NYMEX Light Sweet Crude Oil Future February 2016

Trading Metrics calculated at close of trading on 16-Dec-2015

Day Change Summary
	Previous	Current
	15-Dec-2015	16-Dec-2015	Change	Change %	Previous Week
Open	37.53	38.06	0.53	1.4%	41.61
High	39.13	38.53	-0.60	-1.5%	41.61
Low	37.34	36.54	-0.80	-2.1%	36.82
Close	38.51	36.75	-1.76	-4.6%	37.25
Range	1.79	1.99	0.20	11.2%	4.79
ATR	1.69	1.72	0.02	1.2%	0.00
Volume	273,412	300,698	27,286	10.0%	1,340,123

Daily Pivots for day following 16-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	43.24	41.99	37.84
R3	41.25	40.00	37.30
R2	39.26	39.26	37.11
R1	38.01	38.01	36.93	37.64
PP	37.27	37.27	37.27	37.09
S1	36.02	36.02	36.57	35.65
S2	35.28	35.28	36.39
S3	33.29	34.03	36.20
S4	31.30	32.04	35.66

Weekly Pivots for week ending 11-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	52.93	49.88	39.88
R3	48.14	45.09	38.57
R2	43.35	43.35	38.13
R1	40.30	40.30	37.69	39.43
PP	38.56	38.56	38.56	38.13
S1	35.51	35.51	36.81	34.64
S2	33.77	33.77	36.37
S3	28.98	30.72	35.93
S4	24.19	25.93	34.62

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	39.13	36.10	3.03	8.2%	1.68	4.6%	21%	False	False	253,019
10	43.37	36.10	7.27	19.8%	1.88	5.1%	9%	False	False	238,646
20	44.82	36.10	8.72	23.7%	1.67	4.5%	7%	False	False	164,886
40	50.02	36.10	13.92	37.9%	1.61	4.4%	5%	False	False	108,182
60	52.60	36.10	16.50	44.9%	1.64	4.5%	4%	False	False	81,109
80	52.60	36.10	16.50	44.9%	1.80	4.9%	4%	False	False	66,317
100	52.60	36.10	16.50	44.9%	1.72	4.7%	4%	False	False	55,890
120	61.44	36.10	25.34	69.0%	1.69	4.6%	3%	False	False	47,613

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.44
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	46.99
2.618	43.74
1.618	41.75
1.000	40.52
0.618	39.76
HIGH	38.53
0.618	37.77
0.500	37.54
0.382	37.30
LOW	36.54
0.618	35.31
1.000	34.55
1.618	33.32
2.618	31.33
4.250	28.08

Fisher Pivots for day following 16-Dec-2015
Pivot	1 day	3 day
R1	37.54	37.62
PP	37.27	37.33
S1	37.01	37.04

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

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