NYMEX Light Sweet Crude Oil Future July 2016

Trading Metrics calculated at close of trading on 27-Jan-2016

Day Change Summary
	Previous	Current
	26-Jan-2016	27-Jan-2016	Change	Change %	Previous Week
Open	34.51	35.54	1.03	3.0%	32.80
High	36.94	37.45	0.51	1.4%	36.53
Low	34.05	35.03	0.98	2.9%	31.61
Close	36.12	36.98	0.86	2.4%	36.44
Range	2.89	2.42	-0.47	-16.3%	4.92
ATR	1.83	1.87	0.04	2.3%	0.00
Volume	24,717	31,234	6,517	26.4%	88,338

Daily Pivots for day following 27-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	43.75	42.78	38.31
R3	41.33	40.36	37.65
R2	38.91	38.91	37.42
R1	37.94	37.94	37.20	38.43
PP	36.49	36.49	36.49	36.73
S1	35.52	35.52	36.76	36.01
S2	34.07	34.07	36.54
S3	31.65	33.10	36.31
S4	29.23	30.68	35.65

Weekly Pivots for week ending 22-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	49.62	47.95	39.15
R3	44.70	43.03	37.79
R2	39.78	39.78	37.34
R1	38.11	38.11	36.89	38.95
PP	34.86	34.86	34.86	35.28
S1	33.19	33.19	35.99	34.03
S2	29.94	29.94	35.54
S3	25.02	28.27	35.09
S4	20.10	23.35	33.73

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	37.45	32.05	5.40	14.6%	2.57	6.9%	91%	True	False	24,598
10	37.45	31.61	5.84	15.8%	2.13	5.7%	92%	True	False	22,340
20	42.64	31.61	11.03	29.8%	1.86	5.0%	49%	False	False	16,992
40	47.40	31.61	15.79	42.7%	1.53	4.1%	34%	False	False	13,152

Crabel Price Patterns
NR	True
NR4	True
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	0.31
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	47.74
2.618	43.79
1.618	41.37
1.000	39.87
0.618	38.95
HIGH	37.45
0.618	36.53
0.500	36.24
0.382	35.95
LOW	35.03
0.618	33.53
1.000	32.61
1.618	31.11
2.618	28.69
4.250	24.75

Fisher Pivots for day following 27-Jan-2016
Pivot	1 day	3 day
R1	36.73	36.57
PP	36.49	36.16
S1	36.24	35.75

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

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