NYMEX Light Sweet Crude Oil Future September 2015

Trading Metrics calculated at close of trading on 17-Jun-2015

Day Change Summary
	Previous	Current
	16-Jun-2015	17-Jun-2015	Change	Change %	Previous Week
Open	60.39	60.90	0.51	0.8%	59.59
High	61.15	62.20	1.05	1.7%	62.51
Low	60.27	59.76	-0.51	-0.8%	58.70
Close	60.84	60.72	-0.12	-0.2%	60.77
Range	0.88	2.44	1.56	177.3%	3.81
ATR	1.62	1.67	0.06	3.6%	0.00
Volume	54,074	66,111	12,037	22.3%	438,971

Daily Pivots for day following 17-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	68.21	66.91	62.06
R3	65.77	64.47	61.39
R2	63.33	63.33	61.17
R1	62.03	62.03	60.94	61.46
PP	60.89	60.89	60.89	60.61
S1	59.59	59.59	60.50	59.02
S2	58.45	58.45	60.27
S3	56.01	57.15	60.05
S4	53.57	54.71	59.38

Weekly Pivots for week ending 12-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	72.09	70.24	62.87
R3	68.28	66.43	61.82
R2	64.47	64.47	61.47
R1	62.62	62.62	61.12	63.55
PP	60.66	60.66	60.66	61.12
S1	58.81	58.81	60.42	59.74
S2	56.85	56.85	60.07
S3	53.04	55.00	59.72
S4	49.23	51.19	58.67

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	62.20	59.57	2.63	4.3%	1.30	2.1%	44%	True	False	74,406
10	62.51	57.54	4.97	8.2%	1.57	2.6%	64%	False	False	75,893
20	62.51	57.09	5.42	8.9%	1.65	2.7%	67%	False	False	61,859
40	64.45	57.09	7.36	12.1%	1.66	2.7%	49%	False	False	50,948
60	64.45	52.01	12.44	20.5%	1.77	2.9%	70%	False	False	46,899
80	64.45	49.69	14.76	24.3%	1.77	2.9%	75%	False	False	42,529
100	64.45	49.69	14.76	24.3%	1.87	3.1%	75%	False	False	39,641
120	64.45	49.69	14.76	24.3%	1.89	3.1%	75%	False	False	35,481

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.36
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	72.57
2.618	68.59
1.618	66.15
1.000	64.64
0.618	63.71
HIGH	62.20
0.618	61.27
0.500	60.98
0.382	60.69
LOW	59.76
0.618	58.25
1.000	57.32
1.618	55.81
2.618	53.37
4.250	49.39

Fisher Pivots for day following 17-Jun-2015
Pivot	1 day	3 day
R1	60.98	60.89
PP	60.89	60.83
S1	60.81	60.78

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

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