NYMEX Light Sweet Crude Oil Future February 2015
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 25-Sep-2014 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    24-Sep-2014 | 
                    25-Sep-2014 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        90.28 | 
                        91.14 | 
                        0.86 | 
                        1.0% | 
                        89.99 | 
                     
                    
                        | High | 
                        91.49 | 
                        91.70 | 
                        0.21 | 
                        0.2% | 
                        92.63 | 
                     
                    
                        | Low | 
                        89.71 | 
                        90.45 | 
                        0.74 | 
                        0.8% | 
                        89.03 | 
                     
                    
                        | Close | 
                        91.10 | 
                        90.92 | 
                        -0.18 | 
                        -0.2% | 
                        90.76 | 
                     
                    
                        | Range | 
                        1.78 | 
                        1.25 | 
                        -0.53 | 
                        -29.8% | 
                        3.60 | 
                     
                    
                        | ATR | 
                        1.36 | 
                        1.35 | 
                        -0.01 | 
                        -0.6% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        16,783 | 
                        21,475 | 
                        4,692 | 
                        28.0% | 
                        68,798 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 25-Sep-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                94.77 | 
                94.10 | 
                91.61 | 
                 | 
             
            
                | R3 | 
                93.52 | 
                92.85 | 
                91.26 | 
                 | 
             
            
                | R2 | 
                92.27 | 
                92.27 | 
                91.15 | 
                 | 
             
            
                | R1 | 
                91.60 | 
                91.60 | 
                91.03 | 
                91.31 | 
             
            
                | PP | 
                91.02 | 
                91.02 | 
                91.02 | 
                90.88 | 
             
            
                | S1 | 
                90.35 | 
                90.35 | 
                90.81 | 
                90.06 | 
             
            
                | S2 | 
                89.77 | 
                89.77 | 
                90.69 | 
                 | 
             
            
                | S3 | 
                88.52 | 
                89.10 | 
                90.58 | 
                 | 
             
            
                | S4 | 
                87.27 | 
                87.85 | 
                90.23 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                91.70 | 
                89.53 | 
                2.17 | 
                2.4% | 
                1.25 | 
                1.4% | 
                64% | 
                True | 
                False | 
                14,907 | 
                 
                
                | 10 | 
                92.63 | 
                89.03 | 
                3.60 | 
                4.0% | 
                1.41 | 
                1.5% | 
                53% | 
                False | 
                False | 
                15,221 | 
                 
                
                | 20 | 
                93.83 | 
                89.00 | 
                4.83 | 
                5.3% | 
                1.45 | 
                1.6% | 
                40% | 
                False | 
                False | 
                14,381 | 
                 
                
                | 40 | 
                96.27 | 
                89.00 | 
                7.27 | 
                8.0% | 
                1.23 | 
                1.4% | 
                26% | 
                False | 
                False | 
                10,599 | 
                 
                
                | 60 | 
                100.76 | 
                89.00 | 
                11.76 | 
                12.9% | 
                1.15 | 
                1.3% | 
                16% | 
                False | 
                False | 
                8,831 | 
                 
                
                | 80 | 
                101.33 | 
                89.00 | 
                12.33 | 
                13.6% | 
                1.03 | 
                1.1% | 
                16% | 
                False | 
                False | 
                7,423 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            97.01 | 
         
        
            | 
2.618             | 
            94.97 | 
         
        
            | 
1.618             | 
            93.72 | 
         
        
            | 
1.000             | 
            92.95 | 
         
        
            | 
0.618             | 
            92.47 | 
         
        
            | 
HIGH             | 
            91.70 | 
         
        
            | 
0.618             | 
            91.22 | 
         
        
            | 
0.500             | 
            91.08 | 
         
        
            | 
0.382             | 
            90.93 | 
         
        
            | 
LOW             | 
            90.45 | 
         
        
            | 
0.618             | 
            89.68 | 
         
        
            | 
1.000             | 
            89.20 | 
         
        
            | 
1.618             | 
            88.43 | 
         
        
            | 
2.618             | 
            87.18 | 
         
        
            | 
4.250             | 
            85.14 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 25-Sep-2014 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                91.08 | 
                                90.85 | 
                             
                            
                                | PP | 
                                91.02 | 
                                90.78 | 
                             
                            
                                | S1 | 
                                90.97 | 
                                90.71 | 
                             
             
         |