NYMEX Light Sweet Crude Oil Future February 2016

Trading Metrics calculated at close of trading on 24-Dec-2015

Day Change Summary
	Previous	Current
	23-Dec-2015	24-Dec-2015	Change	Change %	Previous Week
Open	36.47	37.86	1.39	3.8%	36.99
High	37.95	38.28	0.33	0.9%	39.13
Low	36.28	37.38	1.10	3.0%	35.68
Close	37.50	38.10	0.60	1.6%	36.06
Range	1.67	0.90	-0.77	-46.1%	3.45
ATR	1.55	1.50	-0.05	-3.0%	0.00
Volume	374,658	205,873	-168,785	-45.1%	1,503,981

Daily Pivots for day following 24-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	40.62	40.26	38.60
R3	39.72	39.36	38.35
R2	38.82	38.82	38.27
R1	38.46	38.46	38.18	38.64
PP	37.92	37.92	37.92	38.01
S1	37.56	37.56	38.02	37.74
S2	37.02	37.02	37.94
S3	36.12	36.66	37.85
S4	35.22	35.76	37.61

Weekly Pivots for week ending 18-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	47.31	45.13	37.96
R3	43.86	41.68	37.01
R2	40.41	40.41	36.69
R1	38.23	38.23	36.38	37.60
PP	36.96	36.96	36.96	36.64
S1	34.78	34.78	35.74	34.15
S2	33.51	33.51	35.43
S3	30.06	31.33	35.11
S4	26.61	27.88	34.16

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	38.28	35.35	2.93	7.7%	1.09	2.9%	94%	True	False	316,684
10	39.13	35.35	3.78	9.9%	1.39	3.7%	73%	False	False	291,301
20	44.63	35.35	9.28	24.4%	1.55	4.1%	30%	False	False	230,739
40	50.02	35.35	14.67	38.5%	1.55	4.1%	19%	False	False	149,161
60	52.60	35.35	17.25	45.3%	1.61	4.2%	16%	False	False	110,392
80	52.60	35.35	17.25	45.3%	1.63	4.3%	16%	False	False	87,938
100	52.60	35.35	17.25	45.3%	1.70	4.5%	16%	False	False	74,109
120	56.31	35.35	20.96	55.0%	1.65	4.3%	13%	False	False	62,977

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	0.32
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	42.11
2.618	40.64
1.618	39.74
1.000	39.18
0.618	38.84
HIGH	38.28
0.618	37.94
0.500	37.83
0.382	37.72
LOW	37.38
0.618	36.82
1.000	36.48
1.618	35.92
2.618	35.02
4.250	33.56

Fisher Pivots for day following 24-Dec-2015
Pivot	1 day	3 day
R1	38.01	37.72
PP	37.92	37.35
S1	37.83	36.97

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

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