NYMEX Light Sweet Crude Oil Future July 2016

Trading Metrics calculated at close of trading on 22-Dec-2015

Day Change Summary
	Previous	Current
	21-Dec-2015	22-Dec-2015	Change	Change %	Previous Week
Open	40.00	39.91	-0.09	-0.2%	41.59
High	40.08	40.10	0.02	0.0%	42.73
Low	39.50	39.57	0.07	0.2%	40.10
Close	39.80	39.70	-0.10	-0.3%	40.33
Range	0.58	0.53	-0.05	-8.6%	2.63
ATR	1.27	1.22	-0.05	-4.2%	0.00
Volume	7,897	7,341	-556	-7.0%	45,689

Daily Pivots for day following 22-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	41.38	41.07	39.99
R3	40.85	40.54	39.85
R2	40.32	40.32	39.80
R1	40.01	40.01	39.75	39.90
PP	39.79	39.79	39.79	39.74
S1	39.48	39.48	39.65	39.37
S2	39.26	39.26	39.60
S3	38.73	38.95	39.55
S4	38.20	38.42	39.41

Weekly Pivots for week ending 18-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	48.94	47.27	41.78
R3	46.31	44.64	41.05
R2	43.68	43.68	40.81
R1	42.01	42.01	40.57	41.53
PP	41.05	41.05	41.05	40.82
S1	39.38	39.38	40.09	38.90
S2	38.42	38.42	39.85
S3	35.79	36.75	39.61
S4	33.16	34.12	38.88

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	42.20	39.50	2.70	6.8%	0.86	2.2%	7%	False	False	8,194
10	43.93	39.50	4.43	11.2%	1.09	2.7%	5%	False	False	10,974
20	48.35	39.50	8.85	22.3%	1.22	3.1%	2%	False	False	9,726

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.26
Narrowest range in 35 trading days

Fibonacci Retracements and Extensions
4.250	42.35
2.618	41.49
1.618	40.96
1.000	40.63
0.618	40.43
HIGH	40.10
0.618	39.90
0.500	39.84
0.382	39.77
LOW	39.57
0.618	39.24
1.000	39.04
1.618	38.71
2.618	38.18
4.250	37.32

Fisher Pivots for day following 22-Dec-2015
Pivot	1 day	3 day
R1	39.84	40.30
PP	39.79	40.10
S1	39.75	39.90

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

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