NYMEX Light Sweet Crude Oil Future February 2015
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 16-Jan-2015 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    15-Jan-2015 | 
                    16-Jan-2015 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        48.60 | 
                        46.35 | 
                        -2.25 | 
                        -4.6% | 
                        48.19 | 
                     
                    
                        | High | 
                        51.27 | 
                        48.87 | 
                        -2.40 | 
                        -4.7% | 
                        51.27 | 
                     
                    
                        | Low | 
                        46.07 | 
                        45.95 | 
                        -0.12 | 
                        -0.3% | 
                        44.20 | 
                     
                    
                        | Close | 
                        46.25 | 
                        48.69 | 
                        2.44 | 
                        5.3% | 
                        48.69 | 
                     
                    
                        | Range | 
                        5.20 | 
                        2.92 | 
                        -2.28 | 
                        -43.8% | 
                        7.07 | 
                     
                    
                        | ATR | 
                        2.94 | 
                        2.93 | 
                        0.00 | 
                        0.0% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        478,340 | 
                        175,626 | 
                        -302,714 | 
                        -63.3% | 
                        2,035,705 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 16-Jan-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                56.60 | 
                55.56 | 
                50.30 | 
                 | 
             
            
                | R3 | 
                53.68 | 
                52.64 | 
                49.49 | 
                 | 
             
            
                | R2 | 
                50.76 | 
                50.76 | 
                49.23 | 
                 | 
             
            
                | R1 | 
                49.72 | 
                49.72 | 
                48.96 | 
                50.24 | 
             
            
                | PP | 
                47.84 | 
                47.84 | 
                47.84 | 
                48.10 | 
             
            
                | S1 | 
                46.80 | 
                46.80 | 
                48.42 | 
                47.32 | 
             
            
                | S2 | 
                44.92 | 
                44.92 | 
                48.15 | 
                 | 
             
            
                | S3 | 
                42.00 | 
                43.88 | 
                47.89 | 
                 | 
             
            
                | S4 | 
                39.08 | 
                40.96 | 
                47.08 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 16-Jan-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                69.26 | 
                66.05 | 
                52.58 | 
                 | 
             
            
                | R3 | 
                62.19 | 
                58.98 | 
                50.63 | 
                 | 
             
            
                | R2 | 
                55.12 | 
                55.12 | 
                49.99 | 
                 | 
             
            
                | R1 | 
                51.91 | 
                51.91 | 
                49.34 | 
                53.52 | 
             
            
                | PP | 
                48.05 | 
                48.05 | 
                48.05 | 
                48.86 | 
             
            
                | S1 | 
                44.84 | 
                44.84 | 
                48.04 | 
                46.45 | 
             
            
                | S2 | 
                40.98 | 
                40.98 | 
                47.39 | 
                 | 
             
            
                | S3 | 
                33.91 | 
                37.77 | 
                46.75 | 
                 | 
             
            
                | S4 | 
                26.84 | 
                30.70 | 
                44.80 | 
                 | 
             
     
 | 
    
    
    
        
            
                | 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 | 
                14.5% | 
                3.44 | 
                7.1% | 
                64% | 
                False | 
                False | 
                407,141 | 
                 
                
                | 10 | 
                52.73 | 
                44.20 | 
                8.53 | 
                17.5% | 
                2.99 | 
                6.1% | 
                53% | 
                False | 
                False | 
                410,630 | 
                 
                
                | 20 | 
                59.04 | 
                44.20 | 
                14.84 | 
                30.5% | 
                2.89 | 
                5.9% | 
                30% | 
                False | 
                False | 
                337,974 | 
                 
                
                | 40 | 
                77.81 | 
                44.20 | 
                33.61 | 
                69.0% | 
                2.86 | 
                5.9% | 
                13% | 
                False | 
                False | 
                222,002 | 
                 
                
                | 60 | 
                82.32 | 
                44.20 | 
                38.12 | 
                78.3% | 
                2.57 | 
                5.3% | 
                12% | 
                False | 
                False | 
                160,154 | 
                 
                
                | 80 | 
                92.47 | 
                44.20 | 
                48.27 | 
                99.1% | 
                2.49 | 
                5.1% | 
                9% | 
                False | 
                False | 
                126,688 | 
                 
                
                | 100 | 
                93.83 | 
                44.20 | 
                49.63 | 
                101.9% | 
                2.26 | 
                4.6% | 
                9% | 
                False | 
                False | 
                103,994 | 
                 
                
                | 120 | 
                97.63 | 
                44.20 | 
                53.43 | 
                109.7% | 
                2.06 | 
                4.2% | 
                8% | 
                False | 
                False | 
                87,750 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            61.28 | 
         
        
            | 
2.618             | 
            56.51 | 
         
        
            | 
1.618             | 
            53.59 | 
         
        
            | 
1.000             | 
            51.79 | 
         
        
            | 
0.618             | 
            50.67 | 
         
        
            | 
HIGH             | 
            48.87 | 
         
        
            | 
0.618             | 
            47.75 | 
         
        
            | 
0.500             | 
            47.41 | 
         
        
            | 
0.382             | 
            47.07 | 
         
        
            | 
LOW             | 
            45.95 | 
         
        
            | 
0.618             | 
            44.15 | 
         
        
            | 
1.000             | 
            43.03 | 
         
        
            | 
1.618             | 
            41.23 | 
         
        
            | 
2.618             | 
            38.31 | 
         
        
            | 
4.250             | 
            33.54 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 16-Jan-2015 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                48.26 | 
                                48.51 | 
                             
                            
                                | PP | 
                                47.84 | 
                                48.32 | 
                             
                            
                                | S1 | 
                                47.41 | 
                                48.14 | 
                             
             
         |