NYMEX Light Sweet Crude Oil Future August 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	60.88	59.75	-1.13	-1.9%	60.33
High	60.93	60.63	-0.30	-0.5%	61.81
Low	59.24	59.27	0.03	0.1%	59.19
Close	59.97	60.38	0.41	0.7%	59.97
Range	1.69	1.36	-0.33	-19.5%	2.62
ATR	1.72	1.69	-0.03	-1.5%	0.00
Volume	299,894	255,306	-44,588	-14.9%	961,018

Daily Pivots for day following 22-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	64.17	63.64	61.13
R3	62.81	62.28	60.75
R2	61.45	61.45	60.63
R1	60.92	60.92	60.50	61.19
PP	60.09	60.09	60.09	60.23
S1	59.56	59.56	60.26	59.83
S2	58.73	58.73	60.13
S3	57.37	58.20	60.01
S4	56.01	56.84	59.63

Weekly Pivots for week ending 19-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	68.18	66.70	61.41
R3	65.56	64.08	60.69
R2	62.94	62.94	60.45
R1	61.46	61.46	60.21	60.89
PP	60.32	60.32	60.32	60.04
S1	58.84	58.84	59.73	58.27
S2	57.70	57.70	59.49
S3	55.08	56.22	59.25
S4	52.46	53.60	58.53

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	61.81	59.24	2.57	4.3%	1.62	2.7%	44%	False	False	217,613
10	62.22	58.70	3.52	5.8%	1.52	2.5%	48%	False	False	179,041
20	62.22	56.88	5.34	8.8%	1.71	2.8%	66%	False	False	135,943
40	64.12	56.88	7.24	12.0%	1.70	2.8%	48%	False	False	91,075
60	64.12	51.30	12.82	21.2%	1.78	2.9%	71%	False	False	72,783
80	64.12	48.71	15.41	25.5%	1.80	3.0%	76%	False	False	61,063
100	64.12	48.71	15.41	25.5%	1.94	3.2%	76%	False	False	53,233
120	64.12	48.71	15.41	25.5%	1.95	3.2%	76%	False	False	45,793

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	0.30
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	66.41
2.618	64.19
1.618	62.83
1.000	61.99
0.618	61.47
HIGH	60.63
0.618	60.11
0.500	59.95
0.382	59.79
LOW	59.27
0.618	58.43
1.000	57.91
1.618	57.07
2.618	55.71
4.250	53.49

Fisher Pivots for day following 22-Jun-2015
Pivot	1 day	3 day
R1	60.24	60.35
PP	60.09	60.32
S1	59.95	60.29

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

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