NYMEX Light Sweet Crude Oil Future January 2016

Trading Metrics calculated at close of trading on 08-Dec-2015

Day Change Summary
	Previous	Current
	07-Dec-2015	08-Dec-2015	Change	Change %	Previous Week
Open	40.10	37.68	-2.42	-6.0%	41.77
High	40.15	38.58	-1.57	-3.9%	42.61
Low	37.50	36.64	-0.86	-2.3%	39.60
Close	37.65	37.51	-0.14	-0.4%	39.97
Range	2.65	1.94	-0.71	-26.8%	3.01
ATR	1.76	1.77	0.01	0.8%	0.00
Volume	635,413	767,184	131,771	20.7%	2,337,977

Daily Pivots for day following 08-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	43.40	42.39	38.58
R3	41.46	40.45	38.04
R2	39.52	39.52	37.87
R1	38.51	38.51	37.69	38.05
PP	37.58	37.58	37.58	37.34
S1	36.57	36.57	37.33	36.11
S2	35.64	35.64	37.15
S3	33.70	34.63	36.98
S4	31.76	32.69	36.44

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	42.00	36.64	5.36	14.3%	2.17	5.8%	16%	False	True	591,105
10	43.46	36.64	6.82	18.2%	1.78	4.7%	13%	False	True	487,051
20	45.93	36.64	9.29	24.8%	1.69	4.5%	9%	False	True	409,001
40	49.57	36.64	12.93	34.5%	1.62	4.3%	7%	False	True	256,970
60	52.05	36.64	15.41	41.1%	1.70	4.5%	6%	False	True	189,383
80	52.05	36.64	15.41	41.1%	1.87	5.0%	6%	False	True	151,695
100	53.60	36.64	16.96	45.2%	1.77	4.7%	5%	False	True	126,635
120	62.97	36.64	26.33	70.2%	1.76	4.7%	3%	False	True	107,683

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	0.36
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	46.83
2.618	43.66
1.618	41.72
1.000	40.52
0.618	39.78
HIGH	38.58
0.618	37.84
0.500	37.61
0.382	37.38
LOW	36.64
0.618	35.44
1.000	34.70
1.618	33.50
2.618	31.56
4.250	28.40

Fisher Pivots for day following 08-Dec-2015
Pivot	1 day	3 day
R1	37.61	39.32
PP	37.58	38.72
S1	37.54	38.11

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

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