NYMEX Light Sweet Crude Oil Future July 2016

Trading Metrics calculated at close of trading on 14-Jan-2016

Day Change Summary
	Previous	Current
	13-Jan-2016	14-Jan-2016	Change	Change %	Previous Week
Open	35.40	34.64	-0.76	-2.1%	42.31
High	36.15	35.91	-0.24	-0.7%	42.64
Low	34.60	34.64	0.04	0.1%	37.15
Close	34.83	35.68	0.85	2.4%	38.27
Range	1.55	1.27	-0.28	-18.1%	5.49
ATR	1.49	1.48	-0.02	-1.1%	0.00
Volume	21,406	22,307	901	4.2%	65,722

Daily Pivots for day following 14-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	39.22	38.72	36.38
R3	37.95	37.45	36.03
R2	36.68	36.68	35.91
R1	36.18	36.18	35.80	36.43
PP	35.41	35.41	35.41	35.54
S1	34.91	34.91	35.56	35.16
S2	34.14	34.14	35.45
S3	32.87	33.64	35.33
S4	31.60	32.37	34.98

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	39.10	34.60	4.50	12.6%	1.67	4.7%	24%	False	False	19,340
10	42.64	34.60	8.04	22.5%	1.69	4.7%	13%	False	False	15,336
20	42.64	34.60	8.04	22.5%	1.32	3.7%	13%	False	False	10,710
40	48.35	34.60	13.75	38.5%	1.31	3.7%	8%	False	False	10,086

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.42
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	41.31
2.618	39.23
1.618	37.96
1.000	37.18
0.618	36.69
HIGH	35.91
0.618	35.42
0.500	35.28
0.382	35.13
LOW	34.64
0.618	33.86
1.000	33.37
1.618	32.59
2.618	31.32
4.250	29.24

Fisher Pivots for day following 14-Jan-2016
Pivot	1 day	3 day
R1	35.55	35.88
PP	35.41	35.81
S1	35.28	35.75

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

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