NYMEX Light Sweet Crude Oil Future July 2015
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 01-Apr-2015 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 31-Mar-2015 | 01-Apr-2015 | Change | Change % | Previous Week |  
                        | Open | 51.78 | 50.70 | -1.08 | -2.1% | 49.83 |  
                        | High | 51.79 | 53.28 | 1.49 | 2.9% | 55.09 |  
                        | Low | 50.46 | 50.23 | -0.23 | -0.5% | 48.79 |  
                        | Close | 50.78 | 53.06 | 2.28 | 4.5% | 51.87 |  
                        | Range | 1.33 | 3.05 | 1.72 | 129.3% | 6.30 |  
                        | ATR | 2.14 | 2.20 | 0.07 | 3.0% | 0.00 |  
                        | Volume | 35,676 | 44,747 | 9,071 | 25.4% | 222,984 |  | 
    
| 
        
            | Daily Pivots for day following 01-Apr-2015 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 61.34 | 60.25 | 54.74 |  |  
                | R3 | 58.29 | 57.20 | 53.90 |  |  
                | R2 | 55.24 | 55.24 | 53.62 |  |  
                | R1 | 54.15 | 54.15 | 53.34 | 54.70 |  
                | PP | 52.19 | 52.19 | 52.19 | 52.46 |  
                | S1 | 51.10 | 51.10 | 52.78 | 51.65 |  
                | S2 | 49.14 | 49.14 | 52.50 |  |  
                | S3 | 46.09 | 48.05 | 52.22 |  |  
                | S4 | 43.04 | 45.00 | 51.38 |  |  | 
        
            | Weekly Pivots for week ending 27-Mar-2015 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 70.82 | 67.64 | 55.34 |  |  
                | R3 | 64.52 | 61.34 | 53.60 |  |  
                | R2 | 58.22 | 58.22 | 53.03 |  |  
                | R1 | 55.04 | 55.04 | 52.45 | 56.63 |  
                | PP | 51.92 | 51.92 | 51.92 | 52.71 |  
                | S1 | 48.74 | 48.74 | 51.29 | 50.33 |  
                | S2 | 45.62 | 45.62 | 50.72 |  |  
                | S3 | 39.32 | 42.44 | 50.14 |  |  
                | S4 | 33.02 | 36.14 | 48.41 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 55.09 | 50.23 | 4.86 | 9.2% | 2.47 | 4.7% | 58% | False | True | 46,948 |  
                | 10 | 55.09 | 48.20 | 6.89 | 13.0% | 2.24 | 4.2% | 71% | False | False | 42,663 |  
                | 20 | 56.20 | 47.46 | 8.74 | 16.5% | 2.06 | 3.9% | 64% | False | False | 46,889 |  
                | 40 | 58.37 | 47.46 | 10.91 | 20.6% | 2.19 | 4.1% | 51% | False | False | 44,965 |  
                | 60 | 58.37 | 47.46 | 10.91 | 20.6% | 2.28 | 4.3% | 51% | False | False | 36,901 |  
                | 80 | 67.70 | 47.46 | 20.24 | 38.1% | 2.31 | 4.3% | 28% | False | False | 29,629 |  
                | 100 | 79.75 | 47.46 | 32.29 | 60.9% | 2.25 | 4.2% | 17% | False | False | 24,680 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 66.24 |  
            | 2.618 | 61.26 |  
            | 1.618 | 58.21 |  
            | 1.000 | 56.33 |  
            | 0.618 | 55.16 |  
            | HIGH | 53.28 |  
            | 0.618 | 52.11 |  
            | 0.500 | 51.76 |  
            | 0.382 | 51.40 |  
            | LOW | 50.23 |  
            | 0.618 | 48.35 |  
            | 1.000 | 47.18 |  
            | 1.618 | 45.30 |  
            | 2.618 | 42.25 |  
            | 4.250 | 37.27 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 01-Apr-2015 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 52.63 | 52.63 |  
                                | PP | 52.19 | 52.19 |  
                                | S1 | 51.76 | 51.76 |  |