NYMEX Light Sweet Crude Oil Future July 2016

Trading Metrics calculated at close of trading on 20-Jan-2016

Day Change Summary
	Previous	Current
	19-Jan-2016	20-Jan-2016	Change	Change %	Previous Week
Open	32.80	33.35	0.55	1.7%	37.94
High	34.64	33.35	-1.29	-3.7%	38.02
Low	32.76	31.61	-1.15	-3.5%	33.59
Close	33.31	32.54	-0.77	-2.3%	33.86
Range	1.88	1.74	-0.14	-7.4%	4.43
ATR	1.54	1.56	0.01	0.9%	0.00
Volume	20,994	24,243	3,249	15.5%	92,254

Daily Pivots for day following 20-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	37.72	36.87	33.50
R3	35.98	35.13	33.02
R2	34.24	34.24	32.86
R1	33.39	33.39	32.70	32.95
PP	32.50	32.50	32.50	32.28
S1	31.65	31.65	32.38	31.21
S2	30.76	30.76	32.22
S3	29.02	29.91	32.06
S4	27.28	28.17	31.58

Weekly Pivots for week ending 15-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	48.45	45.58	36.30
R3	44.02	41.15	35.08
R2	39.59	39.59	34.67
R1	36.72	36.72	34.27	35.94
PP	35.16	35.16	35.16	34.77
S1	32.29	32.29	33.45	31.51
S2	30.73	30.73	33.05
S3	26.30	27.86	32.64
S4	21.87	23.43	31.42

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	36.15	31.61	4.54	14.0%	1.68	5.2%	20%	False	True	20,082
10	40.73	31.61	9.12	28.0%	1.79	5.5%	10%	False	True	17,909
20	42.64	31.61	11.03	33.9%	1.44	4.4%	8%	False	True	12,258
40	48.35	31.61	16.74	51.4%	1.38	4.3%	6%	False	True	10,976

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.32
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	40.75
2.618	37.91
1.618	36.17
1.000	35.09
0.618	34.43
HIGH	33.35
0.618	32.69
0.500	32.48
0.382	32.27
LOW	31.61
0.618	30.53
1.000	29.87
1.618	28.79
2.618	27.05
4.250	24.22

Fisher Pivots for day following 20-Jan-2016
Pivot	1 day	3 day
R1	32.52	33.59
PP	32.50	33.24
S1	32.48	32.89

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

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