NYMEX Light Sweet Crude Oil Future February 2015
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 15-Sep-2014 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    12-Sep-2014 | 
                    15-Sep-2014 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        91.01 | 
                        89.99 | 
                        -1.02 | 
                        -1.1% | 
                        92.17 | 
                     
                    
                        | High | 
                        91.60 | 
                        90.83 | 
                        -0.77 | 
                        -0.8% | 
                        92.38 | 
                     
                    
                        | Low | 
                        90.15 | 
                        89.03 | 
                        -1.12 | 
                        -1.2% | 
                        89.00 | 
                     
                    
                        | Close | 
                        90.34 | 
                        90.81 | 
                        0.47 | 
                        0.5% | 
                        90.34 | 
                     
                    
                        | Range | 
                        1.45 | 
                        1.80 | 
                        0.35 | 
                        24.1% | 
                        3.38 | 
                     
                    
                        | ATR | 
                        1.33 | 
                        1.37 | 
                        0.03 | 
                        2.5% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        22,838 | 
                        16,122 | 
                        -6,716 | 
                        -29.4% | 
                        95,797 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 15-Sep-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                95.62 | 
                95.02 | 
                91.80 | 
                 | 
             
            
                | R3 | 
                93.82 | 
                93.22 | 
                91.31 | 
                 | 
             
            
                | R2 | 
                92.02 | 
                92.02 | 
                91.14 | 
                 | 
             
            
                | R1 | 
                91.42 | 
                91.42 | 
                90.98 | 
                91.72 | 
             
            
                | PP | 
                90.22 | 
                90.22 | 
                90.22 | 
                90.38 | 
             
            
                | S1 | 
                89.62 | 
                89.62 | 
                90.65 | 
                89.92 | 
             
            
                | S2 | 
                88.42 | 
                88.42 | 
                90.48 | 
                 | 
             
            
                | S3 | 
                86.62 | 
                87.82 | 
                90.32 | 
                 | 
             
            
                | S4 | 
                84.82 | 
                86.02 | 
                89.82 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 12-Sep-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                100.71 | 
                98.91 | 
                92.20 | 
                 | 
             
            
                | R3 | 
                97.33 | 
                95.53 | 
                91.27 | 
                 | 
             
            
                | R2 | 
                93.95 | 
                93.95 | 
                90.96 | 
                 | 
             
            
                | R1 | 
                92.15 | 
                92.15 | 
                90.65 | 
                91.36 | 
             
            
                | PP | 
                90.57 | 
                90.57 | 
                90.57 | 
                90.18 | 
             
            
                | S1 | 
                88.77 | 
                88.77 | 
                90.03 | 
                87.98 | 
             
            
                | S2 | 
                87.19 | 
                87.19 | 
                89.72 | 
                 | 
             
            
                | S3 | 
                83.81 | 
                85.39 | 
                89.41 | 
                 | 
             
            
                | S4 | 
                80.43 | 
                82.01 | 
                88.48 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                91.99 | 
                89.00 | 
                2.99 | 
                3.3% | 
                1.67 | 
                1.8% | 
                61% | 
                False | 
                False | 
                20,361 | 
                 
                
                | 10 | 
                93.81 | 
                89.00 | 
                4.81 | 
                5.3% | 
                1.67 | 
                1.8% | 
                38% | 
                False | 
                False | 
                16,055 | 
                 
                
                | 20 | 
                93.83 | 
                89.00 | 
                4.83 | 
                5.3% | 
                1.27 | 
                1.4% | 
                37% | 
                False | 
                False | 
                12,047 | 
                 
                
                | 40 | 
                98.68 | 
                89.00 | 
                9.68 | 
                10.7% | 
                1.17 | 
                1.3% | 
                19% | 
                False | 
                False | 
                9,142 | 
                 
                
                | 60 | 
                101.33 | 
                89.00 | 
                12.33 | 
                13.6% | 
                1.05 | 
                1.2% | 
                15% | 
                False | 
                False | 
                7,363 | 
                 
                
                | 80 | 
                101.33 | 
                89.00 | 
                12.33 | 
                13.6% | 
                0.94 | 
                1.0% | 
                15% | 
                False | 
                False | 
                6,155 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            98.48 | 
         
        
            | 
2.618             | 
            95.54 | 
         
        
            | 
1.618             | 
            93.74 | 
         
        
            | 
1.000             | 
            92.63 | 
         
        
            | 
0.618             | 
            91.94 | 
         
        
            | 
HIGH             | 
            90.83 | 
         
        
            | 
0.618             | 
            90.14 | 
         
        
            | 
0.500             | 
            89.93 | 
         
        
            | 
0.382             | 
            89.72 | 
         
        
            | 
LOW             | 
            89.03 | 
         
        
            | 
0.618             | 
            87.92 | 
         
        
            | 
1.000             | 
            87.23 | 
         
        
            | 
1.618             | 
            86.12 | 
         
        
            | 
2.618             | 
            84.32 | 
         
        
            | 
4.250             | 
            81.38 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 15-Sep-2014 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                90.52 | 
                                90.64 | 
                             
                            
                                | PP | 
                                90.22 | 
                                90.47 | 
                             
                            
                                | S1 | 
                                89.93 | 
                                90.30 | 
                             
             
         |