NYMEX Light Sweet Crude Oil Future June 2016

Trading Metrics calculated at close of trading on 07-Dec-2015

Day Change Summary
	Previous	Current
	04-Dec-2015	07-Dec-2015	Change	Change %	Previous Week
Open	46.03	44.83	-1.20	-2.6%	46.36
High	46.49	44.83	-1.66	-3.6%	47.03
Low	44.60	42.62	-1.98	-4.4%	44.60
Close	44.81	42.80	-2.01	-4.5%	44.81
Range	1.89	2.21	0.32	16.9%	2.43
ATR	1.48	1.54	0.05	3.5%	0.00
Volume	32,333	70,067	37,734	116.7%	141,507

Daily Pivots for day following 07-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	50.05	48.63	44.02
R3	47.84	46.42	43.41
R2	45.63	45.63	43.21
R1	44.21	44.21	43.00	43.82
PP	43.42	43.42	43.42	43.22
S1	42.00	42.00	42.60	41.61
S2	41.21	41.21	42.39
S3	39.00	39.79	42.19
S4	36.79	37.58	41.58

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	46.54	42.62	3.92	9.2%	1.67	3.9%	5%	False	True	37,379
10	48.02	42.62	5.40	12.6%	1.60	3.7%	3%	False	True	31,249
20	49.45	42.62	6.83	16.0%	1.47	3.4%	3%	False	True	30,053
40	53.20	42.62	10.58	24.7%	1.46	3.4%	2%	False	True	27,944

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	0.35
Widest range in 23 trading days

Fibonacci Retracements and Extensions
4.250	54.22
2.618	50.62
1.618	48.41
1.000	47.04
0.618	46.20
HIGH	44.83
0.618	43.99
0.500	43.73
0.382	43.46
LOW	42.62
0.618	41.25
1.000	40.41
1.618	39.04
2.618	36.83
4.250	33.23

Fisher Pivots for day following 07-Dec-2015
Pivot	1 day	3 day
R1	43.73	44.58
PP	43.42	43.99
S1	43.11	43.39

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

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