NYMEX Light Sweet Crude Oil Future September 2015

Trading Metrics calculated at close of trading on 01-Jun-2015

Day Change Summary
	Previous	Current
	29-May-2015	01-Jun-2015	Change	Change %	Previous Week
Open	58.45	60.52	2.07	3.5%	60.75
High	61.10	61.05	-0.05	-0.1%	61.10
Low	58.23	59.80	1.57	2.7%	57.09
Close	60.79	60.62	-0.17	-0.3%	60.79
Range	2.87	1.25	-1.62	-56.4%	4.01
ATR	1.83	1.78	-0.04	-2.3%	0.00
Volume	54,996	61,205	6,209	11.3%	183,507

Daily Pivots for day following 01-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	64.24	63.68	61.31
R3	62.99	62.43	60.96
R2	61.74	61.74	60.85
R1	61.18	61.18	60.73	61.46
PP	60.49	60.49	60.49	60.63
S1	59.93	59.93	60.51	60.21
S2	59.24	59.24	60.39
S3	57.99	58.68	60.28
S4	56.74	57.43	59.93

Weekly Pivots for week ending 29-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	71.69	70.25	63.00
R3	67.68	66.24	61.89
R2	63.67	63.67	61.53
R1	62.23	62.23	61.16	62.95
PP	59.66	59.66	59.66	60.02
S1	58.22	58.22	60.42	58.94
S2	55.65	55.65	60.05
S3	51.64	54.21	59.69
S4	47.63	50.20	58.58

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	61.10	57.09	4.01	6.6%	1.95	3.2%	88%	False	False	48,942
10	62.43	57.09	5.34	8.8%	1.82	3.0%	66%	False	False	42,681
20	64.45	57.09	7.36	12.1%	1.76	2.9%	48%	False	False	40,765
40	64.45	53.41	11.04	18.2%	1.76	2.9%	65%	False	False	42,440
60	64.45	49.69	14.76	24.3%	1.84	3.0%	74%	False	False	37,932
80	64.45	49.69	14.76	24.3%	1.85	3.1%	74%	False	False	36,341
100	64.45	49.69	14.76	24.3%	1.93	3.2%	74%	False	False	33,358
120	66.51	49.69	16.82	27.7%	1.99	3.3%	65%	False	False	29,276

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.30
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	66.36
2.618	64.32
1.618	63.07
1.000	62.30
0.618	61.82
HIGH	61.05
0.618	60.57
0.500	60.43
0.382	60.28
LOW	59.80
0.618	59.03
1.000	58.55
1.618	57.78
2.618	56.53
4.250	54.49

Fisher Pivots for day following 01-Jun-2015
Pivot	1 day	3 day
R1	60.56	60.11
PP	60.49	59.60
S1	60.43	59.10

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

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