NYMEX Light Sweet Crude Oil Future June 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 | 
                        39.15 | 
                        39.41 | 
                        0.26 | 
                        0.7% | 
                        40.96 | 
                     
                    
                        | High | 
                        39.55 | 
                        40.78 | 
                        1.23 | 
                        3.1% | 
                        42.30 | 
                     
                    
                        | Low | 
                        38.97 | 
                        39.26 | 
                        0.29 | 
                        0.7% | 
                        39.44 | 
                     
                    
                        | Close | 
                        39.14 | 
                        40.38 | 
                        1.24 | 
                        3.2% | 
                        39.70 | 
                     
                    
                        | Range | 
                        0.58 | 
                        1.52 | 
                        0.94 | 
                        162.1% | 
                        2.86 | 
                     
                    
                        | ATR | 
                        1.36 | 
                        1.38 | 
                        0.02 | 
                        1.5% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        35,745 | 
                        34,797 | 
                        -948 | 
                        -2.7% | 
                        199,791 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 23-Dec-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                44.70 | 
                44.06 | 
                41.22 | 
                 | 
             
            
                | R3 | 
                43.18 | 
                42.54 | 
                40.80 | 
                 | 
             
            
                | R2 | 
                41.66 | 
                41.66 | 
                40.66 | 
                 | 
             
            
                | R1 | 
                41.02 | 
                41.02 | 
                40.52 | 
                41.34 | 
             
            
                | PP | 
                40.14 | 
                40.14 | 
                40.14 | 
                40.30 | 
             
            
                | S1 | 
                39.50 | 
                39.50 | 
                40.24 | 
                39.82 | 
             
            
                | S2 | 
                38.62 | 
                38.62 | 
                40.10 | 
                 | 
             
            
                | S3 | 
                37.10 | 
                37.98 | 
                39.96 | 
                 | 
             
            
                | S4 | 
                35.58 | 
                36.46 | 
                39.54 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                40.80 | 
                38.89 | 
                1.91 | 
                4.7% | 
                1.02 | 
                2.5% | 
                78% | 
                False | 
                False | 
                29,089 | 
                 
                
                | 10 | 
                42.73 | 
                38.89 | 
                3.84 | 
                9.5% | 
                1.23 | 
                3.0% | 
                39% | 
                False | 
                False | 
                39,032 | 
                 
                
                | 20 | 
                48.02 | 
                38.89 | 
                9.13 | 
                22.6% | 
                1.39 | 
                3.5% | 
                16% | 
                False | 
                False | 
                37,643 | 
                 
                
                | 40 | 
                52.04 | 
                38.89 | 
                13.15 | 
                32.6% | 
                1.45 | 
                3.6% | 
                11% | 
                False | 
                False | 
                33,271 | 
                 
                
                | 60 | 
                53.77 | 
                38.89 | 
                14.88 | 
                36.8% | 
                1.47 | 
                3.6% | 
                10% | 
                False | 
                False | 
                31,596 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            47.24 | 
         
        
            | 
2.618             | 
            44.76 | 
         
        
            | 
1.618             | 
            43.24 | 
         
        
            | 
1.000             | 
            42.30 | 
         
        
            | 
0.618             | 
            41.72 | 
         
        
            | 
HIGH             | 
            40.78 | 
         
        
            | 
0.618             | 
            40.20 | 
         
        
            | 
0.500             | 
            40.02 | 
         
        
            | 
0.382             | 
            39.84 | 
         
        
            | 
LOW             | 
            39.26 | 
         
        
            | 
0.618             | 
            38.32 | 
         
        
            | 
1.000             | 
            37.74 | 
         
        
            | 
1.618             | 
            36.80 | 
         
        
            | 
2.618             | 
            35.28 | 
         
        
            | 
4.250             | 
            32.80 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 23-Dec-2015 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                40.26 | 
                                40.20 | 
                             
                            
                                | PP | 
                                40.14 | 
                                40.02 | 
                             
                            
                                | S1 | 
                                40.02 | 
                                39.84 | 
                             
             
         |