NYMEX Light Sweet Crude Oil Future March 2015
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 09-Sep-2014 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    08-Sep-2014 | 
                    09-Sep-2014 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        91.53 | 
                        91.58 | 
                        0.05 | 
                        0.1% | 
                        93.51 | 
                     
                    
                        | High | 
                        91.65 | 
                        91.89 | 
                        0.24 | 
                        0.3% | 
                        93.80 | 
                     
                    
                        | Low | 
                        90.82 | 
                        90.98 | 
                        0.16 | 
                        0.2% | 
                        91.35 | 
                     
                    
                        | Close | 
                        91.51 | 
                        91.21 | 
                        -0.30 | 
                        -0.3% | 
                        92.10 | 
                     
                    
                        | Range | 
                        0.83 | 
                        0.91 | 
                        0.08 | 
                        9.6% | 
                        2.45 | 
                     
                    
                        | ATR | 
                        1.17 | 
                        1.15 | 
                        -0.02 | 
                        -1.6% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        13,526 | 
                        14,769 | 
                        1,243 | 
                        9.2% | 
                        64,214 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 09-Sep-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                94.09 | 
                93.56 | 
                91.71 | 
                 | 
             
            
                | R3 | 
                93.18 | 
                92.65 | 
                91.46 | 
                 | 
             
            
                | R2 | 
                92.27 | 
                92.27 | 
                91.38 | 
                 | 
             
            
                | R1 | 
                91.74 | 
                91.74 | 
                91.29 | 
                91.55 | 
             
            
                | PP | 
                91.36 | 
                91.36 | 
                91.36 | 
                91.27 | 
             
            
                | S1 | 
                90.83 | 
                90.83 | 
                91.13 | 
                90.64 | 
             
            
                | S2 | 
                90.45 | 
                90.45 | 
                91.04 | 
                 | 
             
            
                | S3 | 
                89.54 | 
                89.92 | 
                90.96 | 
                 | 
             
            
                | S4 | 
                88.63 | 
                89.01 | 
                90.71 | 
                 | 
             
     
 | 
    
        
            | 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% | 
                1.25 | 
                1.4% | 
                13% | 
                False | 
                False | 
                15,240 | 
                 
                
                | 10 | 
                93.80 | 
                90.82 | 
                2.98 | 
                3.3% | 
                1.12 | 
                1.2% | 
                13% | 
                False | 
                False | 
                12,986 | 
                 
                
                | 20 | 
                95.10 | 
                90.82 | 
                4.28 | 
                4.7% | 
                1.10 | 
                1.2% | 
                9% | 
                False | 
                False | 
                11,450 | 
                 
                
                | 40 | 
                98.02 | 
                90.82 | 
                7.20 | 
                7.9% | 
                1.02 | 
                1.1% | 
                5% | 
                False | 
                False | 
                11,064 | 
                 
                
                | 60 | 
                100.52 | 
                90.82 | 
                9.70 | 
                10.6% | 
                0.93 | 
                1.0% | 
                4% | 
                False | 
                False | 
                9,789 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            95.76 | 
         
        
            | 
2.618             | 
            94.27 | 
         
        
            | 
1.618             | 
            93.36 | 
         
        
            | 
1.000             | 
            92.80 | 
         
        
            | 
0.618             | 
            92.45 | 
         
        
            | 
HIGH             | 
            91.89 | 
         
        
            | 
0.618             | 
            91.54 | 
         
        
            | 
0.500             | 
            91.44 | 
         
        
            | 
0.382             | 
            91.33 | 
         
        
            | 
LOW             | 
            90.98 | 
         
        
            | 
0.618             | 
            90.42 | 
         
        
            | 
1.000             | 
            90.07 | 
         
        
            | 
1.618             | 
            89.51 | 
         
        
            | 
2.618             | 
            88.60 | 
         
        
            | 
4.250             | 
            87.11 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 09-Sep-2014 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                91.44 | 
                                92.02 | 
                             
                            
                                | PP | 
                                91.36 | 
                                91.75 | 
                             
                            
                                | S1 | 
                                91.29 | 
                                91.48 | 
                             
             
         |