NYMEX Light Sweet Crude Oil Future March 2015
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 08-Sep-2014 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 05-Sep-2014 | 08-Sep-2014 | Change | Change % | Previous Week |  
                        | Open | 93.00 | 91.53 | -1.47 | -1.6% | 93.51 |  
                        | High | 93.22 | 91.65 | -1.57 | -1.7% | 93.80 |  
                        | Low | 91.72 | 90.82 | -0.90 | -1.0% | 91.35 |  
                        | Close | 92.10 | 91.51 | -0.59 | -0.6% | 92.10 |  
                        | Range | 1.50 | 0.83 | -0.67 | -44.7% | 2.45 |  
                        | ATR | 1.16 | 1.17 | 0.01 | 0.8% | 0.00 |  
                        | Volume | 12,715 | 13,526 | 811 | 6.4% | 64,214 |  | 
    
| 
        
            | Daily Pivots for day following 08-Sep-2014 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 93.82 | 93.49 | 91.97 |  |  
                | R3 | 92.99 | 92.66 | 91.74 |  |  
                | R2 | 92.16 | 92.16 | 91.66 |  |  
                | R1 | 91.83 | 91.83 | 91.59 | 91.58 |  
                | PP | 91.33 | 91.33 | 91.33 | 91.20 |  
                | S1 | 91.00 | 91.00 | 91.43 | 90.75 |  
                | S2 | 90.50 | 90.50 | 91.36 |  |  
                | S3 | 89.67 | 90.17 | 91.28 |  |  
                | S4 | 88.84 | 89.34 | 91.05 |  |  | 
        
            | Weekly Pivots for week ending 05-Sep-2014 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 99.77 | 98.38 | 93.45 |  |  
                | R3 | 97.32 | 95.93 | 92.77 |  |  
                | R2 | 94.87 | 94.87 | 92.55 |  |  
                | R1 | 93.48 | 93.48 | 92.32 | 92.95 |  
                | PP | 92.42 | 92.42 | 92.42 | 92.15 |  
                | S1 | 91.03 | 91.03 | 91.88 | 90.50 |  
                | S2 | 89.97 | 89.97 | 91.65 |  |  
                | S3 | 87.52 | 88.58 | 91.43 |  |  
                | S4 | 85.07 | 86.13 | 90.75 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 93.80 | 90.82 | 2.98 | 3.3% | 1.50 | 1.6% | 23% | False | True | 15,548 |  
                | 10 | 93.80 | 90.82 | 2.98 | 3.3% | 1.09 | 1.2% | 23% | False | True | 12,365 |  
                | 20 | 95.38 | 90.82 | 4.56 | 5.0% | 1.09 | 1.2% | 15% | False | True | 11,162 |  
                | 40 | 98.02 | 90.82 | 7.20 | 7.9% | 1.02 | 1.1% | 10% | False | True | 10,936 |  
                | 60 | 100.52 | 90.82 | 9.70 | 10.6% | 0.94 | 1.0% | 7% | False | True | 9,777 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 95.18 |  
            | 2.618 | 93.82 |  
            | 1.618 | 92.99 |  
            | 1.000 | 92.48 |  
            | 0.618 | 92.16 |  
            | HIGH | 91.65 |  
            | 0.618 | 91.33 |  
            | 0.500 | 91.24 |  
            | 0.382 | 91.14 |  
            | LOW | 90.82 |  
            | 0.618 | 90.31 |  
            | 1.000 | 89.99 |  
            | 1.618 | 89.48 |  
            | 2.618 | 88.65 |  
            | 4.250 | 87.29 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 08-Sep-2014 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 91.42 | 92.21 |  
                                | PP | 91.33 | 91.97 |  
                                | S1 | 91.24 | 91.74 |  |