NYMEX Light Sweet Crude Oil Future March 2016

Trading Metrics calculated at close of trading on 31-Dec-2015

Day Change Summary
	Previous	Current
	30-Dec-2015	31-Dec-2015	Change	Change %	Previous Week
Open	38.36	37.84	-0.52	-1.4%	37.04
High	38.36	38.87	0.51	1.3%	39.24
Low	37.46	37.28	-0.18	-0.5%	36.48
Close	37.64	38.17	0.53	1.4%	39.11
Range	0.90	1.59	0.69	76.7%	2.76
ATR	1.44	1.45	0.01	0.8%	0.00
Volume	59,446	67,442	7,996	13.5%	301,740

Daily Pivots for day following 31-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	42.88	42.11	39.04
R3	41.29	40.52	38.61
R2	39.70	39.70	38.46
R1	38.93	38.93	38.32	39.32
PP	38.11	38.11	38.11	38.30
S1	37.34	37.34	38.02	37.73
S2	36.52	36.52	37.88
S3	34.93	35.75	37.73
S4	33.34	34.16	37.30

Weekly Pivots for week ending 25-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	46.56	45.59	40.63
R3	43.80	42.83	39.87
R2	41.04	41.04	39.62
R1	40.07	40.07	39.36	40.56
PP	38.28	38.28	38.28	38.52
S1	37.31	37.31	38.86	37.80
S2	35.52	35.52	38.60
S3	32.76	34.55	38.35
S4	30.00	31.79	37.59

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	39.24	37.28	1.96	5.1%	1.24	3.2%	45%	False	True	55,531
10	39.24	36.48	2.76	7.2%	1.16	3.0%	61%	False	False	68,548
20	44.45	36.48	7.97	20.9%	1.47	3.9%	21%	False	False	96,504
40	50.67	36.48	14.19	37.2%	1.47	3.9%	12%	False	False	75,101
60	53.01	36.48	16.53	43.3%	1.50	3.9%	10%	False	False	61,485
80	53.01	36.48	16.53	43.3%	1.55	4.1%	10%	False	False	52,641
100	53.08	36.48	16.60	43.5%	1.68	4.4%	10%	False	False	47,122
120	56.44	36.48	19.96	52.3%	1.61	4.2%	8%	False	False	41,268

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.20
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	45.63
2.618	43.03
1.618	41.44
1.000	40.46
0.618	39.85
HIGH	38.87
0.618	38.26
0.500	38.08
0.382	37.89
LOW	37.28
0.618	36.30
1.000	35.69
1.618	34.71
2.618	33.12
4.250	30.52

Fisher Pivots for day following 31-Dec-2015
Pivot	1 day	3 day
R1	38.14	38.15
PP	38.11	38.13
S1	38.08	38.11

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

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