NYMEX Light Sweet Crude Oil Future November 2015
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 02-Jun-2015 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 01-Jun-2015 | 02-Jun-2015 | Change | Change % | Previous Week |  
                        | Open | 60.78 | 60.81 | 0.03 | 0.0% | 61.07 |  
                        | High | 61.33 | 62.21 | 0.88 | 1.4% | 61.40 |  
                        | Low | 60.19 | 60.76 | 0.57 | 0.9% | 57.68 |  
                        | Close | 60.92 | 61.99 | 1.07 | 1.8% | 61.23 |  
                        | Range | 1.14 | 1.45 | 0.31 | 27.2% | 3.72 |  
                        | ATR | 1.65 | 1.64 | -0.01 | -0.9% | 0.00 |  
                        | Volume | 21,295 | 31,163 | 9,868 | 46.3% | 63,345 |  | 
    
| 
        
            | Daily Pivots for day following 02-Jun-2015 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 66.00 | 65.45 | 62.79 |  |  
                | R3 | 64.55 | 64.00 | 62.39 |  |  
                | R2 | 63.10 | 63.10 | 62.26 |  |  
                | R1 | 62.55 | 62.55 | 62.12 | 62.83 |  
                | PP | 61.65 | 61.65 | 61.65 | 61.79 |  
                | S1 | 61.10 | 61.10 | 61.86 | 61.38 |  
                | S2 | 60.20 | 60.20 | 61.72 |  |  
                | S3 | 58.75 | 59.65 | 61.59 |  |  
                | S4 | 57.30 | 58.20 | 61.19 |  |  | 
        
            | Weekly Pivots for week ending 29-May-2015 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 71.26 | 69.97 | 63.28 |  |  
                | R3 | 67.54 | 66.25 | 62.25 |  |  
                | R2 | 63.82 | 63.82 | 61.91 |  |  
                | R1 | 62.53 | 62.53 | 61.57 | 63.18 |  
                | PP | 60.10 | 60.10 | 60.10 | 60.43 |  
                | S1 | 58.81 | 58.81 | 60.89 | 59.46 |  
                | S2 | 56.38 | 56.38 | 60.55 |  |  
                | S3 | 52.66 | 55.09 | 60.21 |  |  
                | S4 | 48.94 | 51.37 | 59.18 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 62.21 | 57.68 | 4.53 | 7.3% | 1.67 | 2.7% | 95% | True | False | 20,911 |  
                | 10 | 62.21 | 57.68 | 4.53 | 7.3% | 1.68 | 2.7% | 95% | True | False | 17,322 |  
                | 20 | 65.03 | 57.68 | 7.35 | 11.9% | 1.66 | 2.7% | 59% | False | False | 15,358 |  
                | 40 | 65.03 | 55.25 | 9.78 | 15.8% | 1.54 | 2.5% | 69% | False | False | 13,596 |  
                | 60 | 65.03 | 51.33 | 13.70 | 22.1% | 1.60 | 2.6% | 78% | False | False | 11,801 |  
                | 80 | 65.03 | 51.33 | 13.70 | 22.1% | 1.56 | 2.5% | 78% | False | False | 10,495 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 68.37 |  
            | 2.618 | 66.01 |  
            | 1.618 | 64.56 |  
            | 1.000 | 63.66 |  
            | 0.618 | 63.11 |  
            | HIGH | 62.21 |  
            | 0.618 | 61.66 |  
            | 0.500 | 61.49 |  
            | 0.382 | 61.31 |  
            | LOW | 60.76 |  
            | 0.618 | 59.86 |  
            | 1.000 | 59.31 |  
            | 1.618 | 58.41 |  
            | 2.618 | 56.96 |  
            | 4.250 | 54.60 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 02-Jun-2015 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 61.82 | 61.48 |  
                                | PP | 61.65 | 60.97 |  
                                | S1 | 61.49 | 60.46 |  |