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

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.29
Narrowest range in 15 trading days

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

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

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