392 | 
                        5,455 | 
                        -3,937 | 
                        -41.9% | 
                        42,159 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 26-Aug-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                95.41 | 
                95.01 | 
                93.43 | 
                 | 
             
            
                | R3 | 
                94.59 | 
                94.19 | 
                93.21 | 
                 | 
             
            
                | R2 | 
                93.77 | 
                93.77 | 
                93.13 | 
                 | 
             
            
                | R1 | 
                93.37 | 
                93.37 | 
                93.06 | 
                93.57 | 
             
            
                | PP | 
                92.95 | 
                92.95 | 
                92.95 | 
                93.05 | 
             
            
                | S1 | 
                92.55 | 
                92.55 | 
                92.90 | 
                92.75 | 
             
            
                | S2 | 
                92.13 | 
                92.13 | 
                92.83 | 
                 | 
             
            
                | S3 | 
                91.31 | 
                91.73 | 
                92.75 | 
                 | 
             
            
                | S4 | 
                90.49 | 
                90.91 | 
                92.53 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 22-Aug-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                98.07 | 
                97.25 | 
                93.74 | 
                 | 
             
            
                | R3 | 
                96.21 | 
                95.39 | 
                93.23 | 
                 | 
             
            
                | R2 | 
                94.35 | 
                94.35 | 
                93.06 | 
                 | 
             
            
                | R1 | 
                93.53 | 
                93.53 | 
                92.89 | 
                93.01 | 
             
            
                | PP | 
                92.49 | 
                92.49 | 
                92.49 | 
                92.23 | 
             
            
                | S1 | 
                91.67 | 
                91.67 | 
                92.55 | 
                91.15 | 
             
            
                | S2 | 
                90.63 | 
                90.63 | 
                92.38 | 
                 | 
             
            
                | S3 | 
                88.77 | 
                89.81 | 
                92.21 | 
                 | 
             
            
                | S4 | 
                86.91 | 
                87.95 | 
                91.70 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                93.34 | 
                91.44 | 
                1.90 | 
                2.0% | 
                0.84 | 
                0.9% | 
                81% | 
                True | 
                False | 
                8,955 | 
                 
                
                | 10 | 
                95.39 | 
                91.44 | 
                3.95 | 
                4.2% | 
                1.10 | 
                1.2% | 
                39% | 
                False | 
                False | 
                7,650 | 
                 
                
                | 20 | 
                97.42 | 
                91.44 | 
                5.98 | 
                6.4% | 
                1.05 | 
                1.1% | 
                26% | 
                False | 
                False | 
                6,558 | 
                 
                
                | 40 | 
                101.11 | 
                91.44 | 
                9.67 | 
                10.4% | 
                1.00 | 
                1.1% | 
                16% | 
                False | 
                False | 
                5,888 | 
                 
                
                | 60 | 
                101.33 | 
                91.44 | 
                9.89 | 
                10.6% | 
                0.89 | 
                1.0% | 
                16% | 
                False | 
                False | 
                4,962 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            96.83 | 
         
        
            | 
2.618             | 
            95.49 | 
         
        
            | 
1.618             | 
            94.67 | 
         
        
            | 
1.000             | 
            94.16 | 
         
        
            | 
0.618             | 
            93.85 | 
         
        
            | 
HIGH             | 
            93.34 | 
         
        
            | 
0.618             | 
            93.03 | 
         
        
            | 
0.500             | 
            92.93 | 
         
        
            | 
0.382             | 
            92.83 | 
         
        
            | 
LOW             | 
            92.52 | 
         
        
            | 
0.618             | 
            92.01 | 
         
        
            | 
1.000             | 
            91.70 | 
         
        
            | 
1.618             | 
            91.19 | 
         
        
            | 
2.618             | 
            90.37 | 
         
        
            | 
4.250             | 
            89.04 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 26-Aug-2014 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                92.96 | 
                                92.88 | 
                             
                            
                                | PP | 
                                92.95 | 
                                92.78 | 
                             
                            
                                | S1 | 
                                92.93 | 
                                92.69 | 
                             
             
         |