NYMEX Light Sweet Crude Oil Future December 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	59.16	61.29	2.13	3.6%	61.47
High	61.73	61.64	-0.09	-0.1%	61.85
Low	58.99	60.40	1.41	2.4%	58.00
Close	61.51	61.18	-0.33	-0.5%	61.51
Range	2.74	1.24	-1.50	-54.7%	3.85
ATR	1.75	1.71	-0.04	-2.1%	0.00
Volume	58,785	70,447	11,662	19.8%	203,523

Daily Pivots for day following 01-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	64.79	64.23	61.86
R3	63.55	62.99	61.52
R2	62.31	62.31	61.41
R1	61.75	61.75	61.29	61.41
PP	61.07	61.07	61.07	60.91
S1	60.51	60.51	61.07	60.17
S2	59.83	59.83	60.95
S3	58.59	59.27	60.84
S4	57.35	58.03	60.50

Weekly Pivots for week ending 29-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	72.00	70.61	63.63
R3	68.15	66.76	62.57
R2	64.30	64.30	62.22
R1	62.91	62.91	61.86	63.61
PP	60.45	60.45	60.45	60.80
S1	59.06	59.06	61.16	59.76
S2	56.60	56.60	60.80
S3	52.75	55.21	60.45
S4	48.90	51.36	59.39

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	61.85	58.00	3.85	6.3%	1.91	3.1%	83%	False	False	54,794
10	63.39	58.00	5.39	8.8%	1.76	2.9%	59%	False	False	48,272
20	65.38	58.00	7.38	12.1%	1.69	2.8%	43%	False	False	49,824
40	65.38	55.49	9.89	16.2%	1.66	2.7%	58%	False	False	54,233
60	65.38	51.95	13.43	22.0%	1.77	2.9%	69%	False	False	50,021

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	0.31
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	66.91
2.618	64.89
1.618	63.65
1.000	62.88
0.618	62.41
HIGH	61.64
0.618	61.17
0.500	61.02
0.382	60.87
LOW	60.40
0.618	59.63
1.000	59.16
1.618	58.39
2.618	57.15
4.250	55.13

Fisher Pivots for day following 01-Jun-2015
Pivot	1 day	3 day
R1	61.13	60.74
PP	61.07	60.30
S1	61.02	59.87

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

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