NYMEX Light Sweet Crude Oil Future July 2015

Trading Metrics calculated at close of trading on 05-Jun-2015

Day Change Summary
	Previous	Current
	04-Jun-2015	05-Jun-2015	Change	Change %	Previous Week
Open	59.57	57.99	-1.58	-2.7%	60.29
High	59.94	59.23	-0.71	-1.2%	61.58
Low	57.83	56.83	-1.00	-1.7%	56.83
Close	58.00	59.13	1.13	1.9%	59.13
Range	2.11	2.40	0.29	13.7%	4.75
ATR	1.89	1.93	0.04	1.9%	0.00
Volume	363,345	461,016	97,671	26.9%	1,832,356

Daily Pivots for day following 05-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	65.60	64.76	60.45
R3	63.20	62.36	59.79
R2	60.80	60.80	59.57
R1	59.96	59.96	59.35	60.38
PP	58.40	58.40	58.40	58.61
S1	57.56	57.56	58.91	57.98
S2	56.00	56.00	58.69
S3	53.60	55.16	58.47
S4	51.20	52.76	57.81

Weekly Pivots for week ending 05-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	73.43	71.03	61.74
R3	68.68	66.28	60.44
R2	63.93	63.93	60.00
R1	61.53	61.53	59.57	60.36
PP	59.18	59.18	59.18	58.59
S1	56.78	56.78	58.69	55.61
S2	54.43	54.43	58.26
S3	49.68	52.03	57.82
S4	44.93	47.28	56.52

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	61.58	56.83	4.75	8.0%	1.88	3.2%	48%	False	True	366,471
10	61.58	56.51	5.07	8.6%	1.95	3.3%	52%	False	False	350,061
20	62.75	56.51	6.24	10.6%	1.84	3.1%	42%	False	False	294,276
40	63.62	52.98	10.64	18.0%	1.85	3.1%	58%	False	False	195,574
60	63.62	47.46	16.16	27.3%	1.99	3.4%	72%	False	False	147,684
80	63.62	47.46	16.16	27.3%	1.98	3.3%	72%	False	False	122,480
100	63.62	47.46	16.16	27.3%	2.12	3.6%	72%	False	False	103,289
120	63.62	47.46	16.16	27.3%	2.17	3.7%	72%	False	False	87,714

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.40
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	69.43
2.618	65.51
1.618	63.11
1.000	61.63
0.618	60.71
HIGH	59.23
0.618	58.31
0.500	58.03
0.382	57.75
LOW	56.83
0.618	55.35
1.000	54.43
1.618	52.95
2.618	50.55
4.250	46.63

Fisher Pivots for day following 05-Jun-2015
Pivot	1 day	3 day
R1	58.76	59.13
PP	58.40	59.13
S1	58.03	59.13

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These figures are updated between 7pm and 10pm EST after a trading day.

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