NYMEX Light Sweet Crude Oil Future January 2016

Trading Metrics calculated at close of trading on 07-Dec-2015

Day Change Summary
	Previous	Current
	04-Dec-2015	07-Dec-2015	Change	Change %	Previous Week
Open	41.31	40.10	-1.21	-2.9%	41.77
High	42.00	40.15	-1.85	-4.4%	42.61
Low	39.60	37.50	-2.10	-5.3%	39.60
Close	39.97	37.65	-2.32	-5.8%	39.97
Range	2.40	2.65	0.25	10.4%	3.01
ATR	1.69	1.76	0.07	4.1%	0.00
Volume	510,758	635,413	124,655	24.4%	2,337,977

Daily Pivots for day following 07-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	46.38	44.67	39.11
R3	43.73	42.02	38.38
R2	41.08	41.08	38.14
R1	39.37	39.37	37.89	38.90
PP	38.43	38.43	38.43	38.20
S1	36.72	36.72	37.41	36.25
S2	35.78	35.78	37.16
S3	33.13	34.07	36.92
S4	30.48	31.42	36.19

Weekly Pivots for week ending 04-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	49.76	47.87	41.63
R3	46.75	44.86	40.80
R2	43.74	43.74	40.52
R1	41.85	41.85	40.25	41.29
PP	40.73	40.73	40.73	40.45
S1	38.84	38.84	39.69	38.28
S2	37.72	37.72	39.42
S3	34.71	35.83	39.14
S4	31.70	32.82	38.31

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	42.23	37.50	4.73	12.6%	1.99	5.3%	3%	False	True	520,776
10	43.46	37.50	5.96	15.8%	1.82	4.8%	3%	False	True	461,951
20	46.29	37.50	8.79	23.3%	1.66	4.4%	2%	False	True	382,521
40	51.29	37.50	13.79	36.6%	1.65	4.4%	1%	False	True	239,604
60	52.05	37.50	14.55	38.6%	1.69	4.5%	1%	False	True	177,165
80	52.05	37.50	14.55	38.6%	1.86	4.9%	1%	False	True	142,443
100	53.60	37.50	16.10	42.8%	1.76	4.7%	1%	False	True	119,036
120	62.97	37.50	25.47	67.6%	1.75	4.7%	1%	False	True	101,333

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	0.37
Widest range in 27 trading days

Fibonacci Retracements and Extensions
4.250	51.41
2.618	47.09
1.618	44.44
1.000	42.80
0.618	41.79
HIGH	40.15
0.618	39.14
0.500	38.83
0.382	38.51
LOW	37.50
0.618	35.86
1.000	34.85
1.618	33.21
2.618	30.56
4.250	26.24

Fisher Pivots for day following 07-Dec-2015
Pivot	1 day	3 day
R1	38.83	39.75
PP	38.43	39.05
S1	38.04	38.35

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

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