NYMEX Light Sweet Crude Oil Future February 2015
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 07-Oct-2014 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    06-Oct-2014 | 
                    07-Oct-2014 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        87.26 | 
                        87.98 | 
                        0.72 | 
                        0.8% | 
                        91.15 | 
                     
                    
                        | High | 
                        88.34 | 
                        88.23 | 
                        -0.11 | 
                        -0.1% | 
                        92.47 | 
                     
                    
                        | Low | 
                        86.56 | 
                        86.70 | 
                        0.14 | 
                        0.2% | 
                        86.17 | 
                     
                    
                        | Close | 
                        88.11 | 
                        87.05 | 
                        -1.06 | 
                        -1.2% | 
                        87.26 | 
                     
                    
                        | Range | 
                        1.78 | 
                        1.53 | 
                        -0.25 | 
                        -14.0% | 
                        6.30 | 
                     
                    
                        | ATR | 
                        1.66 | 
                        1.65 | 
                        -0.01 | 
                        -0.5% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        23,334 | 
                        18,398 | 
                        -4,936 | 
                        -21.2% | 
                        135,463 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 07-Oct-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                91.92 | 
                91.01 | 
                87.89 | 
                 | 
             
            
                | R3 | 
                90.39 | 
                89.48 | 
                87.47 | 
                 | 
             
            
                | R2 | 
                88.86 | 
                88.86 | 
                87.33 | 
                 | 
             
            
                | R1 | 
                87.95 | 
                87.95 | 
                87.19 | 
                87.64 | 
             
            
                | PP | 
                87.33 | 
                87.33 | 
                87.33 | 
                87.17 | 
             
            
                | S1 | 
                86.42 | 
                86.42 | 
                86.91 | 
                86.11 | 
             
            
                | S2 | 
                85.80 | 
                85.80 | 
                86.77 | 
                 | 
             
            
                | S3 | 
                84.27 | 
                84.89 | 
                86.63 | 
                 | 
             
            
                | S4 | 
                82.74 | 
                83.36 | 
                86.21 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 03-Oct-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                107.53 | 
                103.70 | 
                90.73 | 
                 | 
             
            
                | R3 | 
                101.23 | 
                97.40 | 
                88.99 | 
                 | 
             
            
                | R2 | 
                94.93 | 
                94.93 | 
                88.42 | 
                 | 
             
            
                | R1 | 
                91.10 | 
                91.10 | 
                87.84 | 
                89.87 | 
             
            
                | PP | 
                88.63 | 
                88.63 | 
                88.63 | 
                88.02 | 
             
            
                | S1 | 
                84.80 | 
                84.80 | 
                86.68 | 
                83.57 | 
             
            
                | S2 | 
                82.33 | 
                82.33 | 
                86.11 | 
                 | 
             
            
                | S3 | 
                76.03 | 
                78.50 | 
                85.53 | 
                 | 
             
            
                | S4 | 
                69.73 | 
                72.20 | 
                83.80 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                90.72 | 
                86.17 | 
                4.55 | 
                5.2% | 
                2.06 | 
                2.4% | 
                19% | 
                False | 
                False | 
                28,973 | 
                 
                
                | 10 | 
                92.47 | 
                86.17 | 
                6.30 | 
                7.2% | 
                1.91 | 
                2.2% | 
                14% | 
                False | 
                False | 
                23,274 | 
                 
                
                | 20 | 
                92.63 | 
                86.17 | 
                6.46 | 
                7.4% | 
                1.71 | 
                2.0% | 
                14% | 
                False | 
                False | 
                19,546 | 
                 
                
                | 40 | 
                95.39 | 
                86.17 | 
                9.22 | 
                10.6% | 
                1.44 | 
                1.7% | 
                10% | 
                False | 
                False | 
                14,317 | 
                 
                
                | 60 | 
                98.68 | 
                86.17 | 
                12.51 | 
                14.4% | 
                1.29 | 
                1.5% | 
                7% | 
                False | 
                False | 
                11,675 | 
                 
                
                | 80 | 
                101.33 | 
                86.17 | 
                15.16 | 
                17.4% | 
                1.15 | 
                1.3% | 
                6% | 
                False | 
                False | 
                9,611 | 
                 
                
                | 100 | 
                101.33 | 
                86.17 | 
                15.16 | 
                17.4% | 
                1.04 | 
                1.2% | 
                6% | 
                False | 
                False | 
                8,067 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            94.73 | 
         
        
            | 
2.618             | 
            92.24 | 
         
        
            | 
1.618             | 
            90.71 | 
         
        
            | 
1.000             | 
            89.76 | 
         
        
            | 
0.618             | 
            89.18 | 
         
        
            | 
HIGH             | 
            88.23 | 
         
        
            | 
0.618             | 
            87.65 | 
         
        
            | 
0.500             | 
            87.47 | 
         
        
            | 
0.382             | 
            87.28 | 
         
        
            | 
LOW             | 
            86.70 | 
         
        
            | 
0.618             | 
            85.75 | 
         
        
            | 
1.000             | 
            85.17 | 
         
        
            | 
1.618             | 
            84.22 | 
         
        
            | 
2.618             | 
            82.69 | 
         
        
            | 
4.250             | 
            80.20 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 07-Oct-2014 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                87.47 | 
                                87.78 | 
                             
                            
                                | PP | 
                                87.33 | 
                                87.53 | 
                             
                            
                                | S1 | 
                                87.19 | 
                                87.29 | 
                             
             
         |