NYMEX Light Sweet Crude Oil Future October 2015

Trading Metrics calculated at close of trading on 22-Jun-2015

Day Change Summary
	Previous	Current
	19-Jun-2015	22-Jun-2015	Change	Change %	Previous Week
Open	61.54	60.35	-1.19	-1.9%	60.69
High	61.54	61.25	-0.29	-0.5%	62.41
Low	59.93	59.96	0.03	0.1%	59.79
Close	60.61	61.07	0.46	0.8%	60.61
Range	1.61	1.29	-0.32	-19.9%	2.62
ATR	1.61	1.58	-0.02	-1.4%	0.00
Volume	24,404	24,036	-368	-1.5%	131,977

Daily Pivots for day following 22-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	64.63	64.14	61.78
R3	63.34	62.85	61.42
R2	62.05	62.05	61.31
R1	61.56	61.56	61.19	61.81
PP	60.76	60.76	60.76	60.88
S1	60.27	60.27	60.95	60.52
S2	59.47	59.47	60.83
S3	58.18	58.98	60.72
S4	56.89	57.69	60.36

Weekly Pivots for week ending 19-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	68.80	67.32	62.05
R3	66.18	64.70	61.33
R2	63.56	63.56	61.09
R1	62.08	62.08	60.85	61.51
PP	60.94	60.94	60.94	60.65
S1	59.46	59.46	60.37	58.89
S2	58.32	58.32	60.13
S3	55.70	56.84	59.89
S4	53.08	54.22	59.17

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	62.41	59.93	2.48	4.1%	1.52	2.5%	46%	False	False	26,782
10	62.65	59.26	3.39	5.6%	1.41	2.3%	53%	False	False	25,559
20	62.65	57.32	5.33	8.7%	1.61	2.6%	70%	False	False	27,509
40	64.74	57.32	7.42	12.1%	1.58	2.6%	51%	False	False	23,932
60	64.74	52.98	11.76	19.3%	1.64	2.7%	69%	False	False	21,544
80	64.74	50.54	14.20	23.3%	1.62	2.6%	74%	False	False	19,176
100	64.74	50.54	14.20	23.3%	1.74	2.9%	74%	False	False	17,365

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.27
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	66.73
2.618	64.63
1.618	63.34
1.000	62.54
0.618	62.05
HIGH	61.25
0.618	60.76
0.500	60.61
0.382	60.45
LOW	59.96
0.618	59.16
1.000	58.67
1.618	57.87
2.618	56.58
4.250	54.48

Fisher Pivots for day following 22-Jun-2015
Pivot	1 day	3 day
R1	60.92	61.02
PP	60.76	60.97
S1	60.61	60.93

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

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