NYMEX Light Sweet Crude Oil Future February 2015
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 08-Jan-2015 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    07-Jan-2015 | 
                    08-Jan-2015 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        48.00 | 
                        48.78 | 
                        0.78 | 
                        1.6% | 
                        55.05 | 
                     
                    
                        | High | 
                        49.31 | 
                        49.65 | 
                        0.34 | 
                        0.7% | 
                        55.74 | 
                     
                    
                        | Low | 
                        46.83 | 
                        47.73 | 
                        0.90 | 
                        1.9% | 
                        52.03 | 
                     
                    
                        | Close | 
                        48.65 | 
                        48.79 | 
                        0.14 | 
                        0.3% | 
                        52.69 | 
                     
                    
                        | Range | 
                        2.48 | 
                        1.92 | 
                        -0.56 | 
                        -22.6% | 
                        3.71 | 
                     
                    
                        | ATR | 
                        2.75 | 
                        2.69 | 
                        -0.06 | 
                        -2.2% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        460,083 | 
                        362,081 | 
                        -98,002 | 
                        -21.3% | 
                        962,159 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 08-Jan-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                54.48 | 
                53.56 | 
                49.85 | 
                 | 
             
            
                | R3 | 
                52.56 | 
                51.64 | 
                49.32 | 
                 | 
             
            
                | R2 | 
                50.64 | 
                50.64 | 
                49.14 | 
                 | 
             
            
                | R1 | 
                49.72 | 
                49.72 | 
                48.97 | 
                50.18 | 
             
            
                | PP | 
                48.72 | 
                48.72 | 
                48.72 | 
                48.96 | 
             
            
                | S1 | 
                47.80 | 
                47.80 | 
                48.61 | 
                48.26 | 
             
            
                | S2 | 
                46.80 | 
                46.80 | 
                48.44 | 
                 | 
             
            
                | S3 | 
                44.88 | 
                45.88 | 
                48.26 | 
                 | 
             
            
                | S4 | 
                42.96 | 
                43.96 | 
                47.73 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                55.11 | 
                46.83 | 
                8.28 | 
                17.0% | 
                2.67 | 
                5.5% | 
                24% | 
                False | 
                False | 
                383,659 | 
                 
                
                | 10 | 
                57.15 | 
                46.83 | 
                10.32 | 
                21.2% | 
                2.36 | 
                4.8% | 
                19% | 
                False | 
                False | 
                291,391 | 
                 
                
                | 20 | 
                63.60 | 
                46.83 | 
                16.77 | 
                34.4% | 
                2.89 | 
                5.9% | 
                12% | 
                False | 
                False | 
                279,143 | 
                 
                
                | 40 | 
                77.90 | 
                46.83 | 
                31.07 | 
                63.7% | 
                2.68 | 
                5.5% | 
                6% | 
                False | 
                False | 
                167,138 | 
                 
                
                | 60 | 
                83.73 | 
                46.83 | 
                36.90 | 
                75.6% | 
                2.51 | 
                5.1% | 
                5% | 
                False | 
                False | 
                122,208 | 
                 
                
                | 80 | 
                92.63 | 
                46.83 | 
                45.80 | 
                93.9% | 
                2.34 | 
                4.8% | 
                4% | 
                False | 
                False | 
                96,917 | 
                 
                
                | 100 | 
                93.83 | 
                46.83 | 
                47.00 | 
                96.3% | 
                2.12 | 
                4.4% | 
                4% | 
                False | 
                False | 
                79,943 | 
                 
                
                | 120 | 
                98.68 | 
                46.83 | 
                51.85 | 
                106.3% | 
                1.95 | 
                4.0% | 
                4% | 
                False | 
                False | 
                67,658 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            57.81 | 
         
        
            | 
2.618             | 
            54.68 | 
         
        
            | 
1.618             | 
            52.76 | 
         
        
            | 
1.000             | 
            51.57 | 
         
        
            | 
0.618             | 
            50.84 | 
         
        
            | 
HIGH             | 
            49.65 | 
         
        
            | 
0.618             | 
            48.92 | 
         
        
            | 
0.500             | 
            48.69 | 
         
        
            | 
0.382             | 
            48.46 | 
         
        
            | 
LOW             | 
            47.73 | 
         
        
            | 
0.618             | 
            46.54 | 
         
        
            | 
1.000             | 
            45.81 | 
         
        
            | 
1.618             | 
            44.62 | 
         
        
            | 
2.618             | 
            42.70 | 
         
        
            | 
4.250             | 
            39.57 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 08-Jan-2015 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                48.76 | 
                                48.73 | 
                             
                            
                                | PP | 
                                48.72 | 
                                48.66 | 
                             
                            
                                | S1 | 
                                48.69 | 
                                48.60 | 
                             
             
         |