NYMEX Light Sweet Crude Oil Future December 2015

Trading Metrics calculated at close of trading on 02-Jul-2015

Day Change Summary
	Previous	Current
	01-Jul-2015	02-Jul-2015	Change	Change %	Previous Week
Open	60.26	58.50	-1.76	-2.9%	60.95
High	60.26	59.42	-0.84	-1.4%	62.80
Low	58.30	57.98	-0.32	-0.5%	60.05
Close	58.55	58.45	-0.10	-0.2%	60.94
Range	1.96	1.44	-0.52	-26.5%	2.75
ATR	1.60	1.59	-0.01	-0.7%	0.00
Volume	51,333	79,910	28,577	55.7%	216,667

Daily Pivots for day following 02-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	62.94	62.13	59.24
R3	61.50	60.69	58.85
R2	60.06	60.06	58.71
R1	59.25	59.25	58.58	58.94
PP	58.62	58.62	58.62	58.46
S1	57.81	57.81	58.32	57.50
S2	57.18	57.18	58.19
S3	55.74	56.37	58.05
S4	54.30	54.93	57.66

Weekly Pivots for week ending 26-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	69.51	67.98	62.45
R3	66.76	65.23	61.70
R2	64.01	64.01	61.44
R1	62.48	62.48	61.19	61.87
PP	61.26	61.26	61.26	60.96
S1	59.73	59.73	60.69	59.12
S2	58.51	58.51	60.44
S3	55.76	56.98	60.18
S4	53.01	54.23	59.43

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	61.20	57.98	3.22	5.5%	1.48	2.5%	15%	False	True	44,846
10	62.80	57.98	4.82	8.2%	1.49	2.5%	10%	False	True	44,547
20	63.12	57.98	5.14	8.8%	1.46	2.5%	9%	False	True	47,405
40	64.39	57.98	6.41	11.0%	1.58	2.7%	7%	False	True	49,218
60	65.38	56.05	9.33	16.0%	1.58	2.7%	26%	False	False	51,724
80	65.38	51.95	13.43	23.0%	1.70	2.9%	48%	False	False	49,909

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.33
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	65.54
2.618	63.19
1.618	61.75
1.000	60.86
0.618	60.31
HIGH	59.42
0.618	58.87
0.500	58.70
0.382	58.53
LOW	57.98
0.618	57.09
1.000	56.54
1.618	55.65
2.618	54.21
4.250	51.86

Fisher Pivots for day following 02-Jul-2015
Pivot	1 day	3 day
R1	58.70	59.49
PP	58.62	59.14
S1	58.53	58.80

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

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