NYMEX Light Sweet Crude Oil Future March 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 | 
                        90.20 | 
                        90.84 | 
                        0.64 | 
                        0.7% | 
                        90.00 | 
                     
                    
                        | High | 
                        91.11 | 
                        91.31 | 
                        0.20 | 
                        0.2% | 
                        92.32 | 
                     
                    
                        | Low | 
                        89.49 | 
                        90.10 | 
                        0.61 | 
                        0.7% | 
                        88.98 | 
                     
                    
                        | Close | 
                        90.78 | 
                        90.63 | 
                        -0.15 | 
                        -0.2% | 
                        90.61 | 
                     
                    
                        | Range | 
                        1.62 | 
                        1.21 | 
                        -0.41 | 
                        -25.3% | 
                        3.34 | 
                     
                    
                        | ATR | 
                        1.25 | 
                        1.25 | 
                        0.00 | 
                        -0.2% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        23,268 | 
                        41,681 | 
                        18,413 | 
                        79.1% | 
                        90,157 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 25-Sep-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                94.31 | 
                93.68 | 
                91.30 | 
                 | 
             
            
                | R3 | 
                93.10 | 
                92.47 | 
                90.96 | 
                 | 
             
            
                | R2 | 
                91.89 | 
                91.89 | 
                90.85 | 
                 | 
             
            
                | R1 | 
                91.26 | 
                91.26 | 
                90.74 | 
                90.97 | 
             
            
                | PP | 
                90.68 | 
                90.68 | 
                90.68 | 
                90.54 | 
             
            
                | S1 | 
                90.05 | 
                90.05 | 
                90.52 | 
                89.76 | 
             
            
                | S2 | 
                89.47 | 
                89.47 | 
                90.41 | 
                 | 
             
            
                | S3 | 
                88.26 | 
                88.84 | 
                90.30 | 
                 | 
             
            
                | S4 | 
                87.05 | 
                87.63 | 
                89.96 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 19-Sep-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                100.66 | 
                98.97 | 
                92.45 | 
                 | 
             
            
                | R3 | 
                97.32 | 
                95.63 | 
                91.53 | 
                 | 
             
            
                | R2 | 
                93.98 | 
                93.98 | 
                91.22 | 
                 | 
             
            
                | R1 | 
                92.29 | 
                92.29 | 
                90.92 | 
                93.14 | 
             
            
                | PP | 
                90.64 | 
                90.64 | 
                90.64 | 
                91.06 | 
             
            
                | S1 | 
                88.95 | 
                88.95 | 
                90.30 | 
                89.80 | 
             
            
                | S2 | 
                87.30 | 
                87.30 | 
                90.00 | 
                 | 
             
            
                | S3 | 
                83.96 | 
                85.61 | 
                89.69 | 
                 | 
             
            
                | S4 | 
                80.62 | 
                82.27 | 
                88.77 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                91.31 | 
                89.40 | 
                1.91 | 
                2.1% | 
                1.14 | 
                1.3% | 
                64% | 
                True | 
                False | 
                23,209 | 
                 
                
                | 10 | 
                92.32 | 
                88.98 | 
                3.34 | 
                3.7% | 
                1.28 | 
                1.4% | 
                49% | 
                False | 
                False | 
                21,898 | 
                 
                
                | 20 | 
                93.80 | 
                88.98 | 
                4.82 | 
                5.3% | 
                1.31 | 
                1.4% | 
                34% | 
                False | 
                False | 
                19,088 | 
                 
                
                | 40 | 
                95.76 | 
                88.98 | 
                6.78 | 
                7.5% | 
                1.13 | 
                1.2% | 
                24% | 
                False | 
                False | 
                14,472 | 
                 
                
                | 60 | 
                100.07 | 
                88.98 | 
                11.09 | 
                12.2% | 
                1.07 | 
                1.2% | 
                15% | 
                False | 
                False | 
                12,713 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            96.45 | 
         
        
            | 
2.618             | 
            94.48 | 
         
        
            | 
1.618             | 
            93.27 | 
         
        
            | 
1.000             | 
            92.52 | 
         
        
            | 
0.618             | 
            92.06 | 
         
        
            | 
HIGH             | 
            91.31 | 
         
        
            | 
0.618             | 
            90.85 | 
         
        
            | 
0.500             | 
            90.71 | 
         
        
            | 
0.382             | 
            90.56 | 
         
        
            | 
LOW             | 
            90.10 | 
         
        
            | 
0.618             | 
            89.35 | 
         
        
            | 
1.000             | 
            88.89 | 
         
        
            | 
1.618             | 
            88.14 | 
         
        
            | 
2.618             | 
            86.93 | 
         
        
            | 
4.250             | 
            84.96 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 25-Sep-2014 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                90.71 | 
                                90.55 | 
                             
                            
                                | PP | 
                                90.68 | 
                                90.48 | 
                             
                            
                                | S1 | 
                                90.66 | 
                                90.40 | 
                             
             
         |