NYMEX Light Sweet Crude Oil Future October 2015

Trading Metrics calculated at close of trading on 05-Jun-2015

Day Change Summary
	Previous	Current
	04-Jun-2015	05-Jun-2015	Change	Change %	Previous Week
Open	60.24	58.77	-1.47	-2.4%	60.77
High	60.52	60.21	-0.31	-0.5%	62.04
Low	58.68	57.80	-0.88	-1.5%	57.80
Close	58.84	60.13	1.29	2.2%	60.13
Range	1.84	2.41	0.57	31.0%	4.24
ATR	1.71	1.76	0.05	2.9%	0.00
Volume	33,544	31,924	-1,620	-4.8%	155,694

Daily Pivots for day following 05-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	66.61	65.78	61.46
R3	64.20	63.37	60.79
R2	61.79	61.79	60.57
R1	60.96	60.96	60.35	61.38
PP	59.38	59.38	59.38	59.59
S1	58.55	58.55	59.91	58.97
S2	56.97	56.97	59.69
S3	54.56	56.14	59.47
S4	52.15	53.73	58.80

Weekly Pivots for week ending 05-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	72.71	70.66	62.46
R3	68.47	66.42	61.30
R2	64.23	64.23	60.91
R1	62.18	62.18	60.52	61.09
PP	59.99	59.99	59.99	59.44
S1	57.94	57.94	59.74	56.85
S2	55.75	55.75	59.35
S3	51.51	53.70	58.96
S4	47.27	49.46	57.80

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	62.04	57.80	4.24	7.1%	1.75	2.9%	55%	False	True	31,138
10	62.04	57.32	4.72	7.8%	1.84	3.1%	60%	False	False	28,712
20	63.75	57.32	6.43	10.7%	1.69	2.8%	44%	False	False	23,780
40	64.74	54.98	9.76	16.2%	1.65	2.7%	53%	False	False	21,443
60	64.74	50.54	14.20	23.6%	1.72	2.9%	68%	False	False	18,815
80	64.74	50.54	14.20	23.6%	1.68	2.8%	68%	False	False	16,936
100	64.74	50.54	14.20	23.6%	1.78	3.0%	68%	False	False	15,109

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.36
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	70.45
2.618	66.52
1.618	64.11
1.000	62.62
0.618	61.70
HIGH	60.21
0.618	59.29
0.500	59.01
0.382	58.72
LOW	57.80
0.618	56.31
1.000	55.39
1.618	53.90
2.618	51.49
4.250	47.56

Fisher Pivots for day following 05-Jun-2015
Pivot	1 day	3 day
R1	59.76	60.03
PP	59.38	59.93
S1	59.01	59.83

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

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