NYMEX Light Sweet Crude Oil Future March 2015
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 10-Feb-2015 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 09-Feb-2015 | 10-Feb-2015 | Change | Change % | Previous Week |  
                        | Open | 52.01 | 52.43 | 0.42 | 0.8% | 47.59 |  
                        | High | 53.99 | 52.65 | -1.34 | -2.5% | 54.24 |  
                        | Low | 51.65 | 49.86 | -1.79 | -3.5% | 46.67 |  
                        | Close | 52.86 | 50.02 | -2.84 | -5.4% | 51.69 |  
                        | Range | 2.34 | 2.79 | 0.45 | 19.2% | 7.57 |  
                        | ATR | 3.08 | 3.07 | -0.01 | -0.2% | 0.00 |  
                        | Volume | 536,364 | 501,701 | -34,663 | -6.5% | 2,915,670 |  | 
    
| 
        
            | Daily Pivots for day following 10-Feb-2015 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 59.21 | 57.41 | 51.55 |  |  
                | R3 | 56.42 | 54.62 | 50.79 |  |  
                | R2 | 53.63 | 53.63 | 50.53 |  |  
                | R1 | 51.83 | 51.83 | 50.28 | 51.34 |  
                | PP | 50.84 | 50.84 | 50.84 | 50.60 |  
                | S1 | 49.04 | 49.04 | 49.76 | 48.55 |  
                | S2 | 48.05 | 48.05 | 49.51 |  |  
                | S3 | 45.26 | 46.25 | 49.25 |  |  
                | S4 | 42.47 | 43.46 | 48.49 |  |  | 
        
            | Weekly Pivots for week ending 06-Feb-2015 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 73.58 | 70.20 | 55.85 |  |  
                | R3 | 66.01 | 62.63 | 53.77 |  |  
                | R2 | 58.44 | 58.44 | 53.08 |  |  
                | R1 | 55.06 | 55.06 | 52.38 | 56.75 |  
                | PP | 50.87 | 50.87 | 50.87 | 51.71 |  
                | S1 | 47.49 | 47.49 | 51.00 | 49.18 |  
                | S2 | 43.30 | 43.30 | 50.30 |  |  
                | S3 | 35.73 | 39.92 | 49.61 |  |  
                | S4 | 28.16 | 32.35 | 47.53 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 53.99 | 47.36 | 6.63 | 13.3% | 3.38 | 6.8% | 40% | False | False | 559,481 |  
                | 10 | 54.24 | 43.58 | 10.66 | 21.3% | 3.25 | 6.5% | 60% | False | False | 507,404 |  
                | 20 | 54.24 | 43.58 | 10.66 | 21.3% | 3.06 | 6.1% | 60% | False | False | 433,217 |  
                | 40 | 60.10 | 43.58 | 16.52 | 33.0% | 2.93 | 5.9% | 39% | False | False | 261,003 |  
                | 60 | 77.79 | 43.58 | 34.21 | 68.4% | 2.81 | 5.6% | 19% | False | False | 188,810 |  
                | 80 | 82.58 | 43.58 | 39.00 | 78.0% | 2.60 | 5.2% | 17% | False | False | 150,332 |  
                | 100 | 91.92 | 43.58 | 48.34 | 96.6% | 2.45 | 4.9% | 13% | False | False | 126,791 |  
                | 120 | 93.80 | 43.58 | 50.22 | 100.4% | 2.24 | 4.5% | 13% | False | False | 108,221 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 64.51 |  
            | 2.618 | 59.95 |  
            | 1.618 | 57.16 |  
            | 1.000 | 55.44 |  
            | 0.618 | 54.37 |  
            | HIGH | 52.65 |  
            | 0.618 | 51.58 |  
            | 0.500 | 51.26 |  
            | 0.382 | 50.93 |  
            | LOW | 49.86 |  
            | 0.618 | 48.14 |  
            | 1.000 | 47.07 |  
            | 1.618 | 45.35 |  
            | 2.618 | 42.56 |  
            | 4.250 | 38.00 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 10-Feb-2015 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 51.26 | 51.93 |  
                                | PP | 50.84 | 51.29 |  
                                | S1 | 50.43 | 50.66 |  |