NYMEX Light Sweet Crude Oil Future December 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 | 
                        61.64 | 
                        62.41 | 
                        0.77 | 
                        1.2% | 
                        61.30 | 
                     
                    
                        | High | 
                        62.70 | 
                        62.80 | 
                        0.10 | 
                        0.2% | 
                        62.98 | 
                     
                    
                        | Low | 
                        61.03 | 
                        61.08 | 
                        0.05 | 
                        0.1% | 
                        60.27 | 
                     
                    
                        | Close | 
                        62.31 | 
                        61.54 | 
                        -0.77 | 
                        -1.2% | 
                        61.34 | 
                     
                    
                        | Range | 
                        1.67 | 
                        1.72 | 
                        0.05 | 
                        3.0% | 
                        2.71 | 
                     
                    
                        | ATR | 
                        1.58 | 
                        1.59 | 
                        0.01 | 
                        0.7% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        42,067 | 
                        59,349 | 
                        17,282 | 
                        41.1% | 
                        227,697 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 24-Jun-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                66.97 | 
                65.97 | 
                62.49 | 
                 | 
             
            
                | R3 | 
                65.25 | 
                64.25 | 
                62.01 | 
                 | 
             
            
                | R2 | 
                63.53 | 
                63.53 | 
                61.86 | 
                 | 
             
            
                | R1 | 
                62.53 | 
                62.53 | 
                61.70 | 
                62.17 | 
             
            
                | PP | 
                61.81 | 
                61.81 | 
                61.81 | 
                61.63 | 
             
            
                | S1 | 
                60.81 | 
                60.81 | 
                61.38 | 
                60.45 | 
             
            
                | S2 | 
                60.09 | 
                60.09 | 
                61.22 | 
                 | 
             
            
                | S3 | 
                58.37 | 
                59.09 | 
                61.07 | 
                 | 
             
            
                | S4 | 
                56.65 | 
                57.37 | 
                60.59 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 19-Jun-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                69.66 | 
                68.21 | 
                62.83 | 
                 | 
             
            
                | R3 | 
                66.95 | 
                65.50 | 
                62.09 | 
                 | 
             
            
                | R2 | 
                64.24 | 
                64.24 | 
                61.84 | 
                 | 
             
            
                | R1 | 
                62.79 | 
                62.79 | 
                61.59 | 
                63.52 | 
             
            
                | PP | 
                61.53 | 
                61.53 | 
                61.53 | 
                61.89 | 
             
            
                | S1 | 
                60.08 | 
                60.08 | 
                61.09 | 
                60.81 | 
             
            
                | S2 | 
                58.82 | 
                58.82 | 
                60.84 | 
                 | 
             
            
                | S3 | 
                56.11 | 
                57.37 | 
                60.59 | 
                 | 
             
            
                | S4 | 
                53.40 | 
                54.66 | 
                59.85 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                62.80 | 
                60.62 | 
                2.18 | 
                3.5% | 
                1.58 | 
                2.6% | 
                42% | 
                True | 
                False | 
                49,726 | 
                 
                
                | 10 | 
                62.98 | 
                60.27 | 
                2.71 | 
                4.4% | 
                1.39 | 
                2.3% | 
                47% | 
                False | 
                False | 
                46,399 | 
                 
                
                | 20 | 
                63.12 | 
                58.00 | 
                5.12 | 
                8.3% | 
                1.56 | 
                2.5% | 
                69% | 
                False | 
                False | 
                51,781 | 
                 
                
                | 40 | 
                65.38 | 
                58.00 | 
                7.38 | 
                12.0% | 
                1.60 | 
                2.6% | 
                48% | 
                False | 
                False | 
                50,768 | 
                 
                
                | 60 | 
                65.38 | 
                54.32 | 
                11.06 | 
                18.0% | 
                1.64 | 
                2.7% | 
                65% | 
                False | 
                False | 
                52,178 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            70.11 | 
         
        
            | 
2.618             | 
            67.30 | 
         
        
            | 
1.618             | 
            65.58 | 
         
        
            | 
1.000             | 
            64.52 | 
         
        
            | 
0.618             | 
            63.86 | 
         
        
            | 
HIGH             | 
            62.80 | 
         
        
            | 
0.618             | 
            62.14 | 
         
        
            | 
0.500             | 
            61.94 | 
         
        
            | 
0.382             | 
            61.74 | 
         
        
            | 
LOW             | 
            61.08 | 
         
        
            | 
0.618             | 
            60.02 | 
         
        
            | 
1.000             | 
            59.36 | 
         
        
            | 
1.618             | 
            58.30 | 
         
        
            | 
2.618             | 
            56.58 | 
         
        
            | 
4.250             | 
            53.77 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 24-Jun-2015 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                61.94 | 
                                61.71 | 
                             
                            
                                | PP | 
                                61.81 | 
                                61.65 | 
                             
                            
                                | S1 | 
                                61.67 | 
                                61.60 | 
                             
             
         |