NYMEX Light Sweet Crude Oil Future June 2016

Trading Metrics calculated at close of trading on 10-Dec-2015

Day Change Summary
	Previous	Current
	09-Dec-2015	10-Dec-2015	Change	Change %	Previous Week
Open	42.81	42.45	-0.36	-0.8%	46.36
High	43.51	42.73	-0.78	-1.8%	47.03
Low	41.74	41.94	0.20	0.5%	44.60
Close	42.29	42.38	0.09	0.2%	44.81
Range	1.77	0.79	-0.98	-55.4%	2.43
ATR	1.54	1.49	-0.05	-3.5%	0.00
Volume	54,821	45,731	-9,090	-16.6%	141,507

Daily Pivots for day following 10-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	44.72	44.34	42.81
R3	43.93	43.55	42.60
R2	43.14	43.14	42.52
R1	42.76	42.76	42.45	42.56
PP	42.35	42.35	42.35	42.25
S1	41.97	41.97	42.31	41.77
S2	41.56	41.56	42.24
S3	40.77	41.18	42.16
S4	39.98	40.39	41.95

Weekly Pivots for week ending 04-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	52.77	51.22	46.15
R3	50.34	48.79	45.48
R2	47.91	47.91	45.26
R1	46.36	46.36	45.03	45.92
PP	45.48	45.48	45.48	45.26
S1	43.93	43.93	44.59	43.49
S2	43.05	43.05	44.36
S3	40.62	41.50	44.14
S4	38.19	39.07	43.47

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	46.49	41.74	4.75	11.2%	1.61	3.8%	13%	False	False	52,234
10	47.83	41.74	6.09	14.4%	1.50	3.5%	11%	False	False	38,312
20	48.02	41.74	6.28	14.8%	1.48	3.5%	10%	False	False	34,099
40	52.04	41.74	10.30	24.3%	1.42	3.4%	6%	False	False	29,906

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.33
Narrowest range in 36 trading days

Fibonacci Retracements and Extensions
4.250	46.09
2.618	44.80
1.618	44.01
1.000	43.52
0.618	43.22
HIGH	42.73
0.618	42.43
0.500	42.34
0.382	42.24
LOW	41.94
0.618	41.45
1.000	41.15
1.618	40.66
2.618	39.87
4.250	38.58

Fisher Pivots for day following 10-Dec-2015
Pivot	1 day	3 day
R1	42.37	42.63
PP	42.35	42.54
S1	42.34	42.46

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

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