NYMEX Light Sweet Crude Oil Future February 2015
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 08-Sep-2014 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    05-Sep-2014 | 
                    08-Sep-2014 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        93.07 | 
                        92.17 | 
                        -0.90 | 
                        -1.0% | 
                        93.51 | 
                     
                    
                        | High | 
                        93.36 | 
                        92.38 | 
                        -0.98 | 
                        -1.0% | 
                        93.81 | 
                     
                    
                        | Low | 
                        91.70 | 
                        90.90 | 
                        -0.80 | 
                        -0.9% | 
                        91.44 | 
                     
                    
                        | Close | 
                        92.19 | 
                        91.56 | 
                        -0.63 | 
                        -0.7% | 
                        92.19 | 
                     
                    
                        | Range | 
                        1.66 | 
                        1.48 | 
                        -0.18 | 
                        -10.8% | 
                        2.37 | 
                     
                    
                        | ATR | 
                        1.20 | 
                        1.22 | 
                        0.02 | 
                        1.7% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        9,624 | 
                        10,113 | 
                        489 | 
                        5.1% | 
                        48,638 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 08-Sep-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                96.05 | 
                95.29 | 
                92.37 | 
                 | 
             
            
                | R3 | 
                94.57 | 
                93.81 | 
                91.97 | 
                 | 
             
            
                | R2 | 
                93.09 | 
                93.09 | 
                91.83 | 
                 | 
             
            
                | R1 | 
                92.33 | 
                92.33 | 
                91.70 | 
                91.97 | 
             
            
                | PP | 
                91.61 | 
                91.61 | 
                91.61 | 
                91.44 | 
             
            
                | S1 | 
                90.85 | 
                90.85 | 
                91.42 | 
                90.49 | 
             
            
                | S2 | 
                90.13 | 
                90.13 | 
                91.29 | 
                 | 
             
            
                | S3 | 
                88.65 | 
                89.37 | 
                91.15 | 
                 | 
             
            
                | S4 | 
                87.17 | 
                87.89 | 
                90.75 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 05-Sep-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                99.59 | 
                98.26 | 
                93.49 | 
                 | 
             
            
                | R3 | 
                97.22 | 
                95.89 | 
                92.84 | 
                 | 
             
            
                | R2 | 
                94.85 | 
                94.85 | 
                92.62 | 
                 | 
             
            
                | R1 | 
                93.52 | 
                93.52 | 
                92.41 | 
                93.00 | 
             
            
                | PP | 
                92.48 | 
                92.48 | 
                92.48 | 
                92.22 | 
             
            
                | S1 | 
                91.15 | 
                91.15 | 
                91.97 | 
                90.63 | 
             
            
                | S2 | 
                90.11 | 
                90.11 | 
                91.76 | 
                 | 
             
            
                | S3 | 
                87.74 | 
                88.78 | 
                91.54 | 
                 | 
             
            
                | S4 | 
                85.37 | 
                86.41 | 
                90.89 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                93.81 | 
                90.90 | 
                2.91 | 
                3.2% | 
                1.66 | 
                1.8% | 
                23% | 
                False | 
                True | 
                11,750 | 
                 
                
                | 10 | 
                93.83 | 
                90.90 | 
                2.93 | 
                3.2% | 
                1.19 | 
                1.3% | 
                23% | 
                False | 
                True | 
                9,699 | 
                 
                
                | 20 | 
                95.71 | 
                90.90 | 
                4.81 | 
                5.3% | 
                1.15 | 
                1.3% | 
                14% | 
                False | 
                True | 
                8,397 | 
                 
                
                | 40 | 
                98.68 | 
                90.90 | 
                7.78 | 
                8.5% | 
                1.07 | 
                1.2% | 
                8% | 
                False | 
                True | 
                7,346 | 
                 
                
                | 60 | 
                101.33 | 
                90.90 | 
                10.43 | 
                11.4% | 
                0.97 | 
                1.1% | 
                6% | 
                False | 
                True | 
                6,078 | 
                 
                
                | 80 | 
                101.33 | 
                90.90 | 
                10.43 | 
                11.4% | 
                0.87 | 
                0.9% | 
                6% | 
                False | 
                True | 
                4,992 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            98.67 | 
         
        
            | 
2.618             | 
            96.25 | 
         
        
            | 
1.618             | 
            94.77 | 
         
        
            | 
1.000             | 
            93.86 | 
         
        
            | 
0.618             | 
            93.29 | 
         
        
            | 
HIGH             | 
            92.38 | 
         
        
            | 
0.618             | 
            91.81 | 
         
        
            | 
0.500             | 
            91.64 | 
         
        
            | 
0.382             | 
            91.47 | 
         
        
            | 
LOW             | 
            90.90 | 
         
        
            | 
0.618             | 
            89.99 | 
         
        
            | 
1.000             | 
            89.42 | 
         
        
            | 
1.618             | 
            88.51 | 
         
        
            | 
2.618             | 
            87.03 | 
         
        
            | 
4.250             | 
            84.61 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 08-Sep-2014 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                91.64 | 
                                92.29 | 
                             
                            
                                | PP | 
                                91.61 | 
                                92.04 | 
                             
                            
                                | S1 | 
                                91.59 | 
                                91.80 | 
                             
             
         |