NYMEX Light Sweet Crude Oil Future August 2015
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 24-Apr-2015 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 23-Apr-2015 | 24-Apr-2015 | Change | Change % | Previous Week |  
                        | Open | 58.63 | 60.03 | 1.40 | 2.4% | 59.49 |  
                        | High | 60.75 | 60.36 | -0.39 | -0.6% | 60.75 |  
                        | Low | 58.08 | 59.25 | 1.17 | 2.0% | 57.80 |  
                        | Close | 60.13 | 59.85 | -0.28 | -0.5% | 59.85 |  
                        | Range | 2.67 | 1.11 | -1.56 | -58.4% | 2.95 |  
                        | ATR | 2.05 | 1.98 | -0.07 | -3.3% | 0.00 |  
                        | Volume | 43,582 | 62,472 | 18,890 | 43.3% | 207,105 |  | 
    
| 
        
            | Daily Pivots for day following 24-Apr-2015 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 63.15 | 62.61 | 60.46 |  |  
                | R3 | 62.04 | 61.50 | 60.16 |  |  
                | R2 | 60.93 | 60.93 | 60.05 |  |  
                | R1 | 60.39 | 60.39 | 59.95 | 60.11 |  
                | PP | 59.82 | 59.82 | 59.82 | 59.68 |  
                | S1 | 59.28 | 59.28 | 59.75 | 59.00 |  
                | S2 | 58.71 | 58.71 | 59.65 |  |  
                | S3 | 57.60 | 58.17 | 59.54 |  |  
                | S4 | 56.49 | 57.06 | 59.24 |  |  | 
        
            | Weekly Pivots for week ending 24-Apr-2015 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 68.32 | 67.03 | 61.47 |  |  
                | R3 | 65.37 | 64.08 | 60.66 |  |  
                | R2 | 62.42 | 62.42 | 60.39 |  |  
                | R1 | 61.13 | 61.13 | 60.12 | 61.78 |  
                | PP | 59.47 | 59.47 | 59.47 | 59.79 |  
                | S1 | 58.18 | 58.18 | 59.58 | 58.83 |  
                | S2 | 56.52 | 56.52 | 59.31 |  |  
                | S3 | 53.57 | 55.23 | 59.04 |  |  
                | S4 | 50.62 | 52.28 | 58.23 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 60.75 | 57.80 | 2.95 | 4.9% | 1.80 | 3.0% | 69% | False | False | 41,421 |  
                | 10 | 60.75 | 55.24 | 5.51 | 9.2% | 1.82 | 3.0% | 84% | False | False | 41,433 |  
                | 20 | 60.75 | 51.30 | 9.45 | 15.8% | 1.94 | 3.2% | 90% | False | False | 36,199 |  
                | 40 | 60.75 | 48.71 | 12.04 | 20.1% | 1.89 | 3.2% | 93% | False | False | 31,052 |  
                | 60 | 60.75 | 48.71 | 12.04 | 20.1% | 2.10 | 3.5% | 93% | False | False | 28,005 |  
                | 80 | 60.75 | 48.71 | 12.04 | 20.1% | 2.07 | 3.5% | 93% | False | False | 23,153 |  
                | 100 | 70.13 | 48.71 | 21.42 | 35.8% | 2.12 | 3.5% | 52% | False | False | 19,394 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 65.08 |  
            | 2.618 | 63.27 |  
            | 1.618 | 62.16 |  
            | 1.000 | 61.47 |  
            | 0.618 | 61.05 |  
            | HIGH | 60.36 |  
            | 0.618 | 59.94 |  
            | 0.500 | 59.81 |  
            | 0.382 | 59.67 |  
            | LOW | 59.25 |  
            | 0.618 | 58.56 |  
            | 1.000 | 58.14 |  
            | 1.618 | 57.45 |  
            | 2.618 | 56.34 |  
            | 4.250 | 54.53 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 24-Apr-2015 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 59.84 | 59.66 |  
                                | PP | 59.82 | 59.47 |  
                                | S1 | 59.81 | 59.28 |  |