NYMEX Light Sweet Crude Oil Future March 2016

Trading Metrics calculated at close of trading on 17-Dec-2015

Day Change Summary
	Previous	Current
	16-Dec-2015	17-Dec-2015	Change	Change %	Previous Week
Open	39.11	38.20	-0.91	-2.3%	42.68
High	39.56	38.23	-1.33	-3.4%	42.70
Low	37.71	37.15	-0.56	-1.5%	38.18
Close	37.90	37.46	-0.44	-1.2%	38.57
Range	1.85	1.08	-0.77	-41.6%	4.52
ATR	1.65	1.61	-0.04	-2.5%	0.00
Volume	127,201	83,721	-43,480	-34.2%	726,700

Daily Pivots for day following 17-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	40.85	40.24	38.05
R3	39.77	39.16	37.76
R2	38.69	38.69	37.66
R1	38.08	38.08	37.56	37.85
PP	37.61	37.61	37.61	37.50
S1	37.00	37.00	37.36	36.77
S2	36.53	36.53	37.26
S3	35.45	35.92	37.16
S4	34.37	34.84	36.87

Weekly Pivots for week ending 11-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	53.38	50.49	41.06
R3	48.86	45.97	39.81
R2	44.34	44.34	39.40
R1	41.45	41.45	38.98	40.64
PP	39.82	39.82	39.82	39.41
S1	36.93	36.93	38.16	36.12
S2	35.30	35.30	37.74
S3	30.78	32.41	37.33
S4	26.26	27.89	36.08

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	40.18	37.15	3.03	8.1%	1.62	4.3%	10%	False	True	121,731
10	44.45	37.15	7.30	19.5%	1.72	4.6%	4%	False	True	126,094
20	45.93	37.15	8.78	23.4%	1.60	4.3%	4%	False	True	91,578
40	50.70	37.15	13.55	36.2%	1.56	4.2%	2%	False	True	67,601
60	53.01	37.15	15.86	42.3%	1.57	4.2%	2%	False	True	55,725
80	53.08	37.15	15.93	42.5%	1.76	4.7%	2%	False	True	48,092
100	53.08	37.15	15.93	42.5%	1.69	4.5%	2%	False	True	42,406

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.42
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	42.82
2.618	41.06
1.618	39.98
1.000	39.31
0.618	38.90
HIGH	38.23
0.618	37.82
0.500	37.69
0.382	37.56
LOW	37.15
0.618	36.48
1.000	36.07
1.618	35.40
2.618	34.32
4.250	32.56

Fisher Pivots for day following 17-Dec-2015
Pivot	1 day	3 day
R1	37.69	38.67
PP	37.61	38.26
S1	37.54	37.86

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

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