NYMEX Light Sweet Crude Oil Future February 2015
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 02-Jan-2015 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    31-Dec-2014 | 
                    02-Jan-2015 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        53.87 | 
                        53.76 | 
                        -0.11 | 
                        -0.2% | 
                        55.05 | 
                     
                    
                        | High | 
                        54.02 | 
                        55.11 | 
                        1.09 | 
                        2.0% | 
                        55.74 | 
                     
                    
                        | Low | 
                        52.44 | 
                        52.03 | 
                        -0.41 | 
                        -0.8% | 
                        52.03 | 
                     
                    
                        | Close | 
                        53.27 | 
                        52.69 | 
                        -0.58 | 
                        -1.1% | 
                        52.69 | 
                     
                    
                        | Range | 
                        1.58 | 
                        3.08 | 
                        1.50 | 
                        94.9% | 
                        3.71 | 
                     
                    
                        | ATR | 
                        2.72 | 
                        2.75 | 
                        0.03 | 
                        0.9% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        233,516 | 
                        268,708 | 
                        35,192 | 
                        15.1% | 
                        962,159 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 02-Jan-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                62.52 | 
                60.68 | 
                54.38 | 
                 | 
             
            
                | R3 | 
                59.44 | 
                57.60 | 
                53.54 | 
                 | 
             
            
                | R2 | 
                56.36 | 
                56.36 | 
                53.25 | 
                 | 
             
            
                | R1 | 
                54.52 | 
                54.52 | 
                52.97 | 
                53.90 | 
             
            
                | PP | 
                53.28 | 
                53.28 | 
                53.28 | 
                52.97 | 
             
            
                | S1 | 
                51.44 | 
                51.44 | 
                52.41 | 
                50.82 | 
             
            
                | S2 | 
                50.20 | 
                50.20 | 
                52.13 | 
                 | 
             
            
                | S3 | 
                47.12 | 
                48.36 | 
                51.84 | 
                 | 
             
            
                | S4 | 
                44.04 | 
                45.28 | 
                51.00 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 02-Jan-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                64.62 | 
                62.36 | 
                54.73 | 
                 | 
             
            
                | R3 | 
                60.91 | 
                58.65 | 
                53.71 | 
                 | 
             
            
                | R2 | 
                57.20 | 
                57.20 | 
                53.37 | 
                 | 
             
            
                | R1 | 
                54.94 | 
                54.94 | 
                53.03 | 
                54.22 | 
             
            
                | PP | 
                53.49 | 
                53.49 | 
                53.49 | 
                53.12 | 
             
            
                | S1 | 
                51.23 | 
                51.23 | 
                52.35 | 
                50.51 | 
             
            
                | S2 | 
                49.78 | 
                49.78 | 
                52.01 | 
                 | 
             
            
                | S3 | 
                46.07 | 
                47.52 | 
                51.67 | 
                 | 
             
            
                | S4 | 
                42.36 | 
                43.81 | 
                50.65 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                56.59 | 
                52.03 | 
                4.56 | 
                8.7% | 
                2.24 | 
                4.3% | 
                14% | 
                False | 
                True | 
                217,872 | 
                 
                
                | 10 | 
                59.04 | 
                52.03 | 
                7.01 | 
                13.3% | 
                2.79 | 
                5.3% | 
                9% | 
                False | 
                True | 
                265,319 | 
                 
                
                | 20 | 
                68.30 | 
                52.03 | 
                16.27 | 
                30.9% | 
                2.80 | 
                5.3% | 
                4% | 
                False | 
                True | 
                211,274 | 
                 
                
                | 40 | 
                79.69 | 
                52.03 | 
                27.66 | 
                52.5% | 
                2.65 | 
                5.0% | 
                2% | 
                False | 
                True | 
                130,504 | 
                 
                
                | 60 | 
                86.87 | 
                52.03 | 
                34.84 | 
                66.1% | 
                2.50 | 
                4.7% | 
                2% | 
                False | 
                True | 
                96,600 | 
                 
                
                | 80 | 
                92.63 | 
                52.03 | 
                40.60 | 
                77.1% | 
                2.30 | 
                4.4% | 
                2% | 
                False | 
                True | 
                77,337 | 
                 
                
                | 100 | 
                95.39 | 
                52.03 | 
                43.36 | 
                82.3% | 
                2.08 | 
                3.9% | 
                2% | 
                False | 
                True | 
                63,687 | 
                 
                
                | 120 | 
                98.68 | 
                52.03 | 
                46.65 | 
                88.5% | 
                1.89 | 
                3.6% | 
                1% | 
                False | 
                True | 
                54,138 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            68.20 | 
         
        
            | 
2.618             | 
            63.17 | 
         
        
            | 
1.618             | 
            60.09 | 
         
        
            | 
1.000             | 
            58.19 | 
         
        
            | 
0.618             | 
            57.01 | 
         
        
            | 
HIGH             | 
            55.11 | 
         
        
            | 
0.618             | 
            53.93 | 
         
        
            | 
0.500             | 
            53.57 | 
         
        
            | 
0.382             | 
            53.21 | 
         
        
            | 
LOW             | 
            52.03 | 
         
        
            | 
0.618             | 
            50.13 | 
         
        
            | 
1.000             | 
            48.95 | 
         
        
            | 
1.618             | 
            47.05 | 
         
        
            | 
2.618             | 
            43.97 | 
         
        
            | 
4.250             | 
            38.94 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 02-Jan-2015 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                53.57 | 
                                53.57 | 
                             
                            
                                | PP | 
                                53.28 | 
                                53.28 | 
                             
                            
                                | S1 | 
                                52.98 | 
                                52.98 | 
                             
             
         |