NYMEX Light Sweet Crude Oil Future July 2015

Trading Metrics calculated at close of trading on 11-Jun-2015

Day Change Summary
	Previous	Current
	10-Jun-2015	11-Jun-2015	Change	Change %	Previous Week
Open	60.58	61.14	0.56	0.9%	60.29
High	61.82	61.53	-0.29	-0.5%	61.58
Low	60.45	60.21	-0.24	-0.4%	56.83
Close	61.43	60.77	-0.66	-1.1%	59.13
Range	1.37	1.32	-0.05	-3.6%	4.75
ATR	1.91	1.87	-0.04	-2.2%	0.00
Volume	459,765	352,421	-107,344	-23.3%	1,832,356

Daily Pivots for day following 11-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	64.80	64.10	61.50
R3	63.48	62.78	61.13
R2	62.16	62.16	61.01
R1	61.46	61.46	60.89	61.15
PP	60.84	60.84	60.84	60.68
S1	60.14	60.14	60.65	59.83
S2	59.52	59.52	60.53
S3	58.20	58.82	60.41
S4	56.88	57.50	60.04

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	61.82	56.83	4.99	8.2%	1.76	2.9%	79%	False	False	403,706
10	61.82	56.83	4.99	8.2%	1.88	3.1%	79%	False	False	384,209
20	61.82	56.51	5.31	8.7%	1.82	3.0%	80%	False	False	334,744
40	63.62	56.51	7.11	11.7%	1.82	3.0%	60%	False	False	225,226
60	63.62	47.46	16.16	26.6%	1.96	3.2%	82%	False	False	170,423
80	63.62	47.46	16.16	26.6%	1.93	3.2%	82%	False	False	139,890
100	63.62	47.46	16.16	26.6%	2.06	3.4%	82%	False	False	118,120
120	63.62	47.46	16.16	26.6%	2.12	3.5%	82%	False	False	100,347

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.34
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	67.14
2.618	64.99
1.618	63.67
1.000	62.85
0.618	62.35
HIGH	61.53
0.618	61.03
0.500	60.87
0.382	60.71
LOW	60.21
0.618	59.39
1.000	58.89
1.618	58.07
2.618	56.75
4.250	54.60

Fisher Pivots for day following 11-Jun-2015
Pivot	1 day	3 day
R1	60.87	60.52
PP	60.84	60.27
S1	60.80	60.03

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

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