NYMEX Light Sweet Crude Oil Future July 2016

Trading Metrics calculated at close of trading on 12-Jan-2016

Day Change Summary
	Previous	Current
	11-Jan-2016	12-Jan-2016	Change	Change %	Previous Week
Open	37.94	36.45	-1.49	-3.9%	42.31
High	38.02	37.16	-0.86	-2.3%	42.64
Low	36.17	34.94	-1.23	-3.4%	37.15
Close	36.55	35.41	-1.14	-3.1%	38.27
Range	1.85	2.22	0.37	20.0%	5.49
ATR	1.43	1.49	0.06	3.9%	0.00
Volume	17,150	19,931	2,781	16.2%	65,722

Daily Pivots for day following 12-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	42.50	41.17	36.63
R3	40.28	38.95	36.02
R2	38.06	38.06	35.82
R1	36.73	36.73	35.61	36.29
PP	35.84	35.84	35.84	35.61
S1	34.51	34.51	35.21	34.07
S2	33.62	33.62	35.00
S3	31.40	32.29	34.80
S4	29.18	30.07	34.19

Weekly Pivots for week ending 08-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	55.82	52.54	41.29
R3	50.33	47.05	39.78
R2	44.84	44.84	39.28
R1	41.56	41.56	38.77	40.46
PP	39.35	39.35	39.35	38.80
S1	36.07	36.07	37.77	34.97
S2	33.86	33.86	37.26
S3	28.37	30.58	36.76
S4	22.88	25.09	35.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	40.73	34.94	5.79	16.4%	1.89	5.3%	8%	False	True	15,736
10	42.64	34.94	7.70	21.7%	1.59	4.5%	6%	False	True	11,643
20	42.73	34.94	7.79	22.0%	1.33	3.8%	6%	False	True	9,522
40	48.35	34.94	13.41	37.9%	1.31	3.7%	4%	False	True	9,202

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	0.36
Widest range in 48 trading days

Fibonacci Retracements and Extensions
4.250	46.60
2.618	42.97
1.618	40.75
1.000	39.38
0.618	38.53
HIGH	37.16
0.618	36.31
0.500	36.05
0.382	35.79
LOW	34.94
0.618	33.57
1.000	32.72
1.618	31.35
2.618	29.13
4.250	25.51

Fisher Pivots for day following 12-Jan-2016
Pivot	1 day	3 day
R1	36.05	37.02
PP	35.84	36.48
S1	35.62	35.95

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

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