NYMEX Light Sweet Crude Oil Future September 2015

Trading Metrics calculated at close of trading on 04-Jun-2015

Day Change Summary
	Previous	Current
	03-Jun-2015	04-Jun-2015	Change	Change %	Previous Week
Open	61.44	60.05	-1.39	-2.3%	60.75
High	61.75	60.38	-1.37	-2.2%	61.10
Low	59.91	58.46	-1.45	-2.4%	57.09
Close	60.14	58.62	-1.52	-2.5%	60.79
Range	1.84	1.92	0.08	4.3%	4.01
ATR	1.77	1.78	0.01	0.6%	0.00
Volume	57,780	68,151	10,371	17.9%	183,507

Daily Pivots for day following 04-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	64.91	63.69	59.68
R3	62.99	61.77	59.15
R2	61.07	61.07	58.97
R1	59.85	59.85	58.80	59.50
PP	59.15	59.15	59.15	58.98
S1	57.93	57.93	58.44	57.58
S2	57.23	57.23	58.27
S3	55.31	56.01	58.09
S4	53.39	54.09	57.56

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	58.23	3.72	6.3%	1.87	3.2%	10%	False	False	59,306
10	61.95	57.09	4.86	8.3%	1.84	3.1%	31%	False	False	51,119
20	63.49	57.09	6.40	10.9%	1.77	3.0%	24%	False	False	44,694
40	64.45	54.39	10.06	17.2%	1.71	2.9%	42%	False	False	43,396
60	64.45	49.69	14.76	25.2%	1.85	3.2%	61%	False	False	39,411
80	64.45	49.69	14.76	25.2%	1.83	3.1%	61%	False	False	37,485
100	64.45	49.69	14.76	25.2%	1.94	3.3%	61%	False	False	34,758
120	64.45	49.69	14.76	25.2%	1.99	3.4%	61%	False	False	30,551

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.27
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	68.54
2.618	65.41
1.618	63.49
1.000	62.30
0.618	61.57
HIGH	60.38
0.618	59.65
0.500	59.42
0.382	59.19
LOW	58.46
0.618	57.27
1.000	56.54
1.618	55.35
2.618	53.43
4.250	50.30

Fisher Pivots for day following 04-Jun-2015
Pivot	1 day	3 day
R1	59.42	60.21
PP	59.15	59.68
S1	58.89	59.15

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

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