NYMEX Light Sweet Crude Oil Future July 2016

Trading Metrics calculated at close of trading on 25-Jan-2016

Day Change Summary
	Previous	Current
	22-Jan-2016	25-Jan-2016	Change	Change %	Previous Week
Open	33.82	36.45	2.63	7.8%	32.80
High	36.53	37.06	0.53	1.5%	36.53
Low	33.56	34.63	1.07	3.2%	31.61
Close	36.44	35.09	-1.35	-3.7%	36.44
Range	2.97	2.43	-0.54	-18.2%	4.92
ATR	1.70	1.75	0.05	3.1%	0.00
Volume	22,132	23,941	1,809	8.2%	88,338

Daily Pivots for day following 25-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	42.88	41.42	36.43
R3	40.45	38.99	35.76
R2	38.02	38.02	35.54
R1	36.56	36.56	35.31	36.08
PP	35.59	35.59	35.59	35.35
S1	34.13	34.13	34.87	33.65
S2	33.16	33.16	34.64
S3	30.73	31.70	34.42
S4	28.30	29.27	33.75

Weekly Pivots for week ending 22-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	49.62	47.95	39.15
R3	44.70	43.03	37.79
R2	39.78	39.78	37.34
R1	38.11	38.11	36.89	38.95
PP	34.86	34.86	34.86	35.28
S1	33.19	33.19	35.99	34.03
S2	29.94	29.94	35.54
S3	25.02	28.27	35.09
S4	20.10	23.35	33.73

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	37.06	31.61	5.45	15.5%	2.23	6.4%	64%	True	False	22,455
10	38.02	31.61	6.41	18.3%	2.00	5.7%	54%	False	False	20,453
20	42.64	31.61	11.03	31.4%	1.70	4.8%	32%	False	False	14,434
40	48.35	31.61	16.74	47.7%	1.46	4.2%	21%	False	False	12,061

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	0.29
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	47.39
2.618	43.42
1.618	40.99
1.000	39.49
0.618	38.56
HIGH	37.06
0.618	36.13
0.500	35.85
0.382	35.56
LOW	34.63
0.618	33.13
1.000	32.20
1.618	30.70
2.618	28.27
4.250	24.30

Fisher Pivots for day following 25-Jan-2016
Pivot	1 day	3 day
R1	35.85	34.91
PP	35.59	34.73
S1	35.34	34.56

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

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