NYMEX Light Sweet Crude Oil Future January 2016

Trading Metrics calculated at close of trading on 21-Dec-2015

Day Change Summary
	Previous	Current
	18-Dec-2015	21-Dec-2015	Change	Change %	Previous Week
Open	34.87	34.58	-0.29	-0.8%	35.40
High	35.57	34.86	-0.71	-2.0%	37.88
Low	34.29	33.98	-0.31	-0.9%	34.29
Close	34.73	34.74	0.01	0.0%	34.73
Range	1.28	0.88	-0.40	-31.3%	3.59
ATR	1.72	1.66	-0.06	-3.5%	0.00
Volume	116,038	19,661	-96,377	-83.1%	1,739,867

Daily Pivots for day following 21-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	37.17	36.83	35.22
R3	36.29	35.95	34.98
R2	35.41	35.41	34.90
R1	35.07	35.07	34.82	35.24
PP	34.53	34.53	34.53	34.61
S1	34.19	34.19	34.66	34.36
S2	33.65	33.65	34.58
S3	32.77	33.31	34.50
S4	31.89	32.43	34.26

Weekly Pivots for week ending 18-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	46.40	44.16	36.70
R3	42.81	40.57	35.72
R2	39.22	39.22	35.39
R1	36.98	36.98	35.06	36.31
PP	35.63	35.63	35.63	35.30
S1	33.39	33.39	34.40	32.72
S2	32.04	32.04	34.07
S3	28.45	29.80	33.74
S4	24.86	26.21	32.76

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	37.88	33.98	3.90	11.2%	1.46	4.2%	19%	False	True	241,810
10	38.99	33.98	5.01	14.4%	1.64	4.7%	15%	False	True	419,222
20	43.46	33.98	9.48	27.3%	1.73	5.0%	8%	False	True	440,587
40	49.23	33.98	15.25	43.9%	1.67	4.8%	5%	False	True	322,394
60	52.05	33.98	18.07	52.0%	1.68	4.8%	4%	False	True	240,179
80	52.05	33.98	18.07	52.0%	1.85	5.3%	4%	False	True	190,462
100	52.05	33.98	18.07	52.0%	1.80	5.2%	4%	False	True	159,300
120	59.75	33.98	25.77	74.2%	1.78	5.1%	3%	False	True	135,530

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	0.50
Narrowest range in 95 trading days

Fibonacci Retracements and Extensions
4.250	38.60
2.618	37.16
1.618	36.28
1.000	35.74
0.618	35.40
HIGH	34.86
0.618	34.52
0.500	34.42
0.382	34.32
LOW	33.98
0.618	33.44
1.000	33.10
1.618	32.56
2.618	31.68
4.250	30.24

Fisher Pivots for day following 21-Dec-2015
Pivot	1 day	3 day
R1	34.63	34.91
PP	34.53	34.85
S1	34.42	34.80

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

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