NYMEX Light Sweet Crude Oil Future June 2015
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 05-Mar-2015 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 04-Mar-2015 | 05-Mar-2015 | Change | Change % | Previous Week |  
                        | Open | 54.11 | 54.46 | 0.35 | 0.6% | 53.34 |  
                        | High | 54.88 | 55.21 | 0.33 | 0.6% | 54.65 |  
                        | Low | 53.03 | 53.80 | 0.77 | 1.5% | 51.60 |  
                        | Close | 54.55 | 53.99 | -0.56 | -1.0% | 53.84 |  
                        | Range | 1.85 | 1.41 | -0.44 | -23.8% | 3.05 |  
                        | ATR | 2.42 | 2.35 | -0.07 | -3.0% | 0.00 |  
                        | Volume | 97,201 | 155,947 | 58,746 | 60.4% | 503,433 |  | 
    
| 
        
            | Daily Pivots for day following 05-Mar-2015 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 58.56 | 57.69 | 54.77 |  |  
                | R3 | 57.15 | 56.28 | 54.38 |  |  
                | R2 | 55.74 | 55.74 | 54.25 |  |  
                | R1 | 54.87 | 54.87 | 54.12 | 54.60 |  
                | PP | 54.33 | 54.33 | 54.33 | 54.20 |  
                | S1 | 53.46 | 53.46 | 53.86 | 53.19 |  
                | S2 | 52.92 | 52.92 | 53.73 |  |  
                | S3 | 51.51 | 52.05 | 53.60 |  |  
                | S4 | 50.10 | 50.64 | 53.21 |  |  | 
        
            | Weekly Pivots for week ending 27-Feb-2015 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 62.51 | 61.23 | 55.52 |  |  
                | R3 | 59.46 | 58.18 | 54.68 |  |  
                | R2 | 56.41 | 56.41 | 54.40 |  |  
                | R1 | 55.13 | 55.13 | 54.12 | 55.77 |  
                | PP | 53.36 | 53.36 | 53.36 | 53.69 |  
                | S1 | 52.08 | 52.08 | 53.56 | 52.72 |  
                | S2 | 50.31 | 50.31 | 53.28 |  |  
                | S3 | 47.26 | 49.03 | 53.00 |  |  
                | S4 | 44.21 | 45.98 | 52.16 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 55.21 | 52.50 | 2.71 | 5.0% | 1.53 | 2.8% | 55% | True | False | 122,636 |  
                | 10 | 55.21 | 51.60 | 3.61 | 6.7% | 1.87 | 3.5% | 66% | True | False | 108,987 |  
                | 20 | 57.27 | 50.70 | 6.57 | 12.2% | 2.31 | 4.3% | 50% | False | False | 108,153 |  
                | 40 | 57.27 | 46.68 | 10.59 | 19.6% | 2.50 | 4.6% | 69% | False | False | 91,630 |  
                | 60 | 66.29 | 46.68 | 19.61 | 36.3% | 2.57 | 4.8% | 37% | False | False | 74,877 |  
                | 80 | 79.86 | 46.68 | 33.18 | 61.5% | 2.49 | 4.6% | 22% | False | False | 65,032 |  
                | 100 | 84.00 | 46.68 | 37.32 | 69.1% | 2.40 | 4.4% | 20% | False | False | 59,081 |  
                | 120 | 91.94 | 46.68 | 45.26 | 83.8% | 2.24 | 4.2% | 16% | False | False | 53,874 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 61.20 |  
            | 2.618 | 58.90 |  
            | 1.618 | 57.49 |  
            | 1.000 | 56.62 |  
            | 0.618 | 56.08 |  
            | HIGH | 55.21 |  
            | 0.618 | 54.67 |  
            | 0.500 | 54.51 |  
            | 0.382 | 54.34 |  
            | LOW | 53.80 |  
            | 0.618 | 52.93 |  
            | 1.000 | 52.39 |  
            | 1.618 | 51.52 |  
            | 2.618 | 50.11 |  
            | 4.250 | 47.81 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 05-Mar-2015 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 54.51 | 54.12 |  
                                | PP | 54.33 | 54.08 |  
                                | S1 | 54.16 | 54.03 |  |