NYMEX Light Sweet Crude Oil Future September 2015

Trading Metrics calculated at close of trading on 10-Jul-2015

Day Change Summary
	Previous	Current
	09-Jul-2015	10-Jul-2015	Change	Change %	Previous Week
Open	52.30	52.91	0.61	1.2%	55.30
High	53.98	54.35	0.37	0.7%	55.74
Low	51.91	52.41	0.50	1.0%	50.95
Close	53.23	53.22	-0.01	0.0%	53.22
Range	2.07	1.94	-0.13	-6.3%	4.79
ATR	1.96	1.96	0.00	-0.1%	0.00
Volume	148,949	140,785	-8,164	-5.5%	702,425

Daily Pivots for day following 10-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	59.15	58.12	54.29
R3	57.21	56.18	53.75
R2	55.27	55.27	53.58
R1	54.24	54.24	53.40	54.76
PP	53.33	53.33	53.33	53.58
S1	52.30	52.30	53.04	52.82
S2	51.39	51.39	52.86
S3	49.45	50.36	52.69
S4	47.51	48.42	52.15

Weekly Pivots for week ending 10-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	67.67	65.24	55.85
R3	62.88	60.45	54.54
R2	58.09	58.09	54.10
R1	55.66	55.66	53.66	54.48
PP	53.30	53.30	53.30	52.72
S1	50.87	50.87	52.78	49.69
S2	48.51	48.51	52.34
S3	43.72	46.08	51.90
S4	38.93	41.29	50.59

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	55.74	50.95	4.79	9.0%	2.38	4.5%	47%	False	False	140,485
10	60.28	50.95	9.33	17.5%	1.97	3.7%	24%	False	False	103,557
20	62.20	50.95	11.25	21.1%	1.72	3.2%	20%	False	False	86,690
40	62.65	50.95	11.70	22.0%	1.73	3.2%	19%	False	False	71,161
60	64.45	50.95	13.50	25.4%	1.71	3.2%	17%	False	False	61,563
80	64.45	49.69	14.76	27.7%	1.81	3.4%	24%	False	False	54,908
100	64.45	49.69	14.76	27.7%	1.79	3.4%	24%	False	False	50,048
120	64.45	49.69	14.76	27.7%	1.86	3.5%	24%	False	False	46,127

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
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
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	62.60
2.618	59.43
1.618	57.49
1.000	56.29
0.618	55.55
HIGH	54.35
0.618	53.61
0.500	53.38
0.382	53.15
LOW	52.41
0.618	51.21
1.000	50.47
1.618	49.27
2.618	47.33
4.250	44.17

Fisher Pivots for day following 10-Jul-2015
Pivot	1 day	3 day
R1	53.38	53.10
PP	53.33	52.97
S1	53.27	52.85

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

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