NYMEX Light Sweet Crude Oil Future June 2016

Trading Metrics calculated at close of trading on 12-Jan-2016

Day Change Summary
	Previous	Current
	11-Jan-2016	12-Jan-2016	Change	Change %	Previous Week
Open	37.36	35.65	-1.71	-4.6%	41.15
High	37.37	36.47	-0.90	-2.4%	42.07
Low	35.30	34.14	-1.16	-3.3%	36.37
Close	35.75	34.63	-1.12	-3.1%	37.49
Range	2.07	2.33	0.26	12.6%	5.70
ATR	1.57	1.62	0.05	3.5%	0.00
Volume	57,914	61,489	3,575	6.2%	213,118

Daily Pivots for day following 12-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	42.07	40.68	35.91
R3	39.74	38.35	35.27
R2	37.41	37.41	35.06
R1	36.02	36.02	34.84	35.55
PP	35.08	35.08	35.08	34.85
S1	33.69	33.69	34.42	33.22
S2	32.75	32.75	34.20
S3	30.42	31.36	33.99
S4	28.09	29.03	33.35

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	40.25	34.14	6.11	17.6%	2.09	6.0%	8%	False	True	51,990
10	42.07	34.14	7.93	22.9%	1.73	5.0%	6%	False	True	38,094
20	42.30	34.14	8.16	23.6%	1.49	4.3%	6%	False	True	35,307
40	48.02	34.14	13.88	40.1%	1.48	4.3%	4%	False	True	35,338
60	52.04	34.14	17.90	51.7%	1.44	4.2%	3%	False	True	32,109

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	0.34
Widest range in 51 trading days

Fibonacci Retracements and Extensions
4.250	46.37
2.618	42.57
1.618	40.24
1.000	38.80
0.618	37.91
HIGH	36.47
0.618	35.58
0.500	35.31
0.382	35.03
LOW	34.14
0.618	32.70
1.000	31.81
1.618	30.37
2.618	28.04
4.250	24.24

Fisher Pivots for day following 12-Jan-2016
Pivot	1 day	3 day
R1	35.31	36.37
PP	35.08	35.79
S1	34.86	35.21

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

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