NYMEX Light Sweet Crude Oil Future August 2015

Trading Metrics calculated at close of trading on 24-Jun-2015

Day Change Summary
	Previous	Current
	23-Jun-2015	24-Jun-2015	Change	Change %	Previous Week
Open	60.21	61.14	0.93	1.5%	60.33
High	61.49	61.57	0.08	0.1%	61.81
Low	59.55	59.80	0.25	0.4%	59.19
Close	61.01	60.27	-0.74	-1.2%	59.97
Range	1.94	1.77	-0.17	-8.8%	2.62
ATR	1.71	1.71	0.00	0.3%	0.00
Volume	336,224	312,985	-23,239	-6.9%	961,018

Daily Pivots for day following 24-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	65.86	64.83	61.24
R3	64.09	63.06	60.76
R2	62.32	62.32	60.59
R1	61.29	61.29	60.43	60.92
PP	60.55	60.55	60.55	60.36
S1	59.52	59.52	60.11	59.15
S2	58.78	58.78	59.95
S3	57.01	57.75	59.78
S4	55.24	55.98	59.30

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	61.57	59.24	2.33	3.9%	1.68	2.8%	44%	True	False	275,177
10	61.91	59.19	2.72	4.5%	1.52	2.5%	40%	False	False	210,810
20	62.22	56.88	5.34	8.9%	1.69	2.8%	63%	False	False	163,135
40	64.12	56.88	7.24	12.0%	1.73	2.9%	47%	False	False	105,384
60	64.12	51.30	12.82	21.3%	1.77	2.9%	70%	False	False	82,550
80	64.12	48.71	15.41	25.6%	1.80	3.0%	75%	False	False	68,484
100	64.12	48.71	15.41	25.6%	1.93	3.2%	75%	False	False	59,455
120	64.12	48.71	15.41	25.6%	1.95	3.2%	75%	False	False	51,148

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.39
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	69.09
2.618	66.20
1.618	64.43
1.000	63.34
0.618	62.66
HIGH	61.57
0.618	60.89
0.500	60.69
0.382	60.48
LOW	59.80
0.618	58.71
1.000	58.03
1.618	56.94
2.618	55.17
4.250	52.28

Fisher Pivots for day following 24-Jun-2015
Pivot	1 day	3 day
R1	60.69	60.42
PP	60.55	60.37
S1	60.41	60.32

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

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