NYMEX Light Sweet Crude Oil Future July 2016

Trading Metrics calculated at close of trading on 10-Dec-2015

Day Change Summary
	Previous	Current
	09-Dec-2015	10-Dec-2015	Change	Change %	Previous Week
Open	43.58	43.08	-0.50	-1.1%	46.96
High	43.93	43.19	-0.74	-1.7%	47.40
Low	42.38	42.54	0.16	0.4%	45.16
Close	42.81	42.98	0.17	0.4%	45.28
Range	1.55	0.65	-0.90	-58.1%	2.24
ATR	1.37	1.32	-0.05	-3.8%	0.00
Volume	14,841	17,399	2,558	17.2%	28,934

Daily Pivots for day following 10-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	44.85	44.57	43.34
R3	44.20	43.92	43.16
R2	43.55	43.55	43.10
R1	43.27	43.27	43.04	43.09
PP	42.90	42.90	42.90	42.81
S1	42.62	42.62	42.92	42.44
S2	42.25	42.25	42.86
S3	41.60	41.97	42.80
S4	40.95	41.32	42.62

Weekly Pivots for week ending 04-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	52.67	51.21	46.51
R3	50.43	48.97	45.90
R2	48.19	48.19	45.69
R1	46.73	46.73	45.49	46.34
PP	45.95	45.95	45.95	45.75
S1	44.49	44.49	45.07	44.10
S2	43.71	43.71	44.87
S3	41.47	42.25	44.66
S4	39.23	40.01	44.05

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	46.84	42.38	4.46	10.4%	1.42	3.3%	13%	False	False	15,077
10	48.29	42.38	5.91	13.8%	1.33	3.1%	10%	False	False	10,021
20	48.35	42.38	5.97	13.9%	1.28	3.0%	10%	False	False	8,162

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.28
Narrowest range in 27 trading days

Fibonacci Retracements and Extensions
4.250	45.95
2.618	44.89
1.618	44.24
1.000	43.84
0.618	43.59
HIGH	43.19
0.618	42.94
0.500	42.87
0.382	42.79
LOW	42.54
0.618	42.14
1.000	41.89
1.618	41.49
2.618	40.84
4.250	39.78

Fisher Pivots for day following 10-Dec-2015
Pivot	1 day	3 day
R1	42.94	43.16
PP	42.90	43.10
S1	42.87	43.04

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

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