NYMEX Light Sweet Crude Oil Future February 2015
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 15-Jan-2015 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    14-Jan-2015 | 
                    15-Jan-2015 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        46.16 | 
                        48.60 | 
                        2.44 | 
                        5.3% | 
                        52.61 | 
                     
                    
                        | High | 
                        48.91 | 
                        51.27 | 
                        2.36 | 
                        4.8% | 
                        52.73 | 
                     
                    
                        | Low | 
                        45.01 | 
                        46.07 | 
                        1.06 | 
                        2.4% | 
                        46.83 | 
                     
                    
                        | Close | 
                        48.48 | 
                        46.25 | 
                        -2.23 | 
                        -4.6% | 
                        48.36 | 
                     
                    
                        | Range | 
                        3.90 | 
                        5.20 | 
                        1.30 | 
                        33.3% | 
                        5.90 | 
                     
                    
                        | ATR | 
                        2.76 | 
                        2.94 | 
                        0.17 | 
                        6.3% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        510,252 | 
                        478,340 | 
                        -31,912 | 
                        -6.3% | 
                        2,070,595 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 15-Jan-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                63.46 | 
                60.06 | 
                49.11 | 
                 | 
             
            
                | R3 | 
                58.26 | 
                54.86 | 
                47.68 | 
                 | 
             
            
                | R2 | 
                53.06 | 
                53.06 | 
                47.20 | 
                 | 
             
            
                | R1 | 
                49.66 | 
                49.66 | 
                46.73 | 
                48.76 | 
             
            
                | PP | 
                47.86 | 
                47.86 | 
                47.86 | 
                47.42 | 
             
            
                | S1 | 
                44.46 | 
                44.46 | 
                45.77 | 
                43.56 | 
             
            
                | S2 | 
                42.66 | 
                42.66 | 
                45.30 | 
                 | 
             
            
                | S3 | 
                37.46 | 
                39.26 | 
                44.82 | 
                 | 
             
            
                | S4 | 
                32.26 | 
                34.06 | 
                43.39 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 09-Jan-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                67.01 | 
                63.58 | 
                51.61 | 
                 | 
             
            
                | R3 | 
                61.11 | 
                57.68 | 
                49.98 | 
                 | 
             
            
                | R2 | 
                55.21 | 
                55.21 | 
                49.44 | 
                 | 
             
            
                | R1 | 
                51.78 | 
                51.78 | 
                48.90 | 
                50.55 | 
             
            
                | PP | 
                49.31 | 
                49.31 | 
                49.31 | 
                48.69 | 
             
            
                | S1 | 
                45.88 | 
                45.88 | 
                47.82 | 
                44.65 | 
             
            
                | S2 | 
                43.41 | 
                43.41 | 
                47.28 | 
                 | 
             
            
                | S3 | 
                37.51 | 
                39.98 | 
                46.74 | 
                 | 
             
            
                | S4 | 
                31.61 | 
                34.08 | 
                45.12 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                51.27 | 
                44.20 | 
                7.07 | 
                15.3% | 
                3.34 | 
                7.2% | 
                29% | 
                True | 
                False | 
                456,217 | 
                 
                
                | 10 | 
                55.11 | 
                44.20 | 
                10.91 | 
                23.6% | 
                3.01 | 
                6.5% | 
                19% | 
                False | 
                False | 
                419,938 | 
                 
                
                | 20 | 
                59.27 | 
                44.20 | 
                15.07 | 
                32.6% | 
                2.98 | 
                6.4% | 
                14% | 
                False | 
                False | 
                346,205 | 
                 
                
                | 40 | 
                77.81 | 
                44.20 | 
                33.61 | 
                72.7% | 
                2.85 | 
                6.2% | 
                6% | 
                False | 
                False | 
                218,486 | 
                 
                
                | 60 | 
                82.32 | 
                44.20 | 
                38.12 | 
                82.4% | 
                2.55 | 
                5.5% | 
                5% | 
                False | 
                False | 
                157,615 | 
                 
                
                | 80 | 
                92.47 | 
                44.20 | 
                48.27 | 
                104.4% | 
                2.46 | 
                5.3% | 
                4% | 
                False | 
                False | 
                124,637 | 
                 
                
                | 100 | 
                93.83 | 
                44.20 | 
                49.63 | 
                107.3% | 
                2.24 | 
                4.8% | 
                4% | 
                False | 
                False | 
                102,332 | 
                 
                
                | 120 | 
                98.12 | 
                44.20 | 
                53.92 | 
                116.6% | 
                2.05 | 
                4.4% | 
                4% | 
                False | 
                False | 
                86,362 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            73.37 | 
         
        
            | 
2.618             | 
            64.88 | 
         
        
            | 
1.618             | 
            59.68 | 
         
        
            | 
1.000             | 
            56.47 | 
         
        
            | 
0.618             | 
            54.48 | 
         
        
            | 
HIGH             | 
            51.27 | 
         
        
            | 
0.618             | 
            49.28 | 
         
        
            | 
0.500             | 
            48.67 | 
         
        
            | 
0.382             | 
            48.06 | 
         
        
            | 
LOW             | 
            46.07 | 
         
        
            | 
0.618             | 
            42.86 | 
         
        
            | 
1.000             | 
            40.87 | 
         
        
            | 
1.618             | 
            37.66 | 
         
        
            | 
2.618             | 
            32.46 | 
         
        
            | 
4.250             | 
            23.97 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 15-Jan-2015 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                48.67 | 
                                47.74 | 
                             
                            
                                | PP | 
                                47.86 | 
                                47.24 | 
                             
                            
                                | S1 | 
                                47.06 | 
                                46.75 | 
                             
             
         |