NYMEX Light Sweet Crude Oil Future July 2016

Trading Metrics calculated at close of trading on 23-Dec-2015

Day Change Summary
	Previous	Current
	22-Dec-2015	23-Dec-2015	Change	Change %	Previous Week
Open	39.91	39.89	-0.02	-0.1%	41.59
High	40.10	41.23	1.13	2.8%	42.73
Low	39.57	39.88	0.31	0.8%	40.10
Close	39.70	40.89	1.19	3.0%	40.33
Range	0.53	1.35	0.82	154.7%	2.63
ATR	1.22	1.24	0.02	1.8%	0.00
Volume	7,341	8,275	934	12.7%	45,689

Daily Pivots for day following 23-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	44.72	44.15	41.63
R3	43.37	42.80	41.26
R2	42.02	42.02	41.14
R1	41.45	41.45	41.01	41.74
PP	40.67	40.67	40.67	40.81
S1	40.10	40.10	40.77	40.39
S2	39.32	39.32	40.64
S3	37.97	38.75	40.52
S4	36.62	37.40	40.15

Weekly Pivots for week ending 18-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	48.94	47.27	41.78
R3	46.31	44.64	41.05
R2	43.68	43.68	40.81
R1	42.01	42.01	40.57	41.53
PP	41.05	41.05	41.05	40.82
S1	39.38	39.38	40.09	38.90
S2	38.42	38.42	39.85
S3	35.79	36.75	39.61
S4	33.16	34.12	38.88

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	41.36	39.50	1.86	4.5%	0.87	2.1%	75%	False	False	7,841
10	43.19	39.50	3.69	9.0%	1.07	2.6%	38%	False	False	10,317
20	48.35	39.50	8.85	21.6%	1.23	3.0%	16%	False	False	9,687

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.22
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	46.97
2.618	44.76
1.618	43.41
1.000	42.58
0.618	42.06
HIGH	41.23
0.618	40.71
0.500	40.56
0.382	40.40
LOW	39.88
0.618	39.05
1.000	38.53
1.618	37.70
2.618	36.35
4.250	34.14

Fisher Pivots for day following 23-Dec-2015
Pivot	1 day	3 day
R1	40.78	40.72
PP	40.67	40.54
S1	40.56	40.37

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

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