NYMEX Light Sweet Crude Oil Future September 2015

Trading Metrics calculated at close of trading on 02-Jun-2015

Day Change Summary
	Previous	Current
	01-Jun-2015	02-Jun-2015	Change	Change %	Previous Week
Open	60.52	60.58	0.06	0.1%	60.75
High	61.05	61.95	0.90	1.5%	61.10
Low	59.80	60.47	0.67	1.1%	57.09
Close	60.62	61.68	1.06	1.7%	60.79
Range	1.25	1.48	0.23	18.4%	4.01
ATR	1.78	1.76	-0.02	-1.2%	0.00
Volume	61,205	54,401	-6,804	-11.1%	183,507

Daily Pivots for day following 02-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	65.81	65.22	62.49
R3	64.33	63.74	62.09
R2	62.85	62.85	61.95
R1	62.26	62.26	61.82	62.56
PP	61.37	61.37	61.37	61.51
S1	60.78	60.78	61.54	61.08
S2	59.89	59.89	61.41
S3	58.41	59.30	61.27
S4	56.93	57.82	60.87

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	61.95	57.09	4.86	7.9%	1.75	2.8%	94%	True	False	53,270
10	61.95	57.09	4.86	7.9%	1.79	2.9%	94%	True	False	45,364
20	64.45	57.09	7.36	11.9%	1.78	2.9%	62%	False	False	41,961
40	64.45	54.17	10.28	16.7%	1.72	2.8%	73%	False	False	42,889
60	64.45	49.69	14.76	23.9%	1.83	3.0%	81%	False	False	38,237
80	64.45	49.69	14.76	23.9%	1.83	3.0%	81%	False	False	36,690
100	64.45	49.69	14.76	23.9%	1.93	3.1%	81%	False	False	33,721
120	65.37	49.69	15.68	25.4%	1.99	3.2%	76%	False	False	29,672

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.23
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	68.24
2.618	65.82
1.618	64.34
1.000	63.43
0.618	62.86
HIGH	61.95
0.618	61.38
0.500	61.21
0.382	61.04
LOW	60.47
0.618	59.56
1.000	58.99
1.618	58.08
2.618	56.60
4.250	54.18

Fisher Pivots for day following 02-Jun-2015
Pivot	1 day	3 day
R1	61.52	61.15
PP	61.37	60.62
S1	61.21	60.09

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

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