NYMEX Light Sweet Crude Oil Future August 2016

Trading Metrics calculated at close of trading on 08-Jan-2016

Day Change Summary
	Previous	Current
	07-Jan-2016	08-Jan-2016	Change	Change %	Previous Week
Open	39.76	39.30	-0.46	-1.2%	42.08
High	39.78	39.68	-0.10	-0.3%	43.12
Low	38.00	38.37	0.37	1.0%	38.00
Close	38.94	38.91	-0.03	-0.1%	38.91
Range	1.78	1.31	-0.47	-26.4%	5.12
ATR	1.32	1.32	0.00	-0.1%	0.00
Volume	6,252	7,364	1,112	17.8%	31,967

Daily Pivots for day following 08-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	42.92	42.22	39.63
R3	41.61	40.91	39.27
R2	40.30	40.30	39.15
R1	39.60	39.60	39.03	39.30
PP	38.99	38.99	38.99	38.83
S1	38.29	38.29	38.79	37.99
S2	37.68	37.68	38.67
S3	36.37	36.98	38.55
S4	35.06	35.67	38.19

Weekly Pivots for week ending 08-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	55.37	52.26	41.73
R3	50.25	47.14	40.32
R2	45.13	45.13	39.85
R1	42.02	42.02	39.38	41.02
PP	40.01	40.01	40.01	39.51
S1	36.90	36.90	38.44	35.90
S2	34.89	34.89	37.97
S3	29.77	31.78	37.50
S4	24.65	26.66	36.09

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	43.12	38.00	5.12	13.2%	1.58	4.1%	18%	False	False	6,393
10	43.12	38.00	5.12	13.2%	1.32	3.4%	18%	False	False	4,213
20	43.67	38.00	5.67	14.6%	1.17	3.0%	16%	False	False	5,354

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.19
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	45.25
2.618	43.11
1.618	41.80
1.000	40.99
0.618	40.49
HIGH	39.68
0.618	39.18
0.500	39.03
0.382	38.87
LOW	38.37
0.618	37.56
1.000	37.06
1.618	36.25
2.618	34.94
4.250	32.80

Fisher Pivots for day following 08-Jan-2016
Pivot	1 day	3 day
R1	39.03	39.68
PP	38.99	39.42
S1	38.95	39.17

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

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