NYMEX Light Sweet Crude Oil Future August 2015

Trading Metrics calculated at close of trading on 12-Jun-2015

Day Change Summary
	Previous	Current
	11-Jun-2015	12-Jun-2015	Change	Change %	Previous Week
Open	61.56	60.92	-0.64	-1.0%	59.25
High	61.91	61.06	-0.85	-1.4%	62.22
Low	60.65	60.18	-0.47	-0.8%	58.32
Close	61.22	60.40	-0.82	-1.3%	60.40
Range	1.26	0.88	-0.38	-30.2%	3.90
ATR	1.81	1.76	-0.06	-3.0%	0.00
Volume	150,616	91,955	-58,661	-38.9%	717,503

Daily Pivots for day following 12-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	63.19	62.67	60.88
R3	62.31	61.79	60.64
R2	61.43	61.43	60.56
R1	60.91	60.91	60.48	60.73
PP	60.55	60.55	60.55	60.46
S1	60.03	60.03	60.32	59.85
S2	59.67	59.67	60.24
S3	58.79	59.15	60.16
S4	57.91	58.27	59.92

Weekly Pivots for week ending 12-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	72.01	70.11	62.55
R3	68.11	66.21	61.47
R2	64.21	64.21	61.12
R1	62.31	62.31	60.76	63.26
PP	60.31	60.31	60.31	60.79
S1	58.41	58.41	60.04	59.36
S2	56.41	56.41	59.69
S3	52.51	54.51	59.33
S4	48.61	50.61	58.26

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	62.22	58.32	3.90	6.5%	1.41	2.3%	53%	False	False	143,500
10	62.22	57.21	5.01	8.3%	1.63	2.7%	64%	False	False	122,395
20	62.22	56.88	5.34	8.8%	1.75	2.9%	66%	False	False	90,997
40	64.12	56.88	7.24	12.0%	1.72	2.9%	49%	False	False	66,911
60	64.12	49.46	14.66	24.3%	1.84	3.0%	75%	False	False	54,701
80	64.12	48.71	15.41	25.5%	1.83	3.0%	76%	False	False	47,740
100	64.12	48.71	15.41	25.5%	1.94	3.2%	76%	False	False	41,890
120	64.12	48.71	15.41	25.5%	1.99	3.3%	76%	False	False	35,857

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.31
Narrowest range in 135 trading days

Fibonacci Retracements and Extensions
4.250	64.80
2.618	63.36
1.618	62.48
1.000	61.94
0.618	61.60
HIGH	61.06
0.618	60.72
0.500	60.62
0.382	60.52
LOW	60.18
0.618	59.64
1.000	59.30
1.618	58.76
2.618	57.88
4.250	56.44

Fisher Pivots for day following 12-Jun-2015
Pivot	1 day	3 day
R1	60.62	61.20
PP	60.55	60.93
S1	60.47	60.67

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

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