NYMEX Light Sweet Crude Oil Future February 2015
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 30-Dec-2014 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    29-Dec-2014 | 
                    30-Dec-2014 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        55.05 | 
                        53.72 | 
                        -1.33 | 
                        -2.4% | 
                        57.75 | 
                     
                    
                        | High | 
                        55.74 | 
                        54.32 | 
                        -1.42 | 
                        -2.5% | 
                        58.53 | 
                     
                    
                        | Low | 
                        52.90 | 
                        52.70 | 
                        -0.20 | 
                        -0.4% | 
                        54.51 | 
                     
                    
                        | Close | 
                        53.61 | 
                        54.12 | 
                        0.51 | 
                        1.0% | 
                        54.73 | 
                     
                    
                        | Range | 
                        2.84 | 
                        1.62 | 
                        -1.22 | 
                        -43.0% | 
                        4.02 | 
                     
                    
                        | ATR | 
                        2.89 | 
                        2.80 | 
                        -0.09 | 
                        -3.1% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        241,378 | 
                        218,557 | 
                        -22,821 | 
                        -9.5% | 
                        853,493 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 30-Dec-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                58.57 | 
                57.97 | 
                55.01 | 
                 | 
             
            
                | R3 | 
                56.95 | 
                56.35 | 
                54.57 | 
                 | 
             
            
                | R2 | 
                55.33 | 
                55.33 | 
                54.42 | 
                 | 
             
            
                | R1 | 
                54.73 | 
                54.73 | 
                54.27 | 
                55.03 | 
             
            
                | PP | 
                53.71 | 
                53.71 | 
                53.71 | 
                53.87 | 
             
            
                | S1 | 
                53.11 | 
                53.11 | 
                53.97 | 
                53.41 | 
             
            
                | S2 | 
                52.09 | 
                52.09 | 
                53.82 | 
                 | 
             
            
                | S3 | 
                50.47 | 
                51.49 | 
                53.67 | 
                 | 
             
            
                | S4 | 
                48.85 | 
                49.87 | 
                53.23 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                57.56 | 
                52.70 | 
                4.86 | 
                9.0% | 
                2.22 | 
                4.1% | 
                29% | 
                False | 
                True | 
                207,221 | 
                 
                
                | 10 | 
                59.27 | 
                52.70 | 
                6.57 | 
                12.1% | 
                3.15 | 
                5.8% | 
                22% | 
                False | 
                True | 
                278,365 | 
                 
                
                | 20 | 
                69.40 | 
                52.70 | 
                16.70 | 
                30.9% | 
                2.77 | 
                5.1% | 
                9% | 
                False | 
                True | 
                193,830 | 
                 
                
                | 40 | 
                80.81 | 
                52.70 | 
                28.11 | 
                51.9% | 
                2.65 | 
                4.9% | 
                5% | 
                False | 
                True | 
                119,765 | 
                 
                
                | 60 | 
                88.34 | 
                52.70 | 
                35.64 | 
                65.9% | 
                2.47 | 
                4.6% | 
                4% | 
                False | 
                True | 
                88,925 | 
                 
                
                | 80 | 
                92.63 | 
                52.70 | 
                39.93 | 
                73.8% | 
                2.27 | 
                4.2% | 
                4% | 
                False | 
                True | 
                71,418 | 
                 
                
                | 100 | 
                95.94 | 
                52.70 | 
                43.24 | 
                79.9% | 
                2.05 | 
                3.8% | 
                3% | 
                False | 
                True | 
                58,787 | 
                 
                
                | 120 | 
                98.82 | 
                52.70 | 
                46.12 | 
                85.2% | 
                1.88 | 
                3.5% | 
                3% | 
                False | 
                True | 
                50,011 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            61.21 | 
         
        
            | 
2.618             | 
            58.56 | 
         
        
            | 
1.618             | 
            56.94 | 
         
        
            | 
1.000             | 
            55.94 | 
         
        
            | 
0.618             | 
            55.32 | 
         
        
            | 
HIGH             | 
            54.32 | 
         
        
            | 
0.618             | 
            53.70 | 
         
        
            | 
0.500             | 
            53.51 | 
         
        
            | 
0.382             | 
            53.32 | 
         
        
            | 
LOW             | 
            52.70 | 
         
        
            | 
0.618             | 
            51.70 | 
         
        
            | 
1.000             | 
            51.08 | 
         
        
            | 
1.618             | 
            50.08 | 
         
        
            | 
2.618             | 
            48.46 | 
         
        
            | 
4.250             | 
            45.82 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 30-Dec-2014 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                53.92 | 
                                54.65 | 
                             
                            
                                | PP | 
                                53.71 | 
                                54.47 | 
                             
                            
                                | S1 | 
                                53.51 | 
                                54.30 | 
                             
             
         |