NYMEX Light Sweet Crude Oil Future September 2015

Trading Metrics calculated at close of trading on 11-Jun-2015

Day Change Summary
	Previous	Current
	10-Jun-2015	11-Jun-2015	Change	Change %	Previous Week
Open	61.30	61.78	0.48	0.8%	60.52
High	62.51	62.20	-0.31	-0.5%	61.95
Low	61.17	61.02	-0.15	-0.2%	57.54
Close	62.17	61.60	-0.57	-0.9%	59.89
Range	1.34	1.18	-0.16	-11.9%	4.41
ATR	1.80	1.76	-0.04	-2.5%	0.00
Volume	84,094	108,443	24,349	29.0%	314,390

Daily Pivots for day following 11-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	65.15	64.55	62.25
R3	63.97	63.37	61.92
R2	62.79	62.79	61.82
R1	62.19	62.19	61.71	61.90
PP	61.61	61.61	61.61	61.46
S1	61.01	61.01	61.49	60.72
S2	60.43	60.43	61.38
S3	59.25	59.83	61.28
S4	58.07	58.65	60.95

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	62.51	57.54	4.97	8.1%	1.68	2.7%	82%	False	False	85,439
10	62.51	57.54	4.97	8.1%	1.78	2.9%	82%	False	False	72,373
20	62.65	57.09	5.56	9.0%	1.73	2.8%	81%	False	False	55,632
40	64.45	57.09	7.36	11.9%	1.71	2.8%	61%	False	False	49,000
60	64.45	49.69	14.76	24.0%	1.84	3.0%	81%	False	False	44,314
80	64.45	49.69	14.76	24.0%	1.80	2.9%	81%	False	False	40,888
100	64.45	49.69	14.76	24.0%	1.89	3.1%	81%	False	False	38,014
120	64.45	49.69	14.76	24.0%	1.95	3.2%	81%	False	False	33,666

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.34
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	67.22
2.618	65.29
1.618	64.11
1.000	63.38
0.618	62.93
HIGH	62.20
0.618	61.75
0.500	61.61
0.382	61.47
LOW	61.02
0.618	60.29
1.000	59.84
1.618	59.11
2.618	57.93
4.250	56.01

Fisher Pivots for day following 11-Jun-2015
Pivot	1 day	3 day
R1	61.61	61.32
PP	61.61	61.05
S1	61.60	60.77

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

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