NYMEX Light Sweet Crude Oil Future February 2015
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 17-Dec-2014 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    16-Dec-2014 | 
                    17-Dec-2014 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        55.78 | 
                        55.85 | 
                        0.07 | 
                        0.1% | 
                        65.60 | 
                     
                    
                        | High | 
                        57.44 | 
                        59.27 | 
                        1.83 | 
                        3.2% | 
                        65.61 | 
                     
                    
                        | Low | 
                        53.94 | 
                        54.60 | 
                        0.66 | 
                        1.2% | 
                        57.66 | 
                     
                    
                        | Close | 
                        56.26 | 
                        56.79 | 
                        0.53 | 
                        0.9% | 
                        58.08 | 
                     
                    
                        | Range | 
                        3.50 | 
                        4.67 | 
                        1.17 | 
                        33.4% | 
                        7.95 | 
                     
                    
                        | ATR | 
                        2.69 | 
                        2.83 | 
                        0.14 | 
                        5.3% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        292,441 | 
                        340,243 | 
                        47,802 | 
                        16.3% | 
                        629,970 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 17-Dec-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                70.90 | 
                68.51 | 
                59.36 | 
                 | 
             
            
                | R3 | 
                66.23 | 
                63.84 | 
                58.07 | 
                 | 
             
            
                | R2 | 
                61.56 | 
                61.56 | 
                57.65 | 
                 | 
             
            
                | R1 | 
                59.17 | 
                59.17 | 
                57.22 | 
                60.37 | 
             
            
                | PP | 
                56.89 | 
                56.89 | 
                56.89 | 
                57.48 | 
             
            
                | S1 | 
                54.50 | 
                54.50 | 
                56.36 | 
                55.70 | 
             
            
                | S2 | 
                52.22 | 
                52.22 | 
                55.93 | 
                 | 
             
            
                | S3 | 
                47.55 | 
                49.83 | 
                55.51 | 
                 | 
             
            
                | S4 | 
                42.88 | 
                45.16 | 
                54.22 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 12-Dec-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                84.30 | 
                79.14 | 
                62.45 | 
                 | 
             
            
                | R3 | 
                76.35 | 
                71.19 | 
                60.27 | 
                 | 
             
            
                | R2 | 
                68.40 | 
                68.40 | 
                59.54 | 
                 | 
             
            
                | R1 | 
                63.24 | 
                63.24 | 
                58.81 | 
                61.85 | 
             
            
                | PP | 
                60.45 | 
                60.45 | 
                60.45 | 
                59.75 | 
             
            
                | S1 | 
                55.29 | 
                55.29 | 
                57.35 | 
                53.90 | 
             
            
                | S2 | 
                52.50 | 
                52.50 | 
                56.62 | 
                 | 
             
            
                | S3 | 
                44.55 | 
                47.34 | 
                55.89 | 
                 | 
             
            
                | S4 | 
                36.60 | 
                39.39 | 
                53.71 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                61.88 | 
                53.94 | 
                7.94 | 
                14.0% | 
                3.31 | 
                5.8% | 
                36% | 
                False | 
                False | 
                226,374 | 
                 
                
                | 10 | 
                68.30 | 
                53.94 | 
                14.36 | 
                25.3% | 
                2.80 | 
                4.9% | 
                20% | 
                False | 
                False | 
                157,230 | 
                 
                
                | 20 | 
                77.81 | 
                53.94 | 
                23.87 | 
                42.0% | 
                2.83 | 
                5.0% | 
                12% | 
                False | 
                False | 
                106,029 | 
                 
                
                | 40 | 
                82.32 | 
                53.94 | 
                28.38 | 
                50.0% | 
                2.41 | 
                4.2% | 
                10% | 
                False | 
                False | 
                71,244 | 
                 
                
                | 60 | 
                92.47 | 
                53.94 | 
                38.53 | 
                67.8% | 
                2.35 | 
                4.1% | 
                7% | 
                False | 
                False | 
                56,259 | 
                 
                
                | 80 | 
                93.83 | 
                53.94 | 
                39.89 | 
                70.2% | 
                2.10 | 
                3.7% | 
                7% | 
                False | 
                False | 
                45,499 | 
                 
                
                | 100 | 
                97.63 | 
                53.94 | 
                43.69 | 
                76.9% | 
                1.90 | 
                3.3% | 
                7% | 
                False | 
                False | 
                37,705 | 
                 
                
                | 120 | 
                101.11 | 
                53.94 | 
                47.17 | 
                83.1% | 
                1.74 | 
                3.1% | 
                6% | 
                False | 
                False | 
                32,287 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            79.12 | 
         
        
            | 
2.618             | 
            71.50 | 
         
        
            | 
1.618             | 
            66.83 | 
         
        
            | 
1.000             | 
            63.94 | 
         
        
            | 
0.618             | 
            62.16 | 
         
        
            | 
HIGH             | 
            59.27 | 
         
        
            | 
0.618             | 
            57.49 | 
         
        
            | 
0.500             | 
            56.94 | 
         
        
            | 
0.382             | 
            56.38 | 
         
        
            | 
LOW             | 
            54.60 | 
         
        
            | 
0.618             | 
            51.71 | 
         
        
            | 
1.000             | 
            49.93 | 
         
        
            | 
1.618             | 
            47.04 | 
         
        
            | 
2.618             | 
            42.37 | 
         
        
            | 
4.250             | 
            34.75 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 17-Dec-2014 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                56.94 | 
                                56.73 | 
                             
                            
                                | PP | 
                                56.89 | 
                                56.67 | 
                             
                            
                                | S1 | 
                                56.84 | 
                                56.61 | 
                             
             
         |