NYMEX Light Sweet Crude Oil Future February 2015
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 23-Dec-2014 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    22-Dec-2014 | 
                    23-Dec-2014 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        57.75 | 
                        55.39 | 
                        -2.36 | 
                        -4.1% | 
                        56.90 | 
                     
                    
                        | High | 
                        58.53 | 
                        57.56 | 
                        -0.97 | 
                        -1.7% | 
                        59.27 | 
                     
                    
                        | Low | 
                        55.13 | 
                        55.06 | 
                        -0.07 | 
                        -0.1% | 
                        53.94 | 
                     
                    
                        | Close | 
                        55.26 | 
                        57.12 | 
                        1.86 | 
                        3.4% | 
                        57.13 | 
                     
                    
                        | Range | 
                        3.40 | 
                        2.50 | 
                        -0.90 | 
                        -26.5% | 
                        5.33 | 
                     
                    
                        | ATR | 
                        3.07 | 
                        3.03 | 
                        -0.04 | 
                        -1.3% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        277,319 | 
                        274,003 | 
                        -3,316 | 
                        -1.2% | 
                        1,665,184 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 23-Dec-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                64.08 | 
                63.10 | 
                58.50 | 
                 | 
             
            
                | R3 | 
                61.58 | 
                60.60 | 
                57.81 | 
                 | 
             
            
                | R2 | 
                59.08 | 
                59.08 | 
                57.58 | 
                 | 
             
            
                | R1 | 
                58.10 | 
                58.10 | 
                57.35 | 
                58.59 | 
             
            
                | PP | 
                56.58 | 
                56.58 | 
                56.58 | 
                56.83 | 
             
            
                | S1 | 
                55.60 | 
                55.60 | 
                56.89 | 
                56.09 | 
             
            
                | S2 | 
                54.08 | 
                54.08 | 
                56.66 | 
                 | 
             
            
                | S3 | 
                51.58 | 
                53.10 | 
                56.43 | 
                 | 
             
            
                | S4 | 
                49.08 | 
                50.60 | 
                55.75 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 19-Dec-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                72.77 | 
                70.28 | 
                60.06 | 
                 | 
             
            
                | R3 | 
                67.44 | 
                64.95 | 
                58.60 | 
                 | 
             
            
                | R2 | 
                62.11 | 
                62.11 | 
                58.11 | 
                 | 
             
            
                | R1 | 
                59.62 | 
                59.62 | 
                57.62 | 
                60.87 | 
             
            
                | PP | 
                56.78 | 
                56.78 | 
                56.78 | 
                57.40 | 
             
            
                | S1 | 
                54.29 | 
                54.29 | 
                56.64 | 
                55.54 | 
             
            
                | S2 | 
                51.45 | 
                51.45 | 
                56.15 | 
                 | 
             
            
                | S3 | 
                46.12 | 
                48.96 | 
                55.66 | 
                 | 
             
            
                | S4 | 
                40.79 | 
                43.63 | 
                54.20 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                59.27 | 
                54.28 | 
                4.99 | 
                8.7% | 
                3.87 | 
                6.8% | 
                57% | 
                False | 
                False | 
                345,822 | 
                 
                
                | 10 | 
                63.60 | 
                53.94 | 
                9.66 | 
                16.9% | 
                3.42 | 
                6.0% | 
                33% | 
                False | 
                False | 
                266,894 | 
                 
                
                | 20 | 
                76.61 | 
                53.94 | 
                22.67 | 
                39.7% | 
                3.20 | 
                5.6% | 
                14% | 
                False | 
                False | 
                165,630 | 
                 
                
                | 40 | 
                82.32 | 
                53.94 | 
                28.38 | 
                49.7% | 
                2.58 | 
                4.5% | 
                11% | 
                False | 
                False | 
                103,175 | 
                 
                
                | 60 | 
                92.47 | 
                53.94 | 
                38.53 | 
                67.5% | 
                2.50 | 
                4.4% | 
                8% | 
                False | 
                False | 
                78,226 | 
                 
                
                | 80 | 
                93.81 | 
                53.94 | 
                39.87 | 
                69.8% | 
                2.25 | 
                3.9% | 
                8% | 
                False | 
                False | 
                62,500 | 
                 
                
                | 100 | 
                95.94 | 
                53.94 | 
                42.00 | 
                73.5% | 
                1.99 | 
                3.5% | 
                8% | 
                False | 
                False | 
                51,377 | 
                 
                
                | 120 | 
                99.76 | 
                53.94 | 
                45.82 | 
                80.2% | 
                1.83 | 
                3.2% | 
                7% | 
                False | 
                False | 
                43,744 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            68.19 | 
         
        
            | 
2.618             | 
            64.11 | 
         
        
            | 
1.618             | 
            61.61 | 
         
        
            | 
1.000             | 
            60.06 | 
         
        
            | 
0.618             | 
            59.11 | 
         
        
            | 
HIGH             | 
            57.56 | 
         
        
            | 
0.618             | 
            56.61 | 
         
        
            | 
0.500             | 
            56.31 | 
         
        
            | 
0.382             | 
            56.02 | 
         
        
            | 
LOW             | 
            55.06 | 
         
        
            | 
0.618             | 
            53.52 | 
         
        
            | 
1.000             | 
            52.56 | 
         
        
            | 
1.618             | 
            51.02 | 
         
        
            | 
2.618             | 
            48.52 | 
         
        
            | 
4.250             | 
            44.44 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 23-Dec-2014 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                56.85 | 
                                56.91 | 
                             
                            
                                | PP | 
                                56.58 | 
                                56.69 | 
                             
                            
                                | S1 | 
                                56.31 | 
                                56.48 | 
                             
             
         |