NYMEX Light Sweet Crude Oil Future December 2015
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 11-Jun-2015 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    10-Jun-2015 | 
                    11-Jun-2015 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        61.87 | 
                        62.40 | 
                        0.53 | 
                        0.9% | 
                        61.29 | 
                     
                    
                        | High | 
                        63.12 | 
                        62.85 | 
                        -0.27 | 
                        -0.4% | 
                        62.42 | 
                     
                    
                        | Low | 
                        61.83 | 
                        61.80 | 
                        -0.03 | 
                        0.0% | 
                        58.55 | 
                     
                    
                        | Close | 
                        62.83 | 
                        62.33 | 
                        -0.50 | 
                        -0.8% | 
                        60.86 | 
                     
                    
                        | Range | 
                        1.29 | 
                        1.05 | 
                        -0.24 | 
                        -18.6% | 
                        3.87 | 
                     
                    
                        | ATR | 
                        1.71 | 
                        1.67 | 
                        -0.05 | 
                        -2.8% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        49,053 | 
                        62,806 | 
                        13,753 | 
                        28.0% | 
                        294,444 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 11-Jun-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                65.48 | 
                64.95 | 
                62.91 | 
                 | 
             
            
                | R3 | 
                64.43 | 
                63.90 | 
                62.62 | 
                 | 
             
            
                | R2 | 
                63.38 | 
                63.38 | 
                62.52 | 
                 | 
             
            
                | R1 | 
                62.85 | 
                62.85 | 
                62.43 | 
                62.59 | 
             
            
                | PP | 
                62.33 | 
                62.33 | 
                62.33 | 
                62.20 | 
             
            
                | S1 | 
                61.80 | 
                61.80 | 
                62.23 | 
                61.54 | 
             
            
                | S2 | 
                61.28 | 
                61.28 | 
                62.14 | 
                 | 
             
            
                | S3 | 
                60.23 | 
                60.75 | 
                62.04 | 
                 | 
             
            
                | S4 | 
                59.18 | 
                59.70 | 
                61.75 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 05-Jun-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                72.22 | 
                70.41 | 
                62.99 | 
                 | 
             
            
                | R3 | 
                68.35 | 
                66.54 | 
                61.92 | 
                 | 
             
            
                | R2 | 
                64.48 | 
                64.48 | 
                61.57 | 
                 | 
             
            
                | R1 | 
                62.67 | 
                62.67 | 
                61.21 | 
                61.64 | 
             
            
                | PP | 
                60.61 | 
                60.61 | 
                60.61 | 
                60.10 | 
             
            
                | S1 | 
                58.80 | 
                58.80 | 
                60.51 | 
                57.77 | 
             
            
                | S2 | 
                56.74 | 
                56.74 | 
                60.15 | 
                 | 
             
            
                | S3 | 
                52.87 | 
                54.93 | 
                59.80 | 
                 | 
             
            
                | S4 | 
                49.00 | 
                51.06 | 
                58.73 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                63.12 | 
                58.55 | 
                4.57 | 
                7.3% | 
                1.58 | 
                2.5% | 
                83% | 
                False | 
                False | 
                54,284 | 
                 
                
                | 10 | 
                63.12 | 
                58.55 | 
                4.57 | 
                7.3% | 
                1.68 | 
                2.7% | 
                83% | 
                False | 
                False | 
                57,061 | 
                 
                
                | 20 | 
                63.65 | 
                58.00 | 
                5.65 | 
                9.1% | 
                1.65 | 
                2.7% | 
                77% | 
                False | 
                False | 
                51,303 | 
                 
                
                | 40 | 
                65.38 | 
                58.00 | 
                7.38 | 
                11.8% | 
                1.63 | 
                2.6% | 
                59% | 
                False | 
                False | 
                54,176 | 
                 
                
                | 60 | 
                65.38 | 
                51.95 | 
                13.43 | 
                21.5% | 
                1.76 | 
                2.8% | 
                77% | 
                False | 
                False | 
                51,713 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            67.31 | 
         
        
            | 
2.618             | 
            65.60 | 
         
        
            | 
1.618             | 
            64.55 | 
         
        
            | 
1.000             | 
            63.90 | 
         
        
            | 
0.618             | 
            63.50 | 
         
        
            | 
HIGH             | 
            62.85 | 
         
        
            | 
0.618             | 
            62.45 | 
         
        
            | 
0.500             | 
            62.33 | 
         
        
            | 
0.382             | 
            62.20 | 
         
        
            | 
LOW             | 
            61.80 | 
         
        
            | 
0.618             | 
            61.15 | 
         
        
            | 
1.000             | 
            60.75 | 
         
        
            | 
1.618             | 
            60.10 | 
         
        
            | 
2.618             | 
            59.05 | 
         
        
            | 
4.250             | 
            57.34 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 11-Jun-2015 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                62.33 | 
                                62.07 | 
                             
                            
                                | PP | 
                                62.33 | 
                                61.81 | 
                             
                            
                                | S1 | 
                                62.33 | 
                                61.55 | 
                             
             
         |