NYMEX Light Sweet Crude Oil Future September 2015

Trading Metrics calculated at close of trading on 09-Jun-2015

Day Change Summary
	Previous	Current
	08-Jun-2015	09-Jun-2015	Change	Change %	Previous Week
Open	59.59	59.11	-0.48	-0.8%	60.52
High	59.80	61.38	1.58	2.6%	61.95
Low	58.70	59.03	0.33	0.6%	57.54
Close	58.97	60.98	2.01	3.4%	59.89
Range	1.10	2.35	1.25	113.6%	4.41
ATR	1.78	1.83	0.04	2.5%	0.00
Volume	88,800	73,008	-15,792	-17.8%	314,390

Daily Pivots for day following 09-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	67.51	66.60	62.27
R3	65.16	64.25	61.63
R2	62.81	62.81	61.41
R1	61.90	61.90	61.20	62.36
PP	60.46	60.46	60.46	60.69
S1	59.55	59.55	60.76	60.01
S2	58.11	58.11	60.55
S3	55.76	57.20	60.33
S4	53.41	54.85	59.69

Weekly Pivots for week ending 05-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	73.02	70.87	62.32
R3	68.61	66.46	61.10
R2	64.20	64.20	60.70
R1	62.05	62.05	60.29	60.92
PP	59.79	59.79	59.79	59.23
S1	57.64	57.64	59.49	56.51
S2	55.38	55.38	59.08
S3	50.97	53.23	58.68
S4	46.56	48.82	57.46

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	61.75	57.54	4.21	6.9%	1.93	3.2%	82%	False	False	72,118
10	61.95	57.09	4.86	8.0%	1.84	3.0%	80%	False	False	62,694
20	63.49	57.09	6.40	10.5%	1.79	2.9%	61%	False	False	49,404
40	64.45	56.23	8.22	13.5%	1.75	2.9%	58%	False	False	45,946
60	64.45	49.69	14.76	24.2%	1.86	3.0%	76%	False	False	41,956
80	64.45	49.69	14.76	24.2%	1.82	3.0%	76%	False	False	39,362
100	64.45	49.69	14.76	24.2%	1.93	3.2%	76%	False	False	36,536
120	64.45	49.69	14.76	24.2%	1.98	3.3%	76%	False	False	32,262

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	0.38
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	71.37
2.618	67.53
1.618	65.18
1.000	63.73
0.618	62.83
HIGH	61.38
0.618	60.48
0.500	60.21
0.382	59.93
LOW	59.03
0.618	57.58
1.000	56.68
1.618	55.23
2.618	52.88
4.250	49.04

Fisher Pivots for day following 09-Jun-2015
Pivot	1 day	3 day
R1	60.72	60.47
PP	60.46	59.97
S1	60.21	59.46

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

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