NYMEX Light Sweet Crude Oil Future June 2016

Trading Metrics calculated at close of trading on 13-Jan-2016

Day Change Summary
	Previous	Current
	12-Jan-2016	13-Jan-2016	Change	Change %	Previous Week
Open	35.65	34.79	-0.86	-2.4%	41.15
High	36.47	35.42	-1.05	-2.9%	42.07
Low	34.14	33.84	-0.30	-0.9%	36.37
Close	34.63	34.12	-0.51	-1.5%	37.49
Range	2.33	1.58	-0.75	-32.2%	5.70
ATR	1.62	1.62	0.00	-0.2%	0.00
Volume	61,489	64,309	2,820	4.6%	213,118

Daily Pivots for day following 13-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	39.20	38.24	34.99
R3	37.62	36.66	34.55
R2	36.04	36.04	34.41
R1	35.08	35.08	34.26	34.77
PP	34.46	34.46	34.46	34.31
S1	33.50	33.50	33.98	33.19
S2	32.88	32.88	33.83
S3	31.30	31.92	33.69
S4	29.72	30.34	33.25

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	38.59	33.84	4.75	13.9%	1.97	5.8%	6%	False	True	56,012
10	42.07	33.84	8.23	24.1%	1.76	5.2%	3%	False	True	43,271
20	42.30	33.84	8.46	24.8%	1.48	4.3%	3%	False	True	35,679
40	48.02	33.84	14.18	41.6%	1.48	4.3%	2%	False	True	35,880
60	52.04	33.84	18.20	53.3%	1.45	4.3%	2%	False	True	32,854

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
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	0.39
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	42.14
2.618	39.56
1.618	37.98
1.000	37.00
0.618	36.40
HIGH	35.42
0.618	34.82
0.500	34.63
0.382	34.44
LOW	33.84
0.618	32.86
1.000	32.26
1.618	31.28
2.618	29.70
4.250	27.13

Fisher Pivots for day following 13-Jan-2016
Pivot	1 day	3 day
R1	34.63	35.61
PP	34.46	35.11
S1	34.29	34.62

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

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