NYMEX Light Sweet Crude Oil Future July 2016

Trading Metrics calculated at close of trading on 04-Jan-2016

Day Change Summary
	Previous	Current
	31-Dec-2015	04-Jan-2016	Change	Change %	Previous Week
Open	40.70	42.31	1.61	4.0%	41.56
High	41.83	42.64	0.81	1.9%	41.83
Low	40.19	40.83	0.64	1.6%	40.19
Close	41.33	41.19	-0.14	-0.3%	41.33
Range	1.64	1.81	0.17	10.4%	1.64
ATR	1.24	1.28	0.04	3.3%	0.00
Volume	6,852	12,511	5,659	82.6%	16,129

Daily Pivots for day following 04-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	46.98	45.90	42.19
R3	45.17	44.09	41.69
R2	43.36	43.36	41.52
R1	42.28	42.28	41.36	41.92
PP	41.55	41.55	41.55	41.37
S1	40.47	40.47	41.02	40.11
S2	39.74	39.74	40.86
S3	37.93	38.66	40.69
S4	36.12	36.85	40.19

Weekly Pivots for week ending 01-Jan-2016
	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	41.58
PP	41.12	41.12	41.12	40.89
S1	40.40	40.40	41.18	39.94
S2	39.48	39.48	41.03
S3	37.84	38.76	40.88
S4	36.20	37.12	40.43

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	42.64	40.19	2.45	5.9%	1.27	3.1%	41%	True	False	5,728
10	42.64	39.50	3.14	7.6%	1.08	2.6%	54%	True	False	6,108
20	46.84	39.50	7.34	17.8%	1.22	3.0%	23%	False	False	9,605
40	50.42	39.50	10.92	26.5%	1.20	2.9%	15%	False	False	7,514

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.19
Widest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	50.33
2.618	47.38
1.618	45.57
1.000	44.45
0.618	43.76
HIGH	42.64
0.618	41.95
0.500	41.74
0.382	41.52
LOW	40.83
0.618	39.71
1.000	39.02
1.618	37.90
2.618	36.09
4.250	33.14

Fisher Pivots for day following 04-Jan-2016
Pivot	1 day	3 day
R1	41.74	41.42
PP	41.55	41.34
S1	41.37	41.27

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

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