NYMEX Light Sweet Crude Oil Future February 2015
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 09-Dec-2014 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    08-Dec-2014 | 
                    09-Dec-2014 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        65.60 | 
                        63.16 | 
                        -2.44 | 
                        -3.7% | 
                        66.23 | 
                     
                    
                        | High | 
                        65.61 | 
                        64.35 | 
                        -1.26 | 
                        -1.9% | 
                        69.63 | 
                     
                    
                        | Low | 
                        62.94 | 
                        62.41 | 
                        -0.53 | 
                        -0.8% | 
                        63.88 | 
                     
                    
                        | Close | 
                        63.21 | 
                        63.98 | 
                        0.77 | 
                        1.2% | 
                        65.96 | 
                     
                    
                        | Range | 
                        2.67 | 
                        1.94 | 
                        -0.73 | 
                        -27.3% | 
                        5.75 | 
                     
                    
                        | ATR | 
                        2.52 | 
                        2.48 | 
                        -0.04 | 
                        -1.6% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        71,969 | 
                        105,562 | 
                        33,593 | 
                        46.7% | 
                        347,273 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 09-Dec-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                69.40 | 
                68.63 | 
                65.05 | 
                 | 
             
            
                | R3 | 
                67.46 | 
                66.69 | 
                64.51 | 
                 | 
             
            
                | R2 | 
                65.52 | 
                65.52 | 
                64.34 | 
                 | 
             
            
                | R1 | 
                64.75 | 
                64.75 | 
                64.16 | 
                65.14 | 
             
            
                | PP | 
                63.58 | 
                63.58 | 
                63.58 | 
                63.77 | 
             
            
                | S1 | 
                62.81 | 
                62.81 | 
                63.80 | 
                63.20 | 
             
            
                | S2 | 
                61.64 | 
                61.64 | 
                63.62 | 
                 | 
             
            
                | S3 | 
                59.70 | 
                60.87 | 
                63.45 | 
                 | 
             
            
                | S4 | 
                57.76 | 
                58.93 | 
                62.91 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 05-Dec-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                83.74 | 
                80.60 | 
                69.12 | 
                 | 
             
            
                | R3 | 
                77.99 | 
                74.85 | 
                67.54 | 
                 | 
             
            
                | R2 | 
                72.24 | 
                72.24 | 
                67.01 | 
                 | 
             
            
                | R1 | 
                69.10 | 
                69.10 | 
                66.49 | 
                67.80 | 
             
            
                | PP | 
                66.49 | 
                66.49 | 
                66.49 | 
                65.84 | 
             
            
                | S1 | 
                63.35 | 
                63.35 | 
                65.43 | 
                62.05 | 
             
            
                | S2 | 
                60.74 | 
                60.74 | 
                64.91 | 
                 | 
             
            
                | S3 | 
                54.99 | 
                57.60 | 
                64.38 | 
                 | 
             
            
                | S4 | 
                49.24 | 
                51.85 | 
                62.80 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                68.32 | 
                62.41 | 
                5.91 | 
                9.2% | 
                1.98 | 
                3.1% | 
                27% | 
                False | 
                True | 
                71,278 | 
                 
                
                | 10 | 
                76.61 | 
                62.41 | 
                14.20 | 
                22.2% | 
                2.99 | 
                4.7% | 
                11% | 
                False | 
                True | 
                64,367 | 
                 
                
                | 20 | 
                77.90 | 
                62.41 | 
                15.49 | 
                24.2% | 
                2.48 | 
                3.9% | 
                10% | 
                False | 
                True | 
                55,133 | 
                 
                
                | 40 | 
                83.73 | 
                62.41 | 
                21.32 | 
                33.3% | 
                2.32 | 
                3.6% | 
                7% | 
                False | 
                True | 
                43,741 | 
                 
                
                | 60 | 
                92.63 | 
                62.41 | 
                30.22 | 
                47.2% | 
                2.15 | 
                3.4% | 
                5% | 
                False | 
                True | 
                36,175 | 
                 
                
                | 80 | 
                93.83 | 
                62.41 | 
                31.42 | 
                49.1% | 
                1.93 | 
                3.0% | 
                5% | 
                False | 
                True | 
                30,143 | 
                 
                
                | 100 | 
                98.68 | 
                62.41 | 
                36.27 | 
                56.7% | 
                1.76 | 
                2.7% | 
                4% | 
                False | 
                True | 
                25,362 | 
                 
                
                | 120 | 
                101.33 | 
                62.41 | 
                38.92 | 
                60.8% | 
                1.60 | 
                2.5% | 
                4% | 
                False | 
                True | 
                21,769 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            72.60 | 
         
        
            | 
2.618             | 
            69.43 | 
         
        
            | 
1.618             | 
            67.49 | 
         
        
            | 
1.000             | 
            66.29 | 
         
        
            | 
0.618             | 
            65.55 | 
         
        
            | 
HIGH             | 
            64.35 | 
         
        
            | 
0.618             | 
            63.61 | 
         
        
            | 
0.500             | 
            63.38 | 
         
        
            | 
0.382             | 
            63.15 | 
         
        
            | 
LOW             | 
            62.41 | 
         
        
            | 
0.618             | 
            61.21 | 
         
        
            | 
1.000             | 
            60.47 | 
         
        
            | 
1.618             | 
            59.27 | 
         
        
            | 
2.618             | 
            57.33 | 
         
        
            | 
4.250             | 
            54.17 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 09-Dec-2014 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                63.78 | 
                                64.69 | 
                             
                            
                                | PP | 
                                63.58 | 
                                64.45 | 
                             
                            
                                | S1 | 
                                63.38 | 
                                64.22 | 
                             
             
         |