NYMEX Light Sweet Crude Oil Future July 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 24-Dec-2015 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 23-Dec-2015 | 24-Dec-2015 | Change | Change % | Previous Week |  
                        | Open | 39.89 | 41.10 | 1.21 | 3.0% | 41.59 |  
                        | High | 41.23 | 41.79 | 0.56 | 1.4% | 42.73 |  
                        | Low | 39.88 | 40.80 | 0.92 | 2.3% | 40.10 |  
                        | Close | 40.89 | 41.78 | 0.89 | 2.2% | 40.33 |  
                        | Range | 1.35 | 0.99 | -0.36 | -26.7% | 2.63 |  
                        | ATR | 1.24 | 1.22 | -0.02 | -1.4% | 0.00 |  
                        | Volume | 8,275 | 2,312 | -5,963 | -72.1% | 45,689 |  | 
    
| 
        
            | Daily Pivots for day following 24-Dec-2015 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 44.43 | 44.09 | 42.32 |  |  
                | R3 | 43.44 | 43.10 | 42.05 |  |  
                | R2 | 42.45 | 42.45 | 41.96 |  |  
                | R1 | 42.11 | 42.11 | 41.87 | 42.28 |  
                | PP | 41.46 | 41.46 | 41.46 | 41.54 |  
                | S1 | 41.12 | 41.12 | 41.69 | 41.29 |  
                | S2 | 40.47 | 40.47 | 41.60 |  |  
                | S3 | 39.48 | 40.13 | 41.51 |  |  
                | S4 | 38.49 | 39.14 | 41.24 |  |  | 
        
            | 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 |  |  | 
    
    |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 46.00 |  
            | 2.618 | 44.38 |  
            | 1.618 | 43.39 |  
            | 1.000 | 42.78 |  
            | 0.618 | 42.40 |  
            | HIGH | 41.79 |  
            | 0.618 | 41.41 |  
            | 0.500 | 41.30 |  
            | 0.382 | 41.18 |  
            | LOW | 40.80 |  
            | 0.618 | 40.19 |  
            | 1.000 | 39.81 |  
            | 1.618 | 39.20 |  
            | 2.618 | 38.21 |  
            | 4.250 | 36.59 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 24-Dec-2015 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 41.62 | 41.41 |  
                                | PP | 41.46 | 41.05 |  
                                | S1 | 41.30 | 40.68 |  |