NYMEX Light Sweet Crude Oil Future March 2015
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 02-Feb-2015 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    30-Jan-2015 | 
                    02-Feb-2015 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        44.63 | 
                        47.59 | 
                        2.96 | 
                        6.6% | 
                        45.20 | 
                     
                    
                        | High | 
                        48.35 | 
                        50.56 | 
                        2.21 | 
                        4.6% | 
                        48.35 | 
                     
                    
                        | Low | 
                        44.31 | 
                        46.67 | 
                        2.36 | 
                        5.3% | 
                        43.58 | 
                     
                    
                        | Close | 
                        48.24 | 
                        49.57 | 
                        1.33 | 
                        2.8% | 
                        48.24 | 
                     
                    
                        | Range | 
                        4.04 | 
                        3.89 | 
                        -0.15 | 
                        -3.7% | 
                        4.77 | 
                     
                    
                        | ATR | 
                        2.66 | 
                        2.75 | 
                        0.09 | 
                        3.3% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        454,142 | 
                        511,409 | 
                        57,267 | 
                        12.6% | 
                        1,744,093 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 02-Feb-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                60.60 | 
                58.98 | 
                51.71 | 
                 | 
             
            
                | R3 | 
                56.71 | 
                55.09 | 
                50.64 | 
                 | 
             
            
                | R2 | 
                52.82 | 
                52.82 | 
                50.28 | 
                 | 
             
            
                | R1 | 
                51.20 | 
                51.20 | 
                49.93 | 
                52.01 | 
             
            
                | PP | 
                48.93 | 
                48.93 | 
                48.93 | 
                49.34 | 
             
            
                | S1 | 
                47.31 | 
                47.31 | 
                49.21 | 
                48.12 | 
             
            
                | S2 | 
                45.04 | 
                45.04 | 
                48.86 | 
                 | 
             
            
                | S3 | 
                41.15 | 
                43.42 | 
                48.50 | 
                 | 
             
            
                | S4 | 
                37.26 | 
                39.53 | 
                47.43 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 30-Jan-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                61.03 | 
                59.41 | 
                50.86 | 
                 | 
             
            
                | R3 | 
                56.26 | 
                54.64 | 
                49.55 | 
                 | 
             
            
                | R2 | 
                51.49 | 
                51.49 | 
                49.11 | 
                 | 
             
            
                | R1 | 
                49.87 | 
                49.87 | 
                48.68 | 
                50.68 | 
             
            
                | PP | 
                46.72 | 
                46.72 | 
                46.72 | 
                47.13 | 
             
            
                | S1 | 
                45.10 | 
                45.10 | 
                47.80 | 
                45.91 | 
             
            
                | S2 | 
                41.95 | 
                41.95 | 
                47.37 | 
                 | 
             
            
                | S3 | 
                37.18 | 
                40.33 | 
                46.93 | 
                 | 
             
            
                | S4 | 
                32.41 | 
                35.56 | 
                45.62 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                50.56 | 
                43.58 | 
                6.98 | 
                14.1% | 
                2.56 | 
                5.2% | 
                86% | 
                True | 
                False | 
                388,972 | 
                 
                
                | 10 | 
                50.56 | 
                43.58 | 
                6.98 | 
                14.1% | 
                2.51 | 
                5.1% | 
                86% | 
                True | 
                False | 
                383,576 | 
                 
                
                | 20 | 
                53.12 | 
                43.58 | 
                9.54 | 
                19.2% | 
                2.73 | 
                5.5% | 
                63% | 
                False | 
                False | 
                306,999 | 
                 
                
                | 40 | 
                68.40 | 
                43.58 | 
                24.82 | 
                50.1% | 
                2.74 | 
                5.5% | 
                24% | 
                False | 
                False | 
                182,254 | 
                 
                
                | 60 | 
                79.65 | 
                43.58 | 
                36.07 | 
                72.8% | 
                2.64 | 
                5.3% | 
                17% | 
                False | 
                False | 
                135,548 | 
                 
                
                | 80 | 
                86.49 | 
                43.58 | 
                42.91 | 
                86.6% | 
                2.52 | 
                5.1% | 
                14% | 
                False | 
                False | 
                110,374 | 
                 
                
                | 100 | 
                92.32 | 
                43.58 | 
                48.74 | 
                98.3% | 
                2.33 | 
                4.7% | 
                12% | 
                False | 
                False | 
                93,733 | 
                 
                
                | 120 | 
                95.10 | 
                43.58 | 
                51.52 | 
                103.9% | 
                2.13 | 
                4.3% | 
                12% | 
                False | 
                False | 
                80,019 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            67.09 | 
         
        
            | 
2.618             | 
            60.74 | 
         
        
            | 
1.618             | 
            56.85 | 
         
        
            | 
1.000             | 
            54.45 | 
         
        
            | 
0.618             | 
            52.96 | 
         
        
            | 
HIGH             | 
            50.56 | 
         
        
            | 
0.618             | 
            49.07 | 
         
        
            | 
0.500             | 
            48.62 | 
         
        
            | 
0.382             | 
            48.16 | 
         
        
            | 
LOW             | 
            46.67 | 
         
        
            | 
0.618             | 
            44.27 | 
         
        
            | 
1.000             | 
            42.78 | 
         
        
            | 
1.618             | 
            40.38 | 
         
        
            | 
2.618             | 
            36.49 | 
         
        
            | 
4.250             | 
            30.14 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 02-Feb-2015 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                49.25 | 
                                48.74 | 
                             
                            
                                | PP | 
                                48.93 | 
                                47.90 | 
                             
                            
                                | S1 | 
                                48.62 | 
                                47.07 | 
                             
             
         |