NYMEX Light Sweet Crude Oil Future October 2015

Trading Metrics calculated at close of trading on 01-Jun-2015

Day Change Summary
	Previous	Current
	29-May-2015	01-Jun-2015	Change	Change %	Previous Week
Open	58.75	60.77	2.02	3.4%	60.85
High	61.20	61.15	-0.05	-0.1%	61.20
Low	58.39	59.95	1.56	2.7%	57.32
Close	60.96	60.72	-0.24	-0.4%	60.96
Range	2.81	1.20	-1.61	-57.3%	3.88
ATR	1.75	1.71	-0.04	-2.3%	0.00
Volume	29,115	27,311	-1,804	-6.2%	100,089

Daily Pivots for day following 01-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	64.21	63.66	61.38
R3	63.01	62.46	61.05
R2	61.81	61.81	60.94
R1	61.26	61.26	60.83	60.94
PP	60.61	60.61	60.61	60.44
S1	60.06	60.06	60.61	59.74
S2	59.41	59.41	60.50
S3	58.21	58.86	60.39
S4	57.01	57.66	60.06

Weekly Pivots for week ending 29-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	71.47	70.09	63.09
R3	67.59	66.21	62.03
R2	63.71	63.71	61.67
R1	62.33	62.33	61.32	63.02
PP	59.83	59.83	59.83	60.17
S1	58.45	58.45	60.60	59.14
S2	55.95	55.95	60.25
S3	52.07	54.57	59.89
S4	48.19	50.69	58.83

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	61.20	57.32	3.88	6.4%	1.91	3.1%	88%	False	False	25,480
10	62.73	57.32	5.41	8.9%	1.76	2.9%	63%	False	False	22,895
20	64.74	57.32	7.42	12.2%	1.69	2.8%	46%	False	False	21,404
40	64.74	54.23	10.51	17.3%	1.66	2.7%	62%	False	False	20,079
60	64.74	50.54	14.20	23.4%	1.69	2.8%	72%	False	False	17,508
80	64.74	50.54	14.20	23.4%	1.70	2.8%	72%	False	False	15,805
100	64.74	50.54	14.20	23.4%	1.77	2.9%	72%	False	False	14,000

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.28
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	66.25
2.618	64.29
1.618	63.09
1.000	62.35
0.618	61.89
HIGH	61.15
0.618	60.69
0.500	60.55
0.382	60.41
LOW	59.95
0.618	59.21
1.000	58.75
1.618	58.01
2.618	56.81
4.250	54.85

Fisher Pivots for day following 01-Jun-2015
Pivot	1 day	3 day
R1	60.66	60.23
PP	60.61	59.75
S1	60.55	59.26

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

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