NYMEX Light Sweet Crude Oil Future July 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 14-Dec-2015 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 11-Dec-2015 | 14-Dec-2015 | Change | Change % | Previous Week |  
                        | Open | 42.61 | 41.59 | -1.02 | -2.4% | 44.75 |  
                        | High | 42.77 | 42.05 | -0.72 | -1.7% | 45.11 |  
                        | Low | 41.36 | 40.40 | -0.96 | -2.3% | 41.36 |  
                        | Close | 41.77 | 41.58 | -0.19 | -0.5% | 41.77 |  
                        | Range | 1.41 | 1.65 | 0.24 | 17.0% | 3.75 |  
                        | ATR | 1.34 | 1.36 | 0.02 | 1.6% | 0.00 |  
                        | Volume | 16,574 | 12,650 | -3,924 | -23.7% | 83,315 |  | 
    
| 
        
            | Daily Pivots for day following 14-Dec-2015 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 46.29 | 45.59 | 42.49 |  |  
                | R3 | 44.64 | 43.94 | 42.03 |  |  
                | R2 | 42.99 | 42.99 | 41.88 |  |  
                | R1 | 42.29 | 42.29 | 41.73 | 41.82 |  
                | PP | 41.34 | 41.34 | 41.34 | 41.11 |  
                | S1 | 40.64 | 40.64 | 41.43 | 40.17 |  
                | S2 | 39.69 | 39.69 | 41.28 |  |  
                | S3 | 38.04 | 38.99 | 41.13 |  |  
                | S4 | 36.39 | 37.34 | 40.67 |  |  | 
        
            | Weekly Pivots for week ending 11-Dec-2015 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 54.00 | 51.63 | 43.83 |  |  
                | R3 | 50.25 | 47.88 | 42.80 |  |  
                | R2 | 46.50 | 46.50 | 42.46 |  |  
                | R1 | 44.13 | 44.13 | 42.11 | 43.44 |  
                | PP | 42.75 | 42.75 | 42.75 | 42.40 |  
                | S1 | 40.38 | 40.38 | 41.43 | 39.69 |  
                | S2 | 39.00 | 39.00 | 41.08 |  |  
                | S3 | 35.25 | 36.63 | 40.74 |  |  
                | S4 | 31.50 | 32.88 | 39.71 |  |  | 
    
    |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 49.06 |  
            | 2.618 | 46.37 |  
            | 1.618 | 44.72 |  
            | 1.000 | 43.70 |  
            | 0.618 | 43.07 |  
            | HIGH | 42.05 |  
            | 0.618 | 41.42 |  
            | 0.500 | 41.23 |  
            | 0.382 | 41.03 |  
            | LOW | 40.40 |  
            | 0.618 | 39.38 |  
            | 1.000 | 38.75 |  
            | 1.618 | 37.73 |  
            | 2.618 | 36.08 |  
            | 4.250 | 33.39 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 14-Dec-2015 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 41.46 | 41.80 |  
                                | PP | 41.34 | 41.72 |  
                                | S1 | 41.23 | 41.65 |  |