NYMEX Light Sweet Crude Oil Future July 2016

Trading Metrics calculated at close of trading on 31-Dec-2015

Day Change Summary
	Previous	Current
	30-Dec-2015	31-Dec-2015	Change	Change %	Previous Week
Open	40.97	40.70	-0.27	-0.7%	40.00
High	41.10	41.83	0.73	1.8%	41.79
Low	40.36	40.19	-0.17	-0.4%	39.50
Close	40.48	41.33	0.85	2.1%	41.78
Range	0.74	1.64	0.90	121.6%	2.29
ATR	1.21	1.24	0.03	2.5%	0.00
Volume	3,479	6,852	3,373	97.0%	25,825

Daily Pivots for day following 31-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	46.04	45.32	42.23
R3	44.40	43.68	41.78
R2	42.76	42.76	41.63
R1	42.04	42.04	41.48	42.40
PP	41.12	41.12	41.12	41.30
S1	40.40	40.40	41.18	40.76
S2	39.48	39.48	41.03
S3	37.84	38.76	40.88
S4	36.20	37.12	40.43

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	41.83	40.19	1.64	4.0%	1.10	2.7%	70%	True	True	3,688
10	41.83	39.50	2.33	5.6%	0.99	2.4%	79%	True	False	5,765
20	46.98	39.50	7.48	18.1%	1.21	2.9%	24%	False	False	9,289
40	52.22	39.50	12.72	30.8%	1.20	2.9%	14%	False	False	7,304

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.20
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	48.80
2.618	46.12
1.618	44.48
1.000	43.47
0.618	42.84
HIGH	41.83
0.618	41.20
0.500	41.01
0.382	40.82
LOW	40.19
0.618	39.18
1.000	38.55
1.618	37.54
2.618	35.90
4.250	33.22

Fisher Pivots for day following 31-Dec-2015
Pivot	1 day	3 day
R1	41.22	41.22
PP	41.12	41.12
S1	41.01	41.01

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

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