NYMEX Light Sweet Crude Oil Future November 2015

Trading Metrics calculated at close of trading on 24-Jun-2015

Day Change Summary
	Previous	Current
	23-Jun-2015	24-Jun-2015	Change	Change %	Previous Week
Open	61.24	62.02	0.78	1.3%	60.86
High	62.35	62.41	0.06	0.1%	62.68
Low	60.66	60.75	0.09	0.1%	60.03
Close	61.97	61.18	-0.79	-1.3%	60.99
Range	1.69	1.66	-0.03	-1.8%	2.65
ATR	1.55	1.55	0.01	0.5%	0.00
Volume	26,725	22,646	-4,079	-15.3%	88,093

Daily Pivots for day following 24-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	66.43	65.46	62.09
R3	64.77	63.80	61.64
R2	63.11	63.11	61.48
R1	62.14	62.14	61.33	61.80
PP	61.45	61.45	61.45	61.27
S1	60.48	60.48	61.03	60.14
S2	59.79	59.79	60.88
S3	58.13	58.82	60.72
S4	56.47	57.16	60.27

Weekly Pivots for week ending 19-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	69.18	67.74	62.45
R3	66.53	65.09	61.72
R2	63.88	63.88	61.48
R1	62.44	62.44	61.23	63.16
PP	61.23	61.23	61.23	61.60
S1	59.79	59.79	60.75	60.51
S2	58.58	58.58	60.50
S3	55.93	57.14	60.26
S4	53.28	54.49	59.53

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	62.41	60.28	2.13	3.5%	1.52	2.5%	42%	True	False	23,265
10	62.68	60.03	2.65	4.3%	1.35	2.2%	43%	False	False	19,730
20	62.87	57.68	5.19	8.5%	1.53	2.5%	67%	False	False	21,046
40	65.03	57.68	7.35	12.0%	1.56	2.5%	48%	False	False	17,181
60	65.03	53.92	11.11	18.2%	1.54	2.5%	65%	False	False	15,024
80	65.03	51.33	13.70	22.4%	1.54	2.5%	72%	False	False	13,271
100	65.03	51.33	13.70	22.4%	1.62	2.6%	72%	False	False	11,998

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.35
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	69.47
2.618	66.76
1.618	65.10
1.000	64.07
0.618	63.44
HIGH	62.41
0.618	61.78
0.500	61.58
0.382	61.38
LOW	60.75
0.618	59.72
1.000	59.09
1.618	58.06
2.618	56.40
4.250	53.70

Fisher Pivots for day following 24-Jun-2015
Pivot	1 day	3 day
R1	61.58	61.35
PP	61.45	61.29
S1	61.31	61.24

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

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