NYMEX Light Sweet Crude Oil Future February 2015
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 04-Nov-2014 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    03-Nov-2014 | 
                    04-Nov-2014 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        80.28 | 
                        78.37 | 
                        -1.91 | 
                        -2.4% | 
                        80.75 | 
                     
                    
                        | High | 
                        80.81 | 
                        78.48 | 
                        -2.33 | 
                        -2.9% | 
                        82.32 | 
                     
                    
                        | Low | 
                        78.19 | 
                        76.05 | 
                        -2.14 | 
                        -2.7% | 
                        79.05 | 
                     
                    
                        | Close | 
                        78.84 | 
                        77.19 | 
                        -1.65 | 
                        -2.1% | 
                        80.36 | 
                     
                    
                        | Range | 
                        2.62 | 
                        2.43 | 
                        -0.19 | 
                        -7.3% | 
                        3.27 | 
                     
                    
                        | ATR | 
                        1.98 | 
                        2.04 | 
                        0.06 | 
                        2.9% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        27,649 | 
                        45,031 | 
                        17,382 | 
                        62.9% | 
                        124,302 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 04-Nov-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                84.53 | 
                83.29 | 
                78.53 | 
                 | 
             
            
                | R3 | 
                82.10 | 
                80.86 | 
                77.86 | 
                 | 
             
            
                | R2 | 
                79.67 | 
                79.67 | 
                77.64 | 
                 | 
             
            
                | R1 | 
                78.43 | 
                78.43 | 
                77.41 | 
                77.84 | 
             
            
                | PP | 
                77.24 | 
                77.24 | 
                77.24 | 
                76.94 | 
             
            
                | S1 | 
                76.00 | 
                76.00 | 
                76.97 | 
                75.41 | 
             
            
                | S2 | 
                74.81 | 
                74.81 | 
                76.74 | 
                 | 
             
            
                | S3 | 
                72.38 | 
                73.57 | 
                76.52 | 
                 | 
             
            
                | S4 | 
                69.95 | 
                71.14 | 
                75.85 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 31-Oct-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                90.39 | 
                88.64 | 
                82.16 | 
                 | 
             
            
                | R3 | 
                87.12 | 
                85.37 | 
                81.26 | 
                 | 
             
            
                | R2 | 
                83.85 | 
                83.85 | 
                80.96 | 
                 | 
             
            
                | R1 | 
                82.10 | 
                82.10 | 
                80.66 | 
                81.34 | 
             
            
                | PP | 
                80.58 | 
                80.58 | 
                80.58 | 
                80.20 | 
             
            
                | S1 | 
                78.83 | 
                78.83 | 
                80.06 | 
                78.07 | 
             
            
                | S2 | 
                77.31 | 
                77.31 | 
                79.76 | 
                 | 
             
            
                | S3 | 
                74.04 | 
                75.56 | 
                79.46 | 
                 | 
             
            
                | S4 | 
                70.77 | 
                72.29 | 
                78.56 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                82.32 | 
                76.05 | 
                6.27 | 
                8.1% | 
                1.86 | 
                2.4% | 
                18% | 
                False | 
                True | 
                30,072 | 
                 
                
                | 10 | 
                82.32 | 
                76.05 | 
                6.27 | 
                8.1% | 
                1.84 | 
                2.4% | 
                18% | 
                False | 
                True | 
                28,281 | 
                 
                
                | 20 | 
                86.87 | 
                76.05 | 
                10.82 | 
                14.0% | 
                2.20 | 
                2.9% | 
                11% | 
                False | 
                True | 
                28,793 | 
                 
                
                | 40 | 
                92.63 | 
                76.05 | 
                16.58 | 
                21.5% | 
                1.96 | 
                2.5% | 
                7% | 
                False | 
                True | 
                24,169 | 
                 
                
                | 60 | 
                95.39 | 
                76.05 | 
                19.34 | 
                25.1% | 
                1.70 | 
                2.2% | 
                6% | 
                False | 
                True | 
                19,143 | 
                 
                
                | 80 | 
                98.68 | 
                76.05 | 
                22.63 | 
                29.3% | 
                1.52 | 
                2.0% | 
                5% | 
                False | 
                True | 
                15,955 | 
                 
                
                | 100 | 
                101.33 | 
                76.05 | 
                25.28 | 
                32.8% | 
                1.36 | 
                1.8% | 
                5% | 
                False | 
                True | 
                13,447 | 
                 
                
                | 120 | 
                101.33 | 
                76.05 | 
                25.28 | 
                32.8% | 
                1.24 | 
                1.6% | 
                5% | 
                False | 
                True | 
                11,522 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            88.81 | 
         
        
            | 
2.618             | 
            84.84 | 
         
        
            | 
1.618             | 
            82.41 | 
         
        
            | 
1.000             | 
            80.91 | 
         
        
            | 
0.618             | 
            79.98 | 
         
        
            | 
HIGH             | 
            78.48 | 
         
        
            | 
0.618             | 
            77.55 | 
         
        
            | 
0.500             | 
            77.27 | 
         
        
            | 
0.382             | 
            76.98 | 
         
        
            | 
LOW             | 
            76.05 | 
         
        
            | 
0.618             | 
            74.55 | 
         
        
            | 
1.000             | 
            73.62 | 
         
        
            | 
1.618             | 
            72.12 | 
         
        
            | 
2.618             | 
            69.69 | 
         
        
            | 
4.250             | 
            65.72 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 04-Nov-2014 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                77.27 | 
                                78.48 | 
                             
                            
                                | PP | 
                                77.24 | 
                                78.05 | 
                             
                            
                                | S1 | 
                                77.22 | 
                                77.62 | 
                             
             
         |