NYMEX Light Sweet Crude Oil Future February 2015
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 03-Dec-2014 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    02-Dec-2014 | 
                    03-Dec-2014 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        69.36 | 
                        67.70 | 
                        -1.66 | 
                        -2.4% | 
                        76.70 | 
                     
                    
                        | High | 
                        69.40 | 
                        68.32 | 
                        -1.08 | 
                        -1.6% | 
                        77.05 | 
                     
                    
                        | Low | 
                        66.80 | 
                        66.86 | 
                        0.06 | 
                        0.1% | 
                        65.92 | 
                     
                    
                        | Close | 
                        67.00 | 
                        67.46 | 
                        0.46 | 
                        0.7% | 
                        66.26 | 
                     
                    
                        | Range | 
                        2.60 | 
                        1.46 | 
                        -1.14 | 
                        -43.8% | 
                        11.13 | 
                     
                    
                        | ATR | 
                        2.66 | 
                        2.57 | 
                        -0.09 | 
                        -3.2% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        89,168 | 
                        64,170 | 
                        -24,998 | 
                        -28.0% | 
                        166,468 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 03-Dec-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                71.93 | 
                71.15 | 
                68.26 | 
                 | 
             
            
                | R3 | 
                70.47 | 
                69.69 | 
                67.86 | 
                 | 
             
            
                | R2 | 
                69.01 | 
                69.01 | 
                67.73 | 
                 | 
             
            
                | R1 | 
                68.23 | 
                68.23 | 
                67.59 | 
                67.89 | 
             
            
                | PP | 
                67.55 | 
                67.55 | 
                67.55 | 
                67.38 | 
             
            
                | S1 | 
                66.77 | 
                66.77 | 
                67.33 | 
                66.43 | 
             
            
                | S2 | 
                66.09 | 
                66.09 | 
                67.19 | 
                 | 
             
            
                | S3 | 
                64.63 | 
                65.31 | 
                67.06 | 
                 | 
             
            
                | S4 | 
                63.17 | 
                63.85 | 
                66.66 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                74.56 | 
                63.88 | 
                10.68 | 
                15.8% | 
                3.73 | 
                5.5% | 
                34% | 
                False | 
                False | 
                63,213 | 
                 
                
                | 10 | 
                77.81 | 
                63.88 | 
                13.93 | 
                20.6% | 
                2.87 | 
                4.3% | 
                26% | 
                False | 
                False | 
                54,829 | 
                 
                
                | 20 | 
                79.69 | 
                63.88 | 
                15.81 | 
                23.4% | 
                2.49 | 
                3.7% | 
                23% | 
                False | 
                False | 
                49,733 | 
                 
                
                | 40 | 
                86.87 | 
                63.88 | 
                22.99 | 
                34.1% | 
                2.35 | 
                3.5% | 
                16% | 
                False | 
                False | 
                39,263 | 
                 
                
                | 60 | 
                92.63 | 
                63.88 | 
                28.75 | 
                42.6% | 
                2.14 | 
                3.2% | 
                12% | 
                False | 
                False | 
                32,691 | 
                 
                
                | 80 | 
                95.39 | 
                63.88 | 
                31.51 | 
                46.7% | 
                1.89 | 
                2.8% | 
                11% | 
                False | 
                False | 
                26,790 | 
                 
                
                | 100 | 
                98.68 | 
                63.88 | 
                34.80 | 
                51.6% | 
                1.71 | 
                2.5% | 
                10% | 
                False | 
                False | 
                22,710 | 
                 
                
                | 120 | 
                101.33 | 
                63.88 | 
                37.45 | 
                55.5% | 
                1.55 | 
                2.3% | 
                10% | 
                False | 
                False | 
                19,495 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            74.53 | 
         
        
            | 
2.618             | 
            72.14 | 
         
        
            | 
1.618             | 
            70.68 | 
         
        
            | 
1.000             | 
            69.78 | 
         
        
            | 
0.618             | 
            69.22 | 
         
        
            | 
HIGH             | 
            68.32 | 
         
        
            | 
0.618             | 
            67.76 | 
         
        
            | 
0.500             | 
            67.59 | 
         
        
            | 
0.382             | 
            67.42 | 
         
        
            | 
LOW             | 
            66.86 | 
         
        
            | 
0.618             | 
            65.96 | 
         
        
            | 
1.000             | 
            65.40 | 
         
        
            | 
1.618             | 
            64.50 | 
         
        
            | 
2.618             | 
            63.04 | 
         
        
            | 
4.250             | 
            60.66 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 03-Dec-2014 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                67.59 | 
                                67.23 | 
                             
                            
                                | PP | 
                                67.55 | 
                                66.99 | 
                             
                            
                                | S1 | 
                                67.50 | 
                                66.76 | 
                             
             
         |