NYMEX Light Sweet Crude Oil Future February 2015
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 28-Aug-2014 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    27-Aug-2014 | 
                    28-Aug-2014 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        93.14 | 
                        92.67 | 
                        -0.47 | 
                        -0.5% | 
                        93.29 | 
                     
                    
                        | High | 
                        93.20 | 
                        93.44 | 
                        0.24 | 
                        0.3% | 
                        93.30 | 
                     
                    
                        | Low | 
                        92.49 | 
                        92.67 | 
                        0.18 | 
                        0.2% | 
                        91.44 | 
                     
                    
                        | Close | 
                        92.88 | 
                        93.02 | 
                        0.14 | 
                        0.2% | 
                        92.72 | 
                     
                    
                        | Range | 
                        0.71 | 
                        0.77 | 
                        0.06 | 
                        8.5% | 
                        1.86 | 
                     
                    
                        | ATR | 
                        1.02 | 
                        1.00 | 
                        -0.02 | 
                        -1.8% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        9,587 | 
                        6,029 | 
                        -3,558 | 
                        -37.1% | 
                        42,159 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 28-Aug-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                95.35 | 
                94.96 | 
                93.44 | 
                 | 
             
            
                | R3 | 
                94.58 | 
                94.19 | 
                93.23 | 
                 | 
             
            
                | R2 | 
                93.81 | 
                93.81 | 
                93.16 | 
                 | 
             
            
                | R1 | 
                93.42 | 
                93.42 | 
                93.09 | 
                93.62 | 
             
            
                | PP | 
                93.04 | 
                93.04 | 
                93.04 | 
                93.14 | 
             
            
                | S1 | 
                92.65 | 
                92.65 | 
                92.95 | 
                92.85 | 
             
            
                | S2 | 
                92.27 | 
                92.27 | 
                92.88 | 
                 | 
             
            
                | S3 | 
                91.50 | 
                91.88 | 
                92.81 | 
                 | 
             
            
                | S4 | 
                90.73 | 
                91.11 | 
                92.60 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                93.44 | 
                92.03 | 
                1.41 | 
                1.5% | 
                0.72 | 
                0.8% | 
                70% | 
                True | 
                False | 
                8,300 | 
                 
                
                | 10 | 
                93.90 | 
                91.44 | 
                2.46 | 
                2.6% | 
                0.91 | 
                1.0% | 
                64% | 
                False | 
                False | 
                7,967 | 
                 
                
                | 20 | 
                95.94 | 
                91.44 | 
                4.50 | 
                4.8% | 
                0.99 | 
                1.1% | 
                35% | 
                False | 
                False | 
                6,896 | 
                 
                
                | 40 | 
                99.89 | 
                91.44 | 
                8.45 | 
                9.1% | 
                0.99 | 
                1.1% | 
                19% | 
                False | 
                False | 
                6,130 | 
                 
                
                | 60 | 
                101.33 | 
                91.44 | 
                9.89 | 
                10.6% | 
                0.89 | 
                1.0% | 
                16% | 
                False | 
                False | 
                5,177 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            96.71 | 
         
        
            | 
2.618             | 
            95.46 | 
         
        
            | 
1.618             | 
            94.69 | 
         
        
            | 
1.000             | 
            94.21 | 
         
        
            | 
0.618             | 
            93.92 | 
         
        
            | 
HIGH             | 
            93.44 | 
         
        
            | 
0.618             | 
            93.15 | 
         
        
            | 
0.500             | 
            93.06 | 
         
        
            | 
0.382             | 
            92.96 | 
         
        
            | 
LOW             | 
            92.67 | 
         
        
            | 
0.618             | 
            92.19 | 
         
        
            | 
1.000             | 
            91.90 | 
         
        
            | 
1.618             | 
            91.42 | 
         
        
            | 
2.618             | 
            90.65 | 
         
        
            | 
4.250             | 
            89.40 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 28-Aug-2014 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                93.06 | 
                                93.00 | 
                             
                            
                                | PP | 
                                93.04 | 
                                92.98 | 
                             
                            
                                | S1 | 
                                93.03 | 
                                92.97 | 
                             
             
         |