NYMEX Light Sweet Crude Oil Future February 2015
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 22-Sep-2014 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    19-Sep-2014 | 
                    22-Sep-2014 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        90.83 | 
                        90.51 | 
                        -0.32 | 
                        -0.4% | 
                        89.99 | 
                     
                    
                        | High | 
                        91.17 | 
                        90.91 | 
                        -0.26 | 
                        -0.3% | 
                        92.63 | 
                     
                    
                        | Low | 
                        90.28 | 
                        89.53 | 
                        -0.75 | 
                        -0.8% | 
                        89.03 | 
                     
                    
                        | Close | 
                        90.76 | 
                        89.98 | 
                        -0.78 | 
                        -0.9% | 
                        90.76 | 
                     
                    
                        | Range | 
                        0.89 | 
                        1.38 | 
                        0.49 | 
                        55.1% | 
                        3.60 | 
                     
                    
                        | ATR | 
                        1.36 | 
                        1.36 | 
                        0.00 | 
                        0.1% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        13,956 | 
                        10,742 | 
                        -3,214 | 
                        -23.0% | 
                        68,798 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 22-Sep-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                94.28 | 
                93.51 | 
                90.74 | 
                 | 
             
            
                | R3 | 
                92.90 | 
                92.13 | 
                90.36 | 
                 | 
             
            
                | R2 | 
                91.52 | 
                91.52 | 
                90.23 | 
                 | 
             
            
                | R1 | 
                90.75 | 
                90.75 | 
                90.11 | 
                90.45 | 
             
            
                | PP | 
                90.14 | 
                90.14 | 
                90.14 | 
                89.99 | 
             
            
                | S1 | 
                89.37 | 
                89.37 | 
                89.85 | 
                89.07 | 
             
            
                | S2 | 
                88.76 | 
                88.76 | 
                89.73 | 
                 | 
             
            
                | S3 | 
                87.38 | 
                87.99 | 
                89.60 | 
                 | 
             
            
                | S4 | 
                86.00 | 
                86.61 | 
                89.22 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 19-Sep-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                101.61 | 
                99.78 | 
                92.74 | 
                 | 
             
            
                | R3 | 
                98.01 | 
                96.18 | 
                91.75 | 
                 | 
             
            
                | R2 | 
                94.41 | 
                94.41 | 
                91.42 | 
                 | 
             
            
                | R1 | 
                92.58 | 
                92.58 | 
                91.09 | 
                93.50 | 
             
            
                | PP | 
                90.81 | 
                90.81 | 
                90.81 | 
                91.26 | 
             
            
                | S1 | 
                88.98 | 
                88.98 | 
                90.43 | 
                89.90 | 
             
            
                | S2 | 
                87.21 | 
                87.21 | 
                90.10 | 
                 | 
             
            
                | S3 | 
                83.61 | 
                85.38 | 
                89.77 | 
                 | 
             
            
                | S4 | 
                80.01 | 
                81.78 | 
                88.78 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                92.63 | 
                89.53 | 
                3.10 | 
                3.4% | 
                1.36 | 
                1.5% | 
                15% | 
                False | 
                True | 
                12,683 | 
                 
                
                | 10 | 
                92.63 | 
                89.00 | 
                3.63 | 
                4.0% | 
                1.52 | 
                1.7% | 
                27% | 
                False | 
                False | 
                16,522 | 
                 
                
                | 20 | 
                93.83 | 
                89.00 | 
                4.83 | 
                5.4% | 
                1.35 | 
                1.5% | 
                20% | 
                False | 
                False | 
                13,110 | 
                 
                
                | 40 | 
                98.12 | 
                89.00 | 
                9.12 | 
                10.1% | 
                1.22 | 
                1.4% | 
                11% | 
                False | 
                False | 
                9,810 | 
                 
                
                | 60 | 
                101.11 | 
                89.00 | 
                12.11 | 
                13.5% | 
                1.11 | 
                1.2% | 
                8% | 
                False | 
                False | 
                8,175 | 
                 
                
                | 80 | 
                101.33 | 
                89.00 | 
                12.33 | 
                13.7% | 
                0.99 | 
                1.1% | 
                8% | 
                False | 
                False | 
                6,837 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            96.78 | 
         
        
            | 
2.618             | 
            94.52 | 
         
        
            | 
1.618             | 
            93.14 | 
         
        
            | 
1.000             | 
            92.29 | 
         
        
            | 
0.618             | 
            91.76 | 
         
        
            | 
HIGH             | 
            90.91 | 
         
        
            | 
0.618             | 
            90.38 | 
         
        
            | 
0.500             | 
            90.22 | 
         
        
            | 
0.382             | 
            90.06 | 
         
        
            | 
LOW             | 
            89.53 | 
         
        
            | 
0.618             | 
            88.68 | 
         
        
            | 
1.000             | 
            88.15 | 
         
        
            | 
1.618             | 
            87.30 | 
         
        
            | 
2.618             | 
            85.92 | 
         
        
            | 
4.250             | 
            83.67 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 22-Sep-2014 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                90.22 | 
                                90.80 | 
                             
                            
                                | PP | 
                                90.14 | 
                                90.53 | 
                             
                            
                                | S1 | 
                                90.06 | 
                                90.25 | 
                             
             
         |