NYMEX Light Sweet Crude Oil Future June 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 | 51.17 | 49.13 | -2.04 | -4.0% | 51.31 |  
                        | High | 53.64 | 51.54 | -2.10 | -3.9% | 53.64 |  
                        | Low | 48.88 | 48.78 | -0.10 | -0.2% | 47.16 |  
                        | Close | 49.10 | 51.37 | 2.27 | 4.6% | 51.37 |  
                        | Range | 4.76 | 2.76 | -2.00 | -42.0% | 6.48 |  
                        | ATR | 2.72 | 2.72 | 0.00 | 0.1% | 0.00 |  
                        | Volume | 85,852 | 111,229 | 25,377 | 29.6% | 396,631 |  | 
    
| 
        
            | Daily Pivots for day following 16-Jan-2015 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 58.84 | 57.87 | 52.89 |  |  
                | R3 | 56.08 | 55.11 | 52.13 |  |  
                | R2 | 53.32 | 53.32 | 51.88 |  |  
                | R1 | 52.35 | 52.35 | 51.62 | 52.84 |  
                | PP | 50.56 | 50.56 | 50.56 | 50.81 |  
                | S1 | 49.59 | 49.59 | 51.12 | 50.08 |  
                | S2 | 47.80 | 47.80 | 50.86 |  |  
                | S3 | 45.04 | 46.83 | 50.61 |  |  
                | S4 | 42.28 | 44.07 | 49.85 |  |  | 
        
            | Weekly Pivots for week ending 16-Jan-2015 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 70.16 | 67.25 | 54.93 |  |  
                | R3 | 63.68 | 60.77 | 53.15 |  |  
                | R2 | 57.20 | 57.20 | 52.56 |  |  
                | R1 | 54.29 | 54.29 | 51.96 | 55.75 |  
                | PP | 50.72 | 50.72 | 50.72 | 51.45 |  
                | S1 | 47.81 | 47.81 | 50.78 | 49.27 |  
                | S2 | 44.24 | 44.24 | 50.18 |  |  
                | S3 | 37.76 | 41.33 | 49.59 |  |  
                | S4 | 31.28 | 34.85 | 47.81 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 53.64 | 47.16 | 6.48 | 12.6% | 3.23 | 6.3% | 65% | False | False | 79,326 |  
                | 10 | 55.02 | 47.16 | 7.86 | 15.3% | 2.75 | 5.4% | 54% | False | False | 66,756 |  
                | 20 | 60.23 | 47.16 | 13.07 | 25.4% | 2.71 | 5.3% | 32% | False | False | 51,043 |  
                | 40 | 77.70 | 47.16 | 30.54 | 59.5% | 2.65 | 5.2% | 14% | False | False | 46,731 |  
                | 60 | 81.92 | 47.16 | 34.76 | 67.7% | 2.37 | 4.6% | 12% | False | False | 42,244 |  
                | 80 | 90.62 | 47.16 | 43.46 | 84.6% | 2.27 | 4.4% | 10% | False | False | 40,516 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 63.27 |  
            | 2.618 | 58.77 |  
            | 1.618 | 56.01 |  
            | 1.000 | 54.30 |  
            | 0.618 | 53.25 |  
            | HIGH | 51.54 |  
            | 0.618 | 50.49 |  
            | 0.500 | 50.16 |  
            | 0.382 | 49.83 |  
            | LOW | 48.78 |  
            | 0.618 | 47.07 |  
            | 1.000 | 46.02 |  
            | 1.618 | 44.31 |  
            | 2.618 | 41.55 |  
            | 4.250 | 37.05 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 16-Jan-2015 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 50.97 | 51.19 |  
                                | PP | 50.56 | 51.00 |  
                                | S1 | 50.16 | 50.82 |  |