NYMEX Light Sweet Crude Oil Future July 2015
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 22-Jun-2015 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 19-Jun-2015 | 22-Jun-2015 | Change | Change % | Previous Week |  
                        | Open | 60.50 | 59.44 | -1.06 | -1.8% | 59.90 |  
                        | High | 60.56 | 60.30 | -0.26 | -0.4% | 61.38 |  
                        | Low | 58.88 | 58.93 | 0.05 | 0.1% | 58.73 |  
                        | Close | 59.61 | 59.68 | 0.07 | 0.1% | 59.61 |  
                        | Range | 1.68 | 1.37 | -0.31 | -18.5% | 2.65 |  
                        | ATR | 1.75 | 1.73 | -0.03 | -1.6% | 0.00 |  
                        | Volume | 116,656 | 19,951 | -96,705 | -82.9% | 1,203,808 |  | 
    
| 
        
            | Daily Pivots for day following 22-Jun-2015 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 63.75 | 63.08 | 60.43 |  |  
                | R3 | 62.38 | 61.71 | 60.06 |  |  
                | R2 | 61.01 | 61.01 | 59.93 |  |  
                | R1 | 60.34 | 60.34 | 59.81 | 60.68 |  
                | PP | 59.64 | 59.64 | 59.64 | 59.80 |  
                | S1 | 58.97 | 58.97 | 59.55 | 59.31 |  
                | S2 | 58.27 | 58.27 | 59.43 |  |  
                | S3 | 56.90 | 57.60 | 59.30 |  |  
                | S4 | 55.53 | 56.23 | 58.93 |  |  | 
        
            | Weekly Pivots for week ending 19-Jun-2015 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 67.86 | 66.38 | 61.07 |  |  
                | R3 | 65.21 | 63.73 | 60.34 |  |  
                | R2 | 62.56 | 62.56 | 60.10 |  |  
                | R1 | 61.08 | 61.08 | 59.85 | 60.50 |  
                | PP | 59.91 | 59.91 | 59.91 | 59.61 |  
                | S1 | 58.43 | 58.43 | 59.37 | 57.85 |  
                | S2 | 57.26 | 57.26 | 59.12 |  |  
                | S3 | 54.61 | 55.78 | 58.88 |  |  
                | S4 | 51.96 | 53.13 | 58.15 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 61.38 | 58.85 | 2.53 | 4.2% | 1.63 | 2.7% | 33% | False | False | 189,714 |  
                | 10 | 61.82 | 58.23 | 3.59 | 6.0% | 1.55 | 2.6% | 40% | False | False | 268,832 |  
                | 20 | 61.82 | 56.51 | 5.31 | 8.9% | 1.74 | 2.9% | 60% | False | False | 314,923 |  
                | 40 | 63.62 | 56.51 | 7.11 | 11.9% | 1.75 | 2.9% | 45% | False | False | 245,301 |  
                | 60 | 63.62 | 50.23 | 13.39 | 22.4% | 1.85 | 3.1% | 71% | False | False | 190,123 |  
                | 80 | 63.62 | 47.46 | 16.16 | 27.1% | 1.86 | 3.1% | 76% | False | False | 154,611 |  
                | 100 | 63.62 | 47.46 | 16.16 | 27.1% | 2.03 | 3.4% | 76% | False | False | 131,258 |  
                | 120 | 63.62 | 47.46 | 16.16 | 27.1% | 2.05 | 3.4% | 76% | False | False | 112,187 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 66.12 |  
            | 2.618 | 63.89 |  
            | 1.618 | 62.52 |  
            | 1.000 | 61.67 |  
            | 0.618 | 61.15 |  
            | HIGH | 60.30 |  
            | 0.618 | 59.78 |  
            | 0.500 | 59.62 |  
            | 0.382 | 59.45 |  
            | LOW | 58.93 |  
            | 0.618 | 58.08 |  
            | 1.000 | 57.56 |  
            | 1.618 | 56.71 |  
            | 2.618 | 55.34 |  
            | 4.250 | 53.11 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 22-Jun-2015 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 59.66 | 59.89 |  
                                | PP | 59.64 | 59.82 |  
                                | S1 | 59.62 | 59.75 |  |