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

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.32
Narrowest range in 4 trading days

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

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

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