NYMEX Light Sweet Crude Oil Future July 2015

Trading Metrics calculated at close of trading on 17-Jun-2015

Day Change Summary
	Previous	Current
	16-Jun-2015	17-Jun-2015	Change	Change %	Previous Week
Open	59.60	60.03	0.43	0.7%	58.96
High	60.37	61.38	1.01	1.7%	61.82
Low	59.42	58.85	-0.57	-1.0%	57.86
Close	59.97	59.92	-0.05	-0.1%	59.96
Range	0.95	2.53	1.58	166.3%	3.96
ATR	1.71	1.77	0.06	3.4%	0.00
Volume	233,935	396,155	162,220	69.3%	1,804,415

Daily Pivots for day following 17-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	67.64	66.31	61.31
R3	65.11	63.78	60.62
R2	62.58	62.58	60.38
R1	61.25	61.25	60.15	60.65
PP	60.05	60.05	60.05	59.75
S1	58.72	58.72	59.69	58.12
S2	57.52	57.52	59.46
S3	54.99	56.19	59.22
S4	52.46	53.66	58.53

Weekly Pivots for week ending 12-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	71.76	69.82	62.14
R3	67.80	65.86	61.05
R2	63.84	63.84	60.69
R1	61.90	61.90	60.32	62.87
PP	59.88	59.88	59.88	60.37
S1	57.94	57.94	59.60	58.91
S2	55.92	55.92	59.23
S3	51.96	53.98	58.87
S4	48.00	50.02	57.78

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	61.53	58.73	2.80	4.7%	1.39	2.3%	43%	False	False	300,919
10	61.82	56.83	4.99	8.3%	1.66	2.8%	62%	False	False	353,405
20	61.82	56.51	5.31	8.9%	1.74	2.9%	64%	False	False	341,359
40	63.62	56.51	7.11	11.9%	1.77	2.9%	48%	False	False	244,547
60	63.62	49.96	13.66	22.8%	1.89	3.2%	73%	False	False	186,838
80	63.62	47.46	16.16	27.0%	1.89	3.2%	77%	False	False	152,474
100	63.62	47.46	16.16	27.0%	2.02	3.4%	77%	False	False	128,659
120	63.62	47.46	16.16	27.0%	2.06	3.4%	77%	False	False	109,641

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.38
Widest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	72.13
2.618	68.00
1.618	65.47
1.000	63.91
0.618	62.94
HIGH	61.38
0.618	60.41
0.500	60.12
0.382	59.82
LOW	58.85
0.618	57.29
1.000	56.32
1.618	54.76
2.618	52.23
4.250	48.10

Fisher Pivots for day following 17-Jun-2015
Pivot	1 day	3 day
R1	60.12	60.06
PP	60.05	60.01
S1	59.99	59.97

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

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