NYMEX Light Sweet Crude Oil Future February 2015
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 28-Nov-2014 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    26-Nov-2014 | 
                    28-Nov-2014 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        73.94 | 
                        73.55 | 
                        -0.39 | 
                        -0.5% | 
                        76.70 | 
                     
                    
                        | High | 
                        74.56 | 
                        73.62 | 
                        -0.94 | 
                        -1.3% | 
                        77.05 | 
                     
                    
                        | Low | 
                        73.40 | 
                        65.92 | 
                        -7.48 | 
                        -10.2% | 
                        65.92 | 
                     
                    
                        | Close | 
                        73.76 | 
                        66.26 | 
                        -7.50 | 
                        -10.2% | 
                        66.26 | 
                     
                    
                        | Range | 
                        1.16 | 
                        7.70 | 
                        6.54 | 
                        563.8% | 
                        11.13 | 
                     
                    
                        | ATR | 
                        2.01 | 
                        2.43 | 
                        0.42 | 
                        20.7% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        41,536 | 
                        41,951 | 
                        415 | 
                        1.0% | 
                        166,468 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 28-Nov-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                91.70 | 
                86.68 | 
                70.50 | 
                 | 
             
            
                | R3 | 
                84.00 | 
                78.98 | 
                68.38 | 
                 | 
             
            
                | R2 | 
                76.30 | 
                76.30 | 
                67.67 | 
                 | 
             
            
                | R1 | 
                71.28 | 
                71.28 | 
                66.97 | 
                69.94 | 
             
            
                | PP | 
                68.60 | 
                68.60 | 
                68.60 | 
                67.93 | 
             
            
                | S1 | 
                63.58 | 
                63.58 | 
                65.55 | 
                62.24 | 
             
            
                | S2 | 
                60.90 | 
                60.90 | 
                64.85 | 
                 | 
             
            
                | S3 | 
                53.20 | 
                55.88 | 
                64.14 | 
                 | 
             
            
                | S4 | 
                45.50 | 
                48.18 | 
                62.03 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 28-Nov-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                103.13 | 
                95.83 | 
                72.38 | 
                 | 
             
            
                | R3 | 
                92.00 | 
                84.70 | 
                69.32 | 
                 | 
             
            
                | R2 | 
                80.87 | 
                80.87 | 
                68.30 | 
                 | 
             
            
                | R1 | 
                73.57 | 
                73.57 | 
                67.28 | 
                71.66 | 
             
            
                | PP | 
                69.74 | 
                69.74 | 
                69.74 | 
                68.79 | 
             
            
                | S1 | 
                62.44 | 
                62.44 | 
                65.24 | 
                60.53 | 
             
            
                | S2 | 
                58.61 | 
                58.61 | 
                64.22 | 
                 | 
             
            
                | S3 | 
                47.48 | 
                51.31 | 
                63.20 | 
                 | 
             
            
                | S4 | 
                36.35 | 
                40.18 | 
                60.14 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                77.81 | 
                65.92 | 
                11.89 | 
                17.9% | 
                3.07 | 
                4.6% | 
                3% | 
                False | 
                True | 
                43,365 | 
                 
                
                | 10 | 
                77.81 | 
                65.92 | 
                11.89 | 
                17.9% | 
                2.55 | 
                3.8% | 
                3% | 
                False | 
                True | 
                44,308 | 
                 
                
                | 20 | 
                80.91 | 
                65.92 | 
                14.99 | 
                22.6% | 
                2.34 | 
                3.5% | 
                2% | 
                False | 
                True | 
                42,924 | 
                 
                
                | 40 | 
                88.99 | 
                65.92 | 
                23.07 | 
                34.8% | 
                2.24 | 
                3.4% | 
                1% | 
                False | 
                True | 
                35,415 | 
                 
                
                | 60 | 
                93.36 | 
                65.92 | 
                27.44 | 
                41.4% | 
                2.04 | 
                3.1% | 
                1% | 
                False | 
                True | 
                29,454 | 
                 
                
                | 80 | 
                95.94 | 
                65.92 | 
                30.02 | 
                45.3% | 
                1.81 | 
                2.7% | 
                1% | 
                False | 
                True | 
                24,095 | 
                 
                
                | 100 | 
                99.09 | 
                65.92 | 
                33.17 | 
                50.1% | 
                1.65 | 
                2.5% | 
                1% | 
                False | 
                True | 
                20,476 | 
                 
                
                | 120 | 
                101.33 | 
                65.92 | 
                35.41 | 
                53.4% | 
                1.49 | 
                2.3% | 
                1% | 
                False | 
                True | 
                17,642 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            106.35 | 
         
        
            | 
2.618             | 
            93.78 | 
         
        
            | 
1.618             | 
            86.08 | 
         
        
            | 
1.000             | 
            81.32 | 
         
        
            | 
0.618             | 
            78.38 | 
         
        
            | 
HIGH             | 
            73.62 | 
         
        
            | 
0.618             | 
            70.68 | 
         
        
            | 
0.500             | 
            69.77 | 
         
        
            | 
0.382             | 
            68.86 | 
         
        
            | 
LOW             | 
            65.92 | 
         
        
            | 
0.618             | 
            61.16 | 
         
        
            | 
1.000             | 
            58.22 | 
         
        
            | 
1.618             | 
            53.46 | 
         
        
            | 
2.618             | 
            45.76 | 
         
        
            | 
4.250             | 
            33.20 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 28-Nov-2014 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                69.77 | 
                                71.27 | 
                             
                            
                                | PP | 
                                68.60 | 
                                69.60 | 
                             
                            
                                | S1 | 
                                67.43 | 
                                67.93 | 
                             
             
         |