NYMEX Light Sweet Crude Oil Future February 2015
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 03-Sep-2014 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    02-Sep-2014 | 
                    03-Sep-2014 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        93.51 | 
                        91.84 | 
                        -1.67 | 
                        -1.8% | 
                        92.77 | 
                     
                    
                        | High | 
                        93.60 | 
                        93.81 | 
                        0.21 | 
                        0.2% | 
                        93.83 | 
                     
                    
                        | Low | 
                        91.44 | 
                        91.84 | 
                        0.40 | 
                        0.4% | 
                        92.29 | 
                     
                    
                        | Close | 
                        91.56 | 
                        93.74 | 
                        2.18 | 
                        2.4% | 
                        93.80 | 
                     
                    
                        | Range | 
                        2.16 | 
                        1.97 | 
                        -0.19 | 
                        -8.8% | 
                        1.54 | 
                     
                    
                        | ATR | 
                        1.09 | 
                        1.17 | 
                        0.08 | 
                        7.6% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        12,072 | 
                        14,840 | 
                        2,768 | 
                        22.9% | 
                        38,240 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 03-Sep-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                99.04 | 
                98.36 | 
                94.82 | 
                 | 
             
            
                | R3 | 
                97.07 | 
                96.39 | 
                94.28 | 
                 | 
             
            
                | R2 | 
                95.10 | 
                95.10 | 
                94.10 | 
                 | 
             
            
                | R1 | 
                94.42 | 
                94.42 | 
                93.92 | 
                94.76 | 
             
            
                | PP | 
                93.13 | 
                93.13 | 
                93.13 | 
                93.30 | 
             
            
                | S1 | 
                92.45 | 
                92.45 | 
                93.56 | 
                92.79 | 
             
            
                | S2 | 
                91.16 | 
                91.16 | 
                93.38 | 
                 | 
             
            
                | S3 | 
                89.19 | 
                90.48 | 
                93.20 | 
                 | 
             
            
                | S4 | 
                87.22 | 
                88.51 | 
                92.66 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 29-Aug-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                97.93 | 
                97.40 | 
                94.65 | 
                 | 
             
            
                | R3 | 
                96.39 | 
                95.86 | 
                94.22 | 
                 | 
             
            
                | R2 | 
                94.85 | 
                94.85 | 
                94.08 | 
                 | 
             
            
                | R1 | 
                94.32 | 
                94.32 | 
                93.94 | 
                94.59 | 
             
            
                | PP | 
                93.31 | 
                93.31 | 
                93.31 | 
                93.44 | 
             
            
                | S1 | 
                92.78 | 
                92.78 | 
                93.66 | 
                93.05 | 
             
            
                | S2 | 
                91.77 | 
                91.77 | 
                93.52 | 
                 | 
             
            
                | S3 | 
                90.23 | 
                91.24 | 
                93.38 | 
                 | 
             
            
                | S4 | 
                88.69 | 
                89.70 | 
                92.95 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                93.83 | 
                91.44 | 
                2.39 | 
                2.5% | 
                1.26 | 
                1.3% | 
                96% | 
                False | 
                False | 
                10,061 | 
                 
                
                | 10 | 
                93.83 | 
                91.44 | 
                2.39 | 
                2.5% | 
                1.05 | 
                1.1% | 
                96% | 
                False | 
                False | 
                9,508 | 
                 
                
                | 20 | 
                95.94 | 
                91.44 | 
                4.50 | 
                4.8% | 
                1.10 | 
                1.2% | 
                51% | 
                False | 
                False | 
                7,800 | 
                 
                
                | 40 | 
                99.09 | 
                91.44 | 
                7.65 | 
                8.2% | 
                1.06 | 
                1.1% | 
                30% | 
                False | 
                False | 
                6,784 | 
                 
                
                | 60 | 
                101.33 | 
                91.44 | 
                9.89 | 
                10.6% | 
                0.94 | 
                1.0% | 
                23% | 
                False | 
                False | 
                5,662 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            102.18 | 
         
        
            | 
2.618             | 
            98.97 | 
         
        
            | 
1.618             | 
            97.00 | 
         
        
            | 
1.000             | 
            95.78 | 
         
        
            | 
0.618             | 
            95.03 | 
         
        
            | 
HIGH             | 
            93.81 | 
         
        
            | 
0.618             | 
            93.06 | 
         
        
            | 
0.500             | 
            92.83 | 
         
        
            | 
0.382             | 
            92.59 | 
         
        
            | 
LOW             | 
            91.84 | 
         
        
            | 
0.618             | 
            90.62 | 
         
        
            | 
1.000             | 
            89.87 | 
         
        
            | 
1.618             | 
            88.65 | 
         
        
            | 
2.618             | 
            86.68 | 
         
        
            | 
4.250             | 
            83.47 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 03-Sep-2014 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                93.44 | 
                                93.37 | 
                             
                            
                                | PP | 
                                93.13 | 
                                93.00 | 
                             
                            
                                | S1 | 
                                92.83 | 
                                92.64 | 
                             
             
         |