NYMEX Light Sweet Crude Oil Future July 2016

Trading Metrics calculated at close of trading on 30-Dec-2015

Day Change Summary
	Previous	Current
	29-Dec-2015	30-Dec-2015	Change	Change %	Previous Week
Open	40.54	40.97	0.43	1.1%	40.00
High	41.56	41.10	-0.46	-1.1%	41.79
Low	40.54	40.36	-0.18	-0.4%	39.50
Close	41.54	40.48	-1.06	-2.6%	41.78
Range	1.02	0.74	-0.28	-27.5%	2.29
ATR	1.22	1.21	0.00	-0.2%	0.00
Volume	3,304	3,479	175	5.3%	25,825

Daily Pivots for day following 30-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	42.87	42.41	40.89
R3	42.13	41.67	40.68
R2	41.39	41.39	40.62
R1	40.93	40.93	40.55	40.79
PP	40.65	40.65	40.65	40.58
S1	40.19	40.19	40.41	40.05
S2	39.91	39.91	40.34
S3	39.17	39.45	40.28
S4	38.43	38.71	40.07

Weekly Pivots for week ending 25-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	47.89	47.13	43.04
R3	45.60	44.84	42.41
R2	43.31	43.31	42.20
R1	42.55	42.55	41.99	42.93
PP	41.02	41.02	41.02	41.22
S1	40.26	40.26	41.57	40.64
S2	38.73	38.73	41.36
S3	36.44	37.97	41.15
S4	34.15	35.68	40.52

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	41.79	39.88	1.91	4.7%	1.05	2.6%	31%	False	False	3,972
10	42.20	39.50	2.70	6.7%	0.95	2.3%	36%	False	False	6,083
20	46.98	39.50	7.48	18.5%	1.19	2.9%	13%	False	False	9,237

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	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.17
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	44.25
2.618	43.04
1.618	42.30
1.000	41.84
0.618	41.56
HIGH	41.10
0.618	40.82
0.500	40.73
0.382	40.64
LOW	40.36
0.618	39.90
1.000	39.62
1.618	39.16
2.618	38.42
4.250	37.22

Fisher Pivots for day following 30-Dec-2015
Pivot	1 day	3 day
R1	40.73	40.96
PP	40.65	40.80
S1	40.56	40.64

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

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