NYMEX Light Sweet Crude Oil Future December 2015
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 12-Jun-2015 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    11-Jun-2015 | 
                    12-Jun-2015 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        62.40 | 
                        62.04 | 
                        -0.36 | 
                        -0.6% | 
                        60.55 | 
                     
                    
                        | High | 
                        62.85 | 
                        62.06 | 
                        -0.79 | 
                        -1.3% | 
                        63.12 | 
                     
                    
                        | Low | 
                        61.80 | 
                        61.32 | 
                        -0.48 | 
                        -0.8% | 
                        59.64 | 
                     
                    
                        | Close | 
                        62.33 | 
                        61.44 | 
                        -0.89 | 
                        -1.4% | 
                        61.44 | 
                     
                    
                        | Range | 
                        1.05 | 
                        0.74 | 
                        -0.31 | 
                        -29.5% | 
                        3.48 | 
                     
                    
                        | ATR | 
                        1.67 | 
                        1.62 | 
                        -0.05 | 
                        -2.8% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        62,806 | 
                        38,562 | 
                        -24,244 | 
                        -38.6% | 
                        255,950 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 12-Jun-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                63.83 | 
                63.37 | 
                61.85 | 
                 | 
             
            
                | R3 | 
                63.09 | 
                62.63 | 
                61.64 | 
                 | 
             
            
                | R2 | 
                62.35 | 
                62.35 | 
                61.58 | 
                 | 
             
            
                | R1 | 
                61.89 | 
                61.89 | 
                61.51 | 
                61.75 | 
             
            
                | PP | 
                61.61 | 
                61.61 | 
                61.61 | 
                61.54 | 
             
            
                | S1 | 
                61.15 | 
                61.15 | 
                61.37 | 
                61.01 | 
             
            
                | S2 | 
                60.87 | 
                60.87 | 
                61.30 | 
                 | 
             
            
                | S3 | 
                60.13 | 
                60.41 | 
                61.24 | 
                 | 
             
            
                | S4 | 
                59.39 | 
                59.67 | 
                61.03 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 12-Jun-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                71.84 | 
                70.12 | 
                63.35 | 
                 | 
             
            
                | R3 | 
                68.36 | 
                66.64 | 
                62.40 | 
                 | 
             
            
                | R2 | 
                64.88 | 
                64.88 | 
                62.08 | 
                 | 
             
            
                | R1 | 
                63.16 | 
                63.16 | 
                61.76 | 
                64.02 | 
             
            
                | PP | 
                61.40 | 
                61.40 | 
                61.40 | 
                61.83 | 
             
            
                | S1 | 
                59.68 | 
                59.68 | 
                61.12 | 
                60.54 | 
             
            
                | S2 | 
                57.92 | 
                57.92 | 
                60.80 | 
                 | 
             
            
                | S3 | 
                54.44 | 
                56.20 | 
                60.48 | 
                 | 
             
            
                | S4 | 
                50.96 | 
                52.72 | 
                59.53 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                63.12 | 
                59.64 | 
                3.48 | 
                5.7% | 
                1.25 | 
                2.0% | 
                52% | 
                False | 
                False | 
                51,190 | 
                 
                
                | 10 | 
                63.12 | 
                58.55 | 
                4.57 | 
                7.4% | 
                1.48 | 
                2.4% | 
                63% | 
                False | 
                False | 
                55,039 | 
                 
                
                | 20 | 
                63.39 | 
                58.00 | 
                5.39 | 
                8.8% | 
                1.63 | 
                2.6% | 
                64% | 
                False | 
                False | 
                50,238 | 
                 
                
                | 40 | 
                65.38 | 
                58.00 | 
                7.38 | 
                12.0% | 
                1.59 | 
                2.6% | 
                47% | 
                False | 
                False | 
                52,521 | 
                 
                
                | 60 | 
                65.38 | 
                52.59 | 
                12.79 | 
                20.8% | 
                1.71 | 
                2.8% | 
                69% | 
                False | 
                False | 
                51,747 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            65.21 | 
         
        
            | 
2.618             | 
            64.00 | 
         
        
            | 
1.618             | 
            63.26 | 
         
        
            | 
1.000             | 
            62.80 | 
         
        
            | 
0.618             | 
            62.52 | 
         
        
            | 
HIGH             | 
            62.06 | 
         
        
            | 
0.618             | 
            61.78 | 
         
        
            | 
0.500             | 
            61.69 | 
         
        
            | 
0.382             | 
            61.60 | 
         
        
            | 
LOW             | 
            61.32 | 
         
        
            | 
0.618             | 
            60.86 | 
         
        
            | 
1.000             | 
            60.58 | 
         
        
            | 
1.618             | 
            60.12 | 
         
        
            | 
2.618             | 
            59.38 | 
         
        
            | 
4.250             | 
            58.18 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 12-Jun-2015 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                61.69 | 
                                62.22 | 
                             
                            
                                | PP | 
                                61.61 | 
                                61.96 | 
                             
                            
                                | S1 | 
                                61.52 | 
                                61.70 | 
                             
             
         |