NYMEX Light Sweet Crude Oil Future February 2015
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 25-Nov-2014 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    24-Nov-2014 | 
                    25-Nov-2014 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        76.70 | 
                        75.52 | 
                        -1.18 | 
                        -1.5% | 
                        76.02 | 
                     
                    
                        | High | 
                        77.05 | 
                        76.61 | 
                        -0.44 | 
                        -0.6% | 
                        77.81 | 
                     
                    
                        | Low | 
                        75.54 | 
                        73.82 | 
                        -1.72 | 
                        -2.3% | 
                        74.01 | 
                     
                    
                        | Close | 
                        75.87 | 
                        74.17 | 
                        -1.70 | 
                        -2.2% | 
                        76.59 | 
                     
                    
                        | Range | 
                        1.51 | 
                        2.79 | 
                        1.28 | 
                        84.8% | 
                        3.80 | 
                     
                    
                        | ATR | 
                        2.02 | 
                        2.07 | 
                        0.06 | 
                        2.7% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        47,602 | 
                        35,379 | 
                        -12,223 | 
                        -25.7% | 
                        222,349 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 25-Nov-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                83.24 | 
                81.49 | 
                75.70 | 
                 | 
             
            
                | R3 | 
                80.45 | 
                78.70 | 
                74.94 | 
                 | 
             
            
                | R2 | 
                77.66 | 
                77.66 | 
                74.68 | 
                 | 
             
            
                | R1 | 
                75.91 | 
                75.91 | 
                74.43 | 
                75.39 | 
             
            
                | PP | 
                74.87 | 
                74.87 | 
                74.87 | 
                74.61 | 
             
            
                | S1 | 
                73.12 | 
                73.12 | 
                73.91 | 
                72.60 | 
             
            
                | S2 | 
                72.08 | 
                72.08 | 
                73.66 | 
                 | 
             
            
                | S3 | 
                69.29 | 
                70.33 | 
                73.40 | 
                 | 
             
            
                | S4 | 
                66.50 | 
                67.54 | 
                72.64 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 21-Nov-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                87.54 | 
                85.86 | 
                78.68 | 
                 | 
             
            
                | R3 | 
                83.74 | 
                82.06 | 
                77.64 | 
                 | 
             
            
                | R2 | 
                79.94 | 
                79.94 | 
                77.29 | 
                 | 
             
            
                | R1 | 
                78.26 | 
                78.26 | 
                76.94 | 
                79.10 | 
             
            
                | PP | 
                76.14 | 
                76.14 | 
                76.14 | 
                76.56 | 
             
            
                | S1 | 
                74.46 | 
                74.46 | 
                76.24 | 
                75.30 | 
             
            
                | S2 | 
                72.34 | 
                72.34 | 
                75.89 | 
                 | 
             
            
                | S3 | 
                68.54 | 
                70.66 | 
                75.55 | 
                 | 
             
            
                | S4 | 
                64.74 | 
                66.86 | 
                74.50 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                77.81 | 
                73.82 | 
                3.99 | 
                5.4% | 
                2.01 | 
                2.7% | 
                9% | 
                False | 
                True | 
                46,444 | 
                 
                
                | 10 | 
                77.81 | 
                73.17 | 
                4.64 | 
                6.3% | 
                2.09 | 
                2.8% | 
                22% | 
                False | 
                False | 
                46,062 | 
                 
                
                | 20 | 
                82.32 | 
                73.17 | 
                9.15 | 
                12.3% | 
                2.03 | 
                2.7% | 
                11% | 
                False | 
                False | 
                41,448 | 
                 
                
                | 40 | 
                90.72 | 
                73.17 | 
                17.55 | 
                23.7% | 
                2.14 | 
                2.9% | 
                6% | 
                False | 
                False | 
                34,983 | 
                 
                
                | 60 | 
                93.81 | 
                73.17 | 
                20.64 | 
                27.8% | 
                1.94 | 
                2.6% | 
                5% | 
                False | 
                False | 
                28,511 | 
                 
                
                | 80 | 
                95.94 | 
                73.17 | 
                22.77 | 
                30.7% | 
                1.72 | 
                2.3% | 
                4% | 
                False | 
                False | 
                23,190 | 
                 
                
                | 100 | 
                99.62 | 
                73.17 | 
                26.45 | 
                35.7% | 
                1.58 | 
                2.1% | 
                4% | 
                False | 
                False | 
                19,692 | 
                 
                
                | 120 | 
                101.33 | 
                73.17 | 
                28.16 | 
                38.0% | 
                1.43 | 
                1.9% | 
                4% | 
                False | 
                False | 
                16,973 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            88.47 | 
         
        
            | 
2.618             | 
            83.91 | 
         
        
            | 
1.618             | 
            81.12 | 
         
        
            | 
1.000             | 
            79.40 | 
         
        
            | 
0.618             | 
            78.33 | 
         
        
            | 
HIGH             | 
            76.61 | 
         
        
            | 
0.618             | 
            75.54 | 
         
        
            | 
0.500             | 
            75.22 | 
         
        
            | 
0.382             | 
            74.89 | 
         
        
            | 
LOW             | 
            73.82 | 
         
        
            | 
0.618             | 
            72.10 | 
         
        
            | 
1.000             | 
            71.03 | 
         
        
            | 
1.618             | 
            69.31 | 
         
        
            | 
2.618             | 
            66.52 | 
         
        
            | 
4.250             | 
            61.96 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 25-Nov-2014 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                75.22 | 
                                75.82 | 
                             
                            
                                | PP | 
                                74.87 | 
                                75.27 | 
                             
                            
                                | S1 | 
                                74.52 | 
                                74.72 | 
                             
             
         |