NYMEX Light Sweet Crude Oil Future February 2015
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 17-Sep-2014 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    16-Sep-2014 | 
                    17-Sep-2014 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        90.79 | 
                        92.19 | 
                        1.40 | 
                        1.5% | 
                        92.17 | 
                     
                    
                        | High | 
                        92.63 | 
                        92.53 | 
                        -0.10 | 
                        -0.1% | 
                        92.38 | 
                     
                    
                        | Low | 
                        90.47 | 
                        91.45 | 
                        0.98 | 
                        1.1% | 
                        89.00 | 
                     
                    
                        | Close | 
                        92.35 | 
                        91.84 | 
                        -0.51 | 
                        -0.6% | 
                        90.34 | 
                     
                    
                        | Range | 
                        2.16 | 
                        1.08 | 
                        -1.08 | 
                        -50.0% | 
                        3.38 | 
                     
                    
                        | ATR | 
                        1.42 | 
                        1.40 | 
                        -0.02 | 
                        -1.7% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        13,501 | 
                        13,145 | 
                        -356 | 
                        -2.6% | 
                        95,797 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 17-Sep-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                95.18 | 
                94.59 | 
                92.43 | 
                 | 
             
            
                | R3 | 
                94.10 | 
                93.51 | 
                92.14 | 
                 | 
             
            
                | R2 | 
                93.02 | 
                93.02 | 
                92.04 | 
                 | 
             
            
                | R1 | 
                92.43 | 
                92.43 | 
                91.94 | 
                92.19 | 
             
            
                | PP | 
                91.94 | 
                91.94 | 
                91.94 | 
                91.82 | 
             
            
                | S1 | 
                91.35 | 
                91.35 | 
                91.74 | 
                91.11 | 
             
            
                | S2 | 
                90.86 | 
                90.86 | 
                91.64 | 
                 | 
             
            
                | S3 | 
                89.78 | 
                90.27 | 
                91.54 | 
                 | 
             
            
                | S4 | 
                88.70 | 
                89.19 | 
                91.25 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                92.63 | 
                89.00 | 
                3.63 | 
                4.0% | 
                1.78 | 
                1.9% | 
                78% | 
                False | 
                False | 
                17,883 | 
                 
                
                | 10 | 
                93.67 | 
                89.00 | 
                4.67 | 
                5.1% | 
                1.58 | 
                1.7% | 
                61% | 
                False | 
                False | 
                16,029 | 
                 
                
                | 20 | 
                93.83 | 
                89.00 | 
                4.83 | 
                5.3% | 
                1.31 | 
                1.4% | 
                59% | 
                False | 
                False | 
                12,768 | 
                 
                
                | 40 | 
                98.68 | 
                89.00 | 
                9.68 | 
                10.5% | 
                1.20 | 
                1.3% | 
                29% | 
                False | 
                False | 
                9,468 | 
                 
                
                | 60 | 
                101.33 | 
                89.00 | 
                12.33 | 
                13.4% | 
                1.09 | 
                1.2% | 
                23% | 
                False | 
                False | 
                7,719 | 
                 
                
                | 80 | 
                101.33 | 
                89.00 | 
                12.33 | 
                13.4% | 
                0.97 | 
                1.1% | 
                23% | 
                False | 
                False | 
                6,441 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            97.12 | 
         
        
            | 
2.618             | 
            95.36 | 
         
        
            | 
1.618             | 
            94.28 | 
         
        
            | 
1.000             | 
            93.61 | 
         
        
            | 
0.618             | 
            93.20 | 
         
        
            | 
HIGH             | 
            92.53 | 
         
        
            | 
0.618             | 
            92.12 | 
         
        
            | 
0.500             | 
            91.99 | 
         
        
            | 
0.382             | 
            91.86 | 
         
        
            | 
LOW             | 
            91.45 | 
         
        
            | 
0.618             | 
            90.78 | 
         
        
            | 
1.000             | 
            90.37 | 
         
        
            | 
1.618             | 
            89.70 | 
         
        
            | 
2.618             | 
            88.62 | 
         
        
            | 
4.250             | 
            86.86 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 17-Sep-2014 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                91.99 | 
                                91.50 | 
                             
                            
                                | PP | 
                                91.94 | 
                                91.17 | 
                             
                            
                                | S1 | 
                                91.89 | 
                                90.83 | 
                             
             
         |