NYMEX Light Sweet Crude Oil Future September 2015

Trading Metrics calculated at close of trading on 18-Jun-2015

Day Change Summary
	Previous	Current
	17-Jun-2015	18-Jun-2015	Change	Change %	Previous Week
Open	60.90	60.59	-0.31	-0.5%	59.59
High	62.20	61.70	-0.50	-0.8%	62.51
Low	59.76	60.07	0.31	0.5%	58.70
Close	60.72	61.17	0.45	0.7%	60.77
Range	2.44	1.63	-0.81	-33.2%	3.81
ATR	1.67	1.67	0.00	-0.2%	0.00
Volume	66,111	94,078	27,967	42.3%	438,971

Daily Pivots for day following 18-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	65.87	65.15	62.07
R3	64.24	63.52	61.62
R2	62.61	62.61	61.47
R1	61.89	61.89	61.32	62.25
PP	60.98	60.98	60.98	61.16
S1	60.26	60.26	61.02	60.62
S2	59.35	59.35	60.87
S3	57.72	58.63	60.72
S4	56.09	57.00	60.27

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%	1.39	2.3%	61%	False	False	71,533
10	62.51	57.54	4.97	8.1%	1.54	2.5%	73%	False	False	78,486
20	62.51	57.09	5.42	8.9%	1.69	2.8%	75%	False	False	64,802
40	64.45	57.09	7.36	12.0%	1.66	2.7%	55%	False	False	52,538
60	64.45	52.02	12.43	20.3%	1.77	2.9%	74%	False	False	48,161
80	64.45	49.69	14.76	24.1%	1.77	2.9%	78%	False	False	43,265
100	64.45	49.69	14.76	24.1%	1.87	3.1%	78%	False	False	40,367
120	64.45	49.69	14.76	24.1%	1.90	3.1%	78%	False	False	36,197

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.38
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	68.63
2.618	65.97
1.618	64.34
1.000	63.33
0.618	62.71
HIGH	61.70
0.618	61.08
0.500	60.89
0.382	60.69
LOW	60.07
0.618	59.06
1.000	58.44
1.618	57.43
2.618	55.80
4.250	53.14

Fisher Pivots for day following 18-Jun-2015
Pivot	1 day	3 day
R1	61.08	61.11
PP	60.98	61.04
S1	60.89	60.98

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

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