NYMEX Light Sweet Crude Oil Future January 2016

Trading Metrics calculated at close of trading on 22-Jun-2015

Day Change Summary
	Previous	Current
	19-Jun-2015	22-Jun-2015	Change	Change %	Previous Week
Open	62.45	61.26	-1.19	-1.9%	61.31
High	62.45	62.25	-0.20	-0.3%	63.15
Low	60.93	61.02	0.09	0.1%	60.50
Close	61.64	62.17	0.53	0.9%	61.64
Range	1.52	1.23	-0.29	-19.1%	2.65
ATR	1.43	1.42	-0.01	-1.0%	0.00
Volume	4,543	11,446	6,903	151.9%	36,430

Daily Pivots for day following 22-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	65.50	65.07	62.85
R3	64.27	63.84	62.51
R2	63.04	63.04	62.40
R1	62.61	62.61	62.28	62.83
PP	61.81	61.81	61.81	61.92
S1	61.38	61.38	62.06	61.60
S2	60.58	60.58	61.94
S3	59.35	60.15	61.83
S4	58.12	58.92	61.49

Weekly Pivots for week ending 19-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	69.71	68.33	63.10
R3	67.06	65.68	62.37
R2	64.41	64.41	62.13
R1	63.03	63.03	61.88	63.72
PP	61.76	61.76	61.76	62.11
S1	60.38	60.38	61.40	61.07
S2	59.11	59.11	61.15
S3	56.46	57.73	60.91
S4	53.81	55.08	60.18

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	63.15	60.93	2.22	3.6%	1.40	2.3%	56%	False	False	8,445
10	63.32	60.44	2.88	4.6%	1.26	2.0%	60%	False	False	8,674
20	63.32	58.48	4.84	7.8%	1.41	2.3%	76%	False	False	9,119

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.20
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	67.48
2.618	65.47
1.618	64.24
1.000	63.48
0.618	63.01
HIGH	62.25
0.618	61.78
0.500	61.64
0.382	61.49
LOW	61.02
0.618	60.26
1.000	59.79
1.618	59.03
2.618	57.80
4.250	55.79

Fisher Pivots for day following 22-Jun-2015
Pivot	1 day	3 day
R1	61.99	62.07
PP	61.81	61.96
S1	61.64	61.86

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

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