NYMEX Light Sweet Crude Oil Future July 2015
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 18-Jun-2015 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    17-Jun-2015 | 
                    18-Jun-2015 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        60.03 | 
                        59.78 | 
                        -0.25 | 
                        -0.4% | 
                        58.96 | 
                     
                    
                        | High | 
                        61.38 | 
                        60.89 | 
                        -0.49 | 
                        -0.8% | 
                        61.82 | 
                     
                    
                        | Low | 
                        58.85 | 
                        59.25 | 
                        0.40 | 
                        0.7% | 
                        57.86 | 
                     
                    
                        | Close | 
                        59.92 | 
                        60.45 | 
                        0.53 | 
                        0.9% | 
                        59.96 | 
                     
                    
                        | Range | 
                        2.53 | 
                        1.64 | 
                        -0.89 | 
                        -35.2% | 
                        3.96 | 
                     
                    
                        | ATR | 
                        1.77 | 
                        1.76 | 
                        -0.01 | 
                        -0.5% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        396,155 | 
                        181,875 | 
                        -214,280 | 
                        -54.1% | 
                        1,804,415 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 18-Jun-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                65.12 | 
                64.42 | 
                61.35 | 
                 | 
             
            
                | R3 | 
                63.48 | 
                62.78 | 
                60.90 | 
                 | 
             
            
                | R2 | 
                61.84 | 
                61.84 | 
                60.75 | 
                 | 
             
            
                | R1 | 
                61.14 | 
                61.14 | 
                60.60 | 
                61.49 | 
             
            
                | PP | 
                60.20 | 
                60.20 | 
                60.20 | 
                60.37 | 
             
            
                | S1 | 
                59.50 | 
                59.50 | 
                60.30 | 
                59.85 | 
             
            
                | S2 | 
                58.56 | 
                58.56 | 
                60.15 | 
                 | 
             
            
                | S3 | 
                56.92 | 
                57.86 | 
                60.00 | 
                 | 
             
            
                | S4 | 
                55.28 | 
                56.22 | 
                59.55 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                61.38 | 
                58.73 | 
                2.65 | 
                4.4% | 
                1.45 | 
                2.4% | 
                65% | 
                False | 
                False | 
                266,810 | 
                 
                
                | 10 | 
                61.82 | 
                56.83 | 
                4.99 | 
                8.3% | 
                1.61 | 
                2.7% | 
                73% | 
                False | 
                False | 
                335,258 | 
                 
                
                | 20 | 
                61.82 | 
                56.51 | 
                5.31 | 
                8.8% | 
                1.77 | 
                2.9% | 
                74% | 
                False | 
                False | 
                336,097 | 
                 
                
                | 40 | 
                63.62 | 
                56.51 | 
                7.11 | 
                11.8% | 
                1.77 | 
                2.9% | 
                55% | 
                False | 
                False | 
                246,907 | 
                 
                
                | 60 | 
                63.62 | 
                50.00 | 
                13.62 | 
                22.5% | 
                1.89 | 
                3.1% | 
                77% | 
                False | 
                False | 
                189,354 | 
                 
                
                | 80 | 
                63.62 | 
                47.46 | 
                16.16 | 
                26.7% | 
                1.89 | 
                3.1% | 
                80% | 
                False | 
                False | 
                153,900 | 
                 
                
                | 100 | 
                63.62 | 
                47.46 | 
                16.16 | 
                26.7% | 
                2.02 | 
                3.3% | 
                80% | 
                False | 
                False | 
                130,230 | 
                 
                
                | 120 | 
                63.62 | 
                47.46 | 
                16.16 | 
                26.7% | 
                2.06 | 
                3.4% | 
                80% | 
                False | 
                False | 
                111,110 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            67.86 | 
         
        
            | 
2.618             | 
            65.18 | 
         
        
            | 
1.618             | 
            63.54 | 
         
        
            | 
1.000             | 
            62.53 | 
         
        
            | 
0.618             | 
            61.90 | 
         
        
            | 
HIGH             | 
            60.89 | 
         
        
            | 
0.618             | 
            60.26 | 
         
        
            | 
0.500             | 
            60.07 | 
         
        
            | 
0.382             | 
            59.88 | 
         
        
            | 
LOW             | 
            59.25 | 
         
        
            | 
0.618             | 
            58.24 | 
         
        
            | 
1.000             | 
            57.61 | 
         
        
            | 
1.618             | 
            56.60 | 
         
        
            | 
2.618             | 
            54.96 | 
         
        
            | 
4.250             | 
            52.28 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 18-Jun-2015 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                60.32 | 
                                60.34 | 
                             
                            
                                | PP | 
                                60.20 | 
                                60.23 | 
                             
                            
                                | S1 | 
                                60.07 | 
                                60.12 | 
                             
             
         |