NYMEX Light Sweet Crude Oil Future February 2015
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 26-Dec-2014 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    24-Dec-2014 | 
                    26-Dec-2014 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        56.80 | 
                        55.86 | 
                        -0.94 | 
                        -1.7% | 
                        57.75 | 
                     
                    
                        | High | 
                        57.15 | 
                        56.59 | 
                        -0.56 | 
                        -1.0% | 
                        58.53 | 
                     
                    
                        | Low | 
                        55.07 | 
                        54.51 | 
                        -0.56 | 
                        -1.0% | 
                        54.51 | 
                     
                    
                        | Close | 
                        55.84 | 
                        54.73 | 
                        -1.11 | 
                        -2.0% | 
                        54.73 | 
                     
                    
                        | Range | 
                        2.08 | 
                        2.08 | 
                        0.00 | 
                        0.0% | 
                        4.02 | 
                     
                    
                        | ATR | 
                        2.96 | 
                        2.90 | 
                        -0.06 | 
                        -2.1% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        174,969 | 
                        127,202 | 
                        -47,767 | 
                        -27.3% | 
                        853,493 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 26-Dec-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                61.52 | 
                60.20 | 
                55.87 | 
                 | 
             
            
                | R3 | 
                59.44 | 
                58.12 | 
                55.30 | 
                 | 
             
            
                | R2 | 
                57.36 | 
                57.36 | 
                55.11 | 
                 | 
             
            
                | R1 | 
                56.04 | 
                56.04 | 
                54.92 | 
                55.66 | 
             
            
                | PP | 
                55.28 | 
                55.28 | 
                55.28 | 
                55.09 | 
             
            
                | S1 | 
                53.96 | 
                53.96 | 
                54.54 | 
                53.58 | 
             
            
                | S2 | 
                53.20 | 
                53.20 | 
                54.35 | 
                 | 
             
            
                | S3 | 
                51.12 | 
                51.88 | 
                54.16 | 
                 | 
             
            
                | S4 | 
                49.04 | 
                49.80 | 
                53.59 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 26-Dec-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                67.98 | 
                65.38 | 
                56.94 | 
                 | 
             
            
                | R3 | 
                63.96 | 
                61.36 | 
                55.84 | 
                 | 
             
            
                | R2 | 
                59.94 | 
                59.94 | 
                55.47 | 
                 | 
             
            
                | R1 | 
                57.34 | 
                57.34 | 
                55.10 | 
                56.63 | 
             
            
                | PP | 
                55.92 | 
                55.92 | 
                55.92 | 
                55.57 | 
             
            
                | S1 | 
                53.32 | 
                53.32 | 
                54.36 | 
                52.61 | 
             
            
                | S2 | 
                51.90 | 
                51.90 | 
                53.99 | 
                 | 
             
            
                | S3 | 
                47.88 | 
                49.30 | 
                53.62 | 
                 | 
             
            
                | S4 | 
                43.86 | 
                45.28 | 
                52.52 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                58.53 | 
                54.42 | 
                4.11 | 
                7.5% | 
                2.81 | 
                5.1% | 
                8% | 
                False | 
                False | 
                247,405 | 
                 
                
                | 10 | 
                59.79 | 
                53.94 | 
                5.85 | 
                10.7% | 
                3.27 | 
                6.0% | 
                14% | 
                False | 
                False | 
                268,028 | 
                 
                
                | 20 | 
                73.62 | 
                53.94 | 
                19.68 | 
                36.0% | 
                3.22 | 
                5.9% | 
                4% | 
                False | 
                False | 
                176,893 | 
                 
                
                | 40 | 
                81.67 | 
                53.94 | 
                27.73 | 
                50.7% | 
                2.62 | 
                4.8% | 
                3% | 
                False | 
                False | 
                109,749 | 
                 
                
                | 60 | 
                88.99 | 
                53.94 | 
                35.05 | 
                64.0% | 
                2.48 | 
                4.5% | 
                2% | 
                False | 
                False | 
                82,383 | 
                 
                
                | 80 | 
                93.67 | 
                53.94 | 
                39.73 | 
                72.6% | 
                2.25 | 
                4.1% | 
                2% | 
                False | 
                False | 
                65,940 | 
                 
                
                | 100 | 
                95.94 | 
                53.94 | 
                42.00 | 
                76.7% | 
                2.02 | 
                3.7% | 
                2% | 
                False | 
                False | 
                54,312 | 
                 
                
                | 120 | 
                99.09 | 
                53.94 | 
                45.15 | 
                82.5% | 
                1.86 | 
                3.4% | 
                2% | 
                False | 
                False | 
                46,222 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            65.43 | 
         
        
            | 
2.618             | 
            62.04 | 
         
        
            | 
1.618             | 
            59.96 | 
         
        
            | 
1.000             | 
            58.67 | 
         
        
            | 
0.618             | 
            57.88 | 
         
        
            | 
HIGH             | 
            56.59 | 
         
        
            | 
0.618             | 
            55.80 | 
         
        
            | 
0.500             | 
            55.55 | 
         
        
            | 
0.382             | 
            55.30 | 
         
        
            | 
LOW             | 
            54.51 | 
         
        
            | 
0.618             | 
            53.22 | 
         
        
            | 
1.000             | 
            52.43 | 
         
        
            | 
1.618             | 
            51.14 | 
         
        
            | 
2.618             | 
            49.06 | 
         
        
            | 
4.250             | 
            45.67 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 26-Dec-2014 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                55.55 | 
                                56.04 | 
                             
                            
                                | PP | 
                                55.28 | 
                                55.60 | 
                             
                            
                                | S1 | 
                                55.00 | 
                                55.17 | 
                             
             
         |