NYMEX Light Sweet Crude Oil Future July 2016

Trading Metrics calculated at close of trading on 06-Jan-2016

Day Change Summary
	Previous	Current
	05-Jan-2016	06-Jan-2016	Change	Change %	Previous Week
Open	41.40	40.67	-0.73	-1.8%	41.56
High	41.62	40.73	-0.89	-2.1%	41.83
Low	40.44	38.80	-1.64	-4.1%	40.19
Close	40.61	38.89	-1.72	-4.2%	41.33
Range	1.18	1.93	0.75	63.6%	1.64
ATR	1.28	1.32	0.05	3.7%	0.00
Volume	11,611	11,978	367	3.2%	16,129

Daily Pivots for day following 06-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	45.26	44.01	39.95
R3	43.33	42.08	39.42
R2	41.40	41.40	39.24
R1	40.15	40.15	39.07	39.81
PP	39.47	39.47	39.47	39.31
S1	38.22	38.22	38.71	37.88
S2	37.54	37.54	38.54
S3	35.61	36.29	38.36
S4	33.68	34.36	37.83

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	38.80	3.84	9.9%	1.46	3.8%	2%	False	True	9,286
10	42.64	38.80	3.84	9.9%	1.23	3.2%	2%	False	True	7,015
20	43.93	38.80	5.13	13.2%	1.20	3.1%	2%	False	True	9,455
40	49.74	38.80	10.94	28.1%	1.23	3.2%	1%	False	True	7,831

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	0.18
Widest range in 29 trading days

Fibonacci Retracements and Extensions
4.250	48.93
2.618	45.78
1.618	43.85
1.000	42.66
0.618	41.92
HIGH	40.73
0.618	39.99
0.500	39.77
0.382	39.54
LOW	38.80
0.618	37.61
1.000	36.87
1.618	35.68
2.618	33.75
4.250	30.60

Fisher Pivots for day following 06-Jan-2016
Pivot	1 day	3 day
R1	39.77	40.72
PP	39.47	40.11
S1	39.18	39.50

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

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