NYMEX Light Sweet Crude Oil Future June 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 08-Jan-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 07-Jan-2016 | 08-Jan-2016 | Change | Change % | Previous Week |  
                        | Open | 38.38 | 37.62 | -0.76 | -2.0% | 41.15 |  
                        | High | 38.49 | 38.59 | 0.10 | 0.3% | 42.07 |  
                        | Low | 36.37 | 36.85 | 0.48 | 1.3% | 36.37 |  
                        | Close | 37.58 | 37.49 | -0.09 | -0.2% | 37.49 |  
                        | Range | 2.12 | 1.74 | -0.38 | -17.9% | 5.70 |  
                        | ATR | 1.50 | 1.52 | 0.02 | 1.1% | 0.00 |  
                        | Volume | 46,620 | 49,732 | 3,112 | 6.7% | 213,118 |  | 
    
| 
        
            | Daily Pivots for day following 08-Jan-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 42.86 | 41.92 | 38.45 |  |  
                | R3 | 41.12 | 40.18 | 37.97 |  |  
                | R2 | 39.38 | 39.38 | 37.81 |  |  
                | R1 | 38.44 | 38.44 | 37.65 | 38.04 |  
                | PP | 37.64 | 37.64 | 37.64 | 37.45 |  
                | S1 | 36.70 | 36.70 | 37.33 | 36.30 |  
                | S2 | 35.90 | 35.90 | 37.17 |  |  
                | S3 | 34.16 | 34.96 | 37.01 |  |  
                | S4 | 32.42 | 33.22 | 36.53 |  |  | 
        
            | Weekly Pivots for week ending 08-Jan-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 55.74 | 52.32 | 40.63 |  |  
                | R3 | 50.04 | 46.62 | 39.06 |  |  
                | R2 | 44.34 | 44.34 | 38.54 |  |  
                | R1 | 40.92 | 40.92 | 38.01 | 39.78 |  
                | PP | 38.64 | 38.64 | 38.64 | 38.08 |  
                | S1 | 35.22 | 35.22 | 36.97 | 34.08 |  
                | S2 | 32.94 | 32.94 | 36.45 |  |  
                | S3 | 27.24 | 29.52 | 35.92 |  |  
                | S4 | 21.54 | 23.82 | 34.36 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 42.07 | 36.37 | 5.70 | 15.2% | 1.83 | 4.9% | 20% | False | False | 42,623 |  
                | 10 | 42.07 | 36.37 | 5.70 | 15.2% | 1.53 | 4.1% | 20% | False | False | 29,229 |  
                | 20 | 42.73 | 36.37 | 6.36 | 17.0% | 1.38 | 3.7% | 18% | False | False | 34,131 |  
                | 40 | 48.75 | 36.37 | 12.38 | 33.0% | 1.45 | 3.9% | 9% | False | False | 33,754 |  
                | 60 | 52.04 | 36.37 | 15.67 | 41.8% | 1.41 | 3.8% | 7% | False | False | 30,844 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 45.99 |  
            | 2.618 | 43.15 |  
            | 1.618 | 41.41 |  
            | 1.000 | 40.33 |  
            | 0.618 | 39.67 |  
            | HIGH | 38.59 |  
            | 0.618 | 37.93 |  
            | 0.500 | 37.72 |  
            | 0.382 | 37.51 |  
            | LOW | 36.85 |  
            | 0.618 | 35.77 |  
            | 1.000 | 35.11 |  
            | 1.618 | 34.03 |  
            | 2.618 | 32.29 |  
            | 4.250 | 29.46 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 08-Jan-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 37.72 | 38.31 |  
                                | PP | 37.64 | 38.04 |  
                                | S1 | 37.57 | 37.76 |  |