NYMEX Light Sweet Crude Oil Future July 2015
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 12-May-2015 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 11-May-2015 | 12-May-2015 | Change | Change % | Previous Week |  
                        | Open | 60.25 | 60.27 | 0.02 | 0.0% | 60.47 |  
                        | High | 60.77 | 62.27 | 1.50 | 2.5% | 63.62 |  
                        | Low | 59.71 | 60.10 | 0.39 | 0.7% | 59.09 |  
                        | Close | 60.29 | 61.74 | 1.45 | 2.4% | 60.35 |  
                        | Range | 1.06 | 2.17 | 1.11 | 104.7% | 4.53 |  
                        | ATR | 1.91 | 1.93 | 0.02 | 1.0% | 0.00 |  
                        | Volume | 158,556 | 193,146 | 34,590 | 21.8% | 604,212 |  | 
    
| 
        
            | Daily Pivots for day following 12-May-2015 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 67.88 | 66.98 | 62.93 |  |  
                | R3 | 65.71 | 64.81 | 62.34 |  |  
                | R2 | 63.54 | 63.54 | 62.14 |  |  
                | R1 | 62.64 | 62.64 | 61.94 | 63.09 |  
                | PP | 61.37 | 61.37 | 61.37 | 61.60 |  
                | S1 | 60.47 | 60.47 | 61.54 | 60.92 |  
                | S2 | 59.20 | 59.20 | 61.34 |  |  
                | S3 | 57.03 | 58.30 | 61.14 |  |  
                | S4 | 54.86 | 56.13 | 60.55 |  |  | 
        
            | Weekly Pivots for week ending 08-May-2015 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 74.61 | 72.01 | 62.84 |  |  
                | R3 | 70.08 | 67.48 | 61.60 |  |  
                | R2 | 65.55 | 65.55 | 61.18 |  |  
                | R1 | 62.95 | 62.95 | 60.77 | 61.99 |  
                | PP | 61.02 | 61.02 | 61.02 | 60.54 |  
                | S1 | 58.42 | 58.42 | 59.93 | 57.46 |  
                | S2 | 56.49 | 56.49 | 59.52 |  |  
                | S3 | 51.96 | 53.89 | 59.10 |  |  
                | S4 | 47.43 | 49.36 | 57.86 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 63.62 | 59.09 | 4.53 | 7.3% | 1.97 | 3.2% | 58% | False | False | 166,119 |  
                | 10 | 63.62 | 58.00 | 5.62 | 9.1% | 1.87 | 3.0% | 67% | False | False | 126,337 |  
                | 20 | 63.62 | 56.00 | 7.62 | 12.3% | 1.87 | 3.0% | 75% | False | False | 109,711 |  
                | 40 | 63.62 | 47.46 | 16.16 | 26.2% | 2.03 | 3.3% | 88% | False | False | 83,707 |  
                | 60 | 63.62 | 47.46 | 16.16 | 26.2% | 1.99 | 3.2% | 88% | False | False | 71,772 |  
                | 80 | 63.62 | 47.46 | 16.16 | 26.2% | 2.13 | 3.4% | 88% | False | False | 61,481 |  
                | 100 | 63.62 | 47.46 | 16.16 | 26.2% | 2.20 | 3.6% | 88% | False | False | 51,384 |  
                | 120 | 77.60 | 47.46 | 30.14 | 48.8% | 2.22 | 3.6% | 47% | False | False | 43,933 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 71.49 |  
            | 2.618 | 67.95 |  
            | 1.618 | 65.78 |  
            | 1.000 | 64.44 |  
            | 0.618 | 63.61 |  
            | HIGH | 62.27 |  
            | 0.618 | 61.44 |  
            | 0.500 | 61.19 |  
            | 0.382 | 60.93 |  
            | LOW | 60.10 |  
            | 0.618 | 58.76 |  
            | 1.000 | 57.93 |  
            | 1.618 | 56.59 |  
            | 2.618 | 54.42 |  
            | 4.250 | 50.88 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 12-May-2015 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 61.56 | 61.39 |  
                                | PP | 61.37 | 61.03 |  
                                | S1 | 61.19 | 60.68 |  |