NYMEX Light Sweet Crude Oil Future August 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	60.52	60.10	-0.42	-0.7%	59.25
High	61.81	61.33	-0.48	-0.8%	62.22
Low	59.34	59.67	0.33	0.6%	58.32
Close	60.33	60.82	0.49	0.8%	60.40
Range	2.47	1.66	-0.81	-32.8%	3.90
ATR	1.72	1.72	0.00	-0.3%	0.00
Volume	232,091	171,476	-60,615	-26.1%	717,503

Daily Pivots for day following 18-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	65.59	64.86	61.73
R3	63.93	63.20	61.28
R2	62.27	62.27	61.12
R1	61.54	61.54	60.97	61.91
PP	60.61	60.61	60.61	60.79
S1	59.88	59.88	60.67	60.25
S2	58.95	58.95	60.52
S3	57.29	58.22	60.36
S4	55.63	56.56	59.91

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	61.81	59.19	2.62	4.3%	1.43	2.4%	62%	False	False	150,615
10	62.22	57.21	5.01	8.2%	1.58	2.6%	72%	False	False	148,636
20	62.22	56.88	5.34	8.8%	1.74	2.9%	74%	False	False	115,001
40	64.12	56.88	7.24	11.9%	1.72	2.8%	54%	False	False	79,846
60	64.12	51.25	12.87	21.2%	1.82	3.0%	74%	False	False	64,334
80	64.12	48.71	15.41	25.3%	1.82	3.0%	79%	False	False	54,774
100	64.12	48.71	15.41	25.3%	1.94	3.2%	79%	False	False	47,872
120	64.12	48.71	15.41	25.3%	1.95	3.2%	79%	False	False	41,195

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

Fibonacci Retracements and Extensions
4.250	68.39
2.618	65.68
1.618	64.02
1.000	62.99
0.618	62.36
HIGH	61.33
0.618	60.70
0.500	60.50
0.382	60.30
LOW	59.67
0.618	58.64
1.000	58.01
1.618	56.98
2.618	55.32
4.250	52.62

Fisher Pivots for day following 18-Jun-2015
Pivot	1 day	3 day
R1	60.71	60.74
PP	60.61	60.66
S1	60.50	60.58

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

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