NYMEX Light Sweet Crude Oil Future March 2016

Trading Metrics calculated at close of trading on 05-Jan-2016

Day Change Summary
	Previous	Current
	04-Jan-2016	05-Jan-2016	Change	Change %	Previous Week
Open	38.75	38.07	-0.68	-1.8%	39.09
High	39.53	38.31	-1.22	-3.1%	39.09
Low	37.51	36.98	-0.53	-1.4%	37.28
Close	37.95	37.18	-0.77	-2.0%	38.17
Range	2.02	1.33	-0.69	-34.2%	1.81
ATR	1.49	1.48	-0.01	-0.8%	0.00
Volume	108,270	126,519	18,249	16.9%	230,990

Daily Pivots for day following 05-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	41.48	40.66	37.91
R3	40.15	39.33	37.55
R2	38.82	38.82	37.42
R1	38.00	38.00	37.30	37.75
PP	37.49	37.49	37.49	37.36
S1	36.67	36.67	37.06	36.42
S2	36.16	36.16	36.94
S3	34.83	35.34	36.81
S4	33.50	34.01	36.45

Weekly Pivots for week ending 01-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	43.61	42.70	39.17
R3	41.80	40.89	38.67
R2	39.99	39.99	38.50
R1	39.08	39.08	38.34	38.63
PP	38.18	38.18	38.18	37.96
S1	37.27	37.27	38.00	36.82
S2	36.37	36.37	37.84
S3	34.56	35.46	37.67
S4	32.75	33.65	37.17

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	39.53	36.98	2.55	6.9%	1.42	3.8%	8%	False	True	83,316
10	39.53	36.48	3.05	8.2%	1.27	3.4%	23%	False	False	76,751
20	42.70	36.48	6.22	16.7%	1.44	3.9%	11%	False	False	101,469
40	48.28	36.48	11.80	31.7%	1.47	4.0%	6%	False	False	78,742
60	53.01	36.48	16.53	44.5%	1.50	4.0%	4%	False	False	63,951
80	53.01	36.48	16.53	44.5%	1.54	4.1%	4%	False	False	55,095
100	53.08	36.48	16.60	44.6%	1.68	4.5%	4%	False	False	49,000
120	55.05	36.48	18.57	49.9%	1.60	4.3%	4%	False	False	43,025

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.25
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	43.96
2.618	41.79
1.618	40.46
1.000	39.64
0.618	39.13
HIGH	38.31
0.618	37.80
0.500	37.65
0.382	37.49
LOW	36.98
0.618	36.16
1.000	35.65
1.618	34.83
2.618	33.50
4.250	31.33

Fisher Pivots for day following 05-Jan-2016
Pivot	1 day	3 day
R1	37.65	38.26
PP	37.49	37.90
S1	37.34	37.54

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

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