NYMEX Light Sweet Crude Oil Future June 2015
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 14-Jan-2015 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 13-Jan-2015 | 14-Jan-2015 | Change | Change % | Previous Week |  
                        | Open | 48.81 | 48.91 | 0.10 | 0.2% | 55.00 |  
                        | High | 49.59 | 51.59 | 2.00 | 4.0% | 55.02 |  
                        | Low | 47.16 | 48.00 | 0.84 | 1.8% | 49.65 |  
                        | Close | 48.87 | 51.10 | 2.23 | 4.6% | 51.33 |  
                        | Range | 2.43 | 3.59 | 1.16 | 47.7% | 5.37 |  
                        | ATR | 2.48 | 2.56 | 0.08 | 3.2% | 0.00 |  
                        | Volume | 61,350 | 78,095 | 16,745 | 27.3% | 270,933 |  | 
    
| 
        
            | Daily Pivots for day following 14-Jan-2015 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 61.00 | 59.64 | 53.07 |  |  
                | R3 | 57.41 | 56.05 | 52.09 |  |  
                | R2 | 53.82 | 53.82 | 51.76 |  |  
                | R1 | 52.46 | 52.46 | 51.43 | 53.14 |  
                | PP | 50.23 | 50.23 | 50.23 | 50.57 |  
                | S1 | 48.87 | 48.87 | 50.77 | 49.55 |  
                | S2 | 46.64 | 46.64 | 50.44 |  |  
                | S3 | 43.05 | 45.28 | 50.11 |  |  
                | S4 | 39.46 | 41.69 | 49.13 |  |  | 
        
            | Weekly Pivots for week ending 09-Jan-2015 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 68.11 | 65.09 | 54.28 |  |  
                | R3 | 62.74 | 59.72 | 52.81 |  |  
                | R2 | 57.37 | 57.37 | 52.31 |  |  
                | R1 | 54.35 | 54.35 | 51.82 | 53.18 |  
                | PP | 52.00 | 52.00 | 52.00 | 51.41 |  
                | S1 | 48.98 | 48.98 | 50.84 | 47.81 |  
                | S2 | 46.63 | 46.63 | 50.35 |  |  
                | S3 | 41.26 | 43.61 | 49.85 |  |  
                | S4 | 35.89 | 38.24 | 48.38 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 52.12 | 47.16 | 4.96 | 9.7% | 2.48 | 4.8% | 79% | False | False | 64,727 |  
                | 10 | 57.47 | 47.16 | 10.31 | 20.2% | 2.49 | 4.9% | 38% | False | False | 52,338 |  
                | 20 | 60.31 | 47.16 | 13.15 | 25.7% | 2.70 | 5.3% | 30% | False | False | 47,816 |  
                | 40 | 77.70 | 47.16 | 30.54 | 59.8% | 2.55 | 5.0% | 13% | False | False | 43,472 |  
                | 60 | 81.92 | 47.16 | 34.76 | 68.0% | 2.30 | 4.5% | 11% | False | False | 39,825 |  
                | 80 | 90.62 | 47.16 | 43.46 | 85.0% | 2.21 | 4.3% | 9% | False | False | 38,451 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 66.85 |  
            | 2.618 | 60.99 |  
            | 1.618 | 57.40 |  
            | 1.000 | 55.18 |  
            | 0.618 | 53.81 |  
            | HIGH | 51.59 |  
            | 0.618 | 50.22 |  
            | 0.500 | 49.80 |  
            | 0.382 | 49.37 |  
            | LOW | 48.00 |  
            | 0.618 | 45.78 |  
            | 1.000 | 44.41 |  
            | 1.618 | 42.19 |  
            | 2.618 | 38.60 |  
            | 4.250 | 32.74 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 14-Jan-2015 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 50.67 | 50.53 |  
                                | PP | 50.23 | 49.95 |  
                                | S1 | 49.80 | 49.38 |  |