NYMEX Light Sweet Crude Oil Future January 2016

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	62.85	62.11	-0.74	-1.2%	60.79
High	62.89	62.20	-0.69	-1.1%	63.32
Low	62.07	61.59	-0.48	-0.8%	60.06
Close	62.58	61.66	-0.92	-1.5%	61.66
Range	0.82	0.61	-0.21	-25.6%	3.26
ATR	1.48	1.44	-0.03	-2.4%	0.00
Volume	10,834	4,116	-6,718	-62.0%	46,279

Daily Pivots for day following 12-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	63.65	63.26	62.00
R3	63.04	62.65	61.83
R2	62.43	62.43	61.77
R1	62.04	62.04	61.72	61.93
PP	61.82	61.82	61.82	61.76
S1	61.43	61.43	61.60	61.32
S2	61.21	61.21	61.55
S3	60.60	60.82	61.49
S4	59.99	60.21	61.32

Weekly Pivots for week ending 12-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	71.46	69.82	63.45
R3	68.20	66.56	62.56
R2	64.94	64.94	62.26
R1	63.30	63.30	61.96	64.12
PP	61.68	61.68	61.68	62.09
S1	60.04	60.04	61.36	60.86
S2	58.42	58.42	61.06
S3	55.16	56.78	60.76
S4	51.90	53.52	59.87

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	63.32	60.06	3.26	5.3%	1.03	1.7%	49%	False	False	9,255
10	63.32	59.00	4.32	7.0%	1.26	2.0%	62%	False	False	9,535
20	63.68	58.48	5.20	8.4%	1.43	2.3%	61%	False	False	8,966

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	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.17
Narrowest range in 24 trading days

Fibonacci Retracements and Extensions
4.250	64.79
2.618	63.80
1.618	63.19
1.000	62.81
0.618	62.58
HIGH	62.20
0.618	61.97
0.500	61.90
0.382	61.82
LOW	61.59
0.618	61.21
1.000	60.98
1.618	60.60
2.618	59.99
4.250	59.00

Fisher Pivots for day following 12-Jun-2015
Pivot	1 day	3 day
R1	61.90	62.46
PP	61.82	62.19
S1	61.74	61.93

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

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