NYMEX Light Sweet Crude Oil Future January 2016

Trading Metrics calculated at close of trading on 10-Dec-2015

Day Change Summary
	Previous	Current
	09-Dec-2015	10-Dec-2015	Change	Change %	Previous Week
Open	37.86	37.27	-0.59	-1.6%	41.77
High	38.99	37.54	-1.45	-3.7%	42.61
Low	36.87	36.38	-0.49	-1.3%	39.60
Close	37.16	36.76	-0.40	-1.1%	39.97
Range	2.12	1.16	-0.96	-45.3%	3.01
ATR	1.79	1.75	-0.05	-2.5%	0.00
Volume	646,166	513,940	-132,226	-20.5%	2,337,977

Daily Pivots for day following 10-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	40.37	39.73	37.40
R3	39.21	38.57	37.08
R2	38.05	38.05	36.97
R1	37.41	37.41	36.87	37.15
PP	36.89	36.89	36.89	36.77
S1	36.25	36.25	36.65	35.99
S2	35.73	35.73	36.55
S3	34.57	35.09	36.44
S4	33.41	33.93	36.12

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	36.38	5.62	15.3%	2.05	5.6%	7%	False	True	614,692
10	43.30	36.38	6.92	18.8%	1.79	4.9%	5%	False	True	521,715
20	44.54	36.38	8.16	22.2%	1.72	4.7%	5%	False	True	445,509
40	49.23	36.38	12.85	35.0%	1.63	4.4%	3%	False	True	281,855
60	52.05	36.38	15.67	42.6%	1.70	4.6%	2%	False	True	207,011
80	52.05	36.38	15.67	42.6%	1.89	5.1%	2%	False	True	165,454
100	52.94	36.38	16.56	45.0%	1.78	4.9%	2%	False	True	137,921
120	62.97	36.38	26.59	72.3%	1.76	4.8%	1%	False	True	117,217

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.41
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	42.47
2.618	40.58
1.618	39.42
1.000	38.70
0.618	38.26
HIGH	37.54
0.618	37.10
0.500	36.96
0.382	36.82
LOW	36.38
0.618	35.66
1.000	35.22
1.618	34.50
2.618	33.34
4.250	31.45

Fisher Pivots for day following 10-Dec-2015
Pivot	1 day	3 day
R1	36.96	37.69
PP	36.89	37.38
S1	36.83	37.07

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

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