NYMEX Light Sweet Crude Oil Future June 2016

Trading Metrics calculated at close of trading on 21-Dec-2015

Day Change Summary
	Previous	Current
	18-Dec-2015	21-Dec-2015	Change	Change %	Previous Week
Open	39.75	39.60	-0.15	-0.4%	40.96
High	40.55	39.70	-0.85	-2.1%	42.30
Low	39.44	38.89	-0.55	-1.4%	39.44
Close	39.70	39.19	-0.51	-1.3%	39.70
Range	1.11	0.81	-0.30	-27.0%	2.86
ATR	1.47	1.42	-0.05	-3.2%	0.00
Volume	21,009	24,108	3,099	14.8%	199,791

Daily Pivots for day following 21-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	41.69	41.25	39.64
R3	40.88	40.44	39.41
R2	40.07	40.07	39.34
R1	39.63	39.63	39.26	39.45
PP	39.26	39.26	39.26	39.17
S1	38.82	38.82	39.12	38.64
S2	38.45	38.45	39.04
S3	37.64	38.01	38.97
S4	36.83	37.20	38.74

Weekly Pivots for week ending 18-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	49.06	47.24	41.27
R3	46.20	44.38	40.49
R2	43.34	43.34	40.22
R1	41.52	41.52	39.96	41.00
PP	40.48	40.48	40.48	40.22
S1	38.66	38.66	39.44	38.14
S2	37.62	37.62	39.18
S3	34.76	35.80	38.91
S4	31.90	32.94	38.13

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	42.30	38.89	3.41	8.7%	1.23	3.1%	9%	False	True	33,405
10	43.51	38.89	4.62	11.8%	1.34	3.4%	6%	False	True	43,282
20	48.02	38.89	9.13	23.3%	1.47	3.7%	3%	False	True	37,266
40	52.04	38.89	13.15	33.6%	1.46	3.7%	2%	False	True	32,650

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.35
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	43.14
2.618	41.82
1.618	41.01
1.000	40.51
0.618	40.20
HIGH	39.70
0.618	39.39
0.500	39.30
0.382	39.20
LOW	38.89
0.618	38.39
1.000	38.08
1.618	37.58
2.618	36.77
4.250	35.45

Fisher Pivots for day following 21-Dec-2015
Pivot	1 day	3 day
R1	39.30	39.85
PP	39.26	39.63
S1	39.23	39.41

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

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