NYMEX Light Sweet Crude Oil Future July 2016

Trading Metrics calculated at close of trading on 17-Dec-2015

Day Change Summary
	Previous	Current
	16-Dec-2015	17-Dec-2015	Change	Change %	Previous Week
Open	42.02	40.90	-1.12	-2.7%	44.75
High	42.20	41.36	-0.84	-2.0%	45.11
Low	40.94	40.44	-0.50	-1.2%	41.36
Close	40.97	40.66	-0.31	-0.8%	41.77
Range	1.26	0.92	-0.34	-27.0%	3.75
ATR	1.36	1.33	-0.03	-2.3%	0.00
Volume	10,039	9,078	-961	-9.6%	83,315

Daily Pivots for day following 17-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	43.58	43.04	41.17
R3	42.66	42.12	40.91
R2	41.74	41.74	40.83
R1	41.20	41.20	40.74	41.01
PP	40.82	40.82	40.82	40.73
S1	40.28	40.28	40.58	40.09
S2	39.90	39.90	40.49
S3	38.98	39.36	40.41
S4	38.06	38.44	40.15

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

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	42.77	40.40	2.37	5.8%	1.31	3.2%	11%	False	False	11,129
10	46.84	40.40	6.44	15.8%	1.37	3.4%	4%	False	False	13,103
20	48.35	40.40	7.95	19.6%	1.31	3.2%	3%	False	False	9,882

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	0.33
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	45.27
2.618	43.77
1.618	42.85
1.000	42.28
0.618	41.93
HIGH	41.36
0.618	41.01
0.500	40.90
0.382	40.79
LOW	40.44
0.618	39.87
1.000	39.52
1.618	38.95
2.618	38.03
4.250	36.53

Fisher Pivots for day following 17-Dec-2015
Pivot	1 day	3 day
R1	40.90	41.59
PP	40.82	41.28
S1	40.74	40.97

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

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