NYMEX Light Sweet Crude Oil Future March 2016

Trading Metrics calculated at close of trading on 07-Jan-2016

Day Change Summary
	Previous	Current
	06-Jan-2016	07-Jan-2016	Change	Change %	Previous Week
Open	37.39	35.35	-2.04	-5.5%	39.09
High	37.57	35.52	-2.05	-5.5%	39.09
Low	35.07	33.34	-1.73	-4.9%	37.28
Close	35.20	34.49	-0.71	-2.0%	38.17
Range	2.50	2.18	-0.32	-12.8%	1.81
ATR	1.55	1.60	0.04	2.9%	0.00
Volume	195,608	237,381	41,773	21.4%	230,990

Daily Pivots for day following 07-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	40.99	39.92	35.69
R3	38.81	37.74	35.09
R2	36.63	36.63	34.89
R1	35.56	35.56	34.69	35.01
PP	34.45	34.45	34.45	34.17
S1	33.38	33.38	34.29	32.83
S2	32.27	32.27	34.09
S3	30.09	31.20	33.89
S4	27.91	29.02	33.29

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	33.34	6.19	17.9%	1.92	5.6%	19%	False	True	147,044
10	39.53	33.34	6.19	17.9%	1.59	4.6%	19%	False	True	104,308
20	41.44	33.34	8.10	23.5%	1.48	4.3%	14%	False	True	107,853
40	47.51	33.34	14.17	41.1%	1.52	4.4%	8%	False	True	86,960
60	50.70	33.34	17.36	50.3%	1.50	4.3%	7%	False	True	69,894
80	53.01	33.34	19.67	57.0%	1.56	4.5%	6%	False	True	59,956
100	53.08	33.34	19.74	57.2%	1.70	4.9%	6%	False	True	52,884
120	54.45	33.34	21.11	61.2%	1.63	4.7%	5%	False	True	46,503

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	0.26
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	44.79
2.618	41.23
1.618	39.05
1.000	37.70
0.618	36.87
HIGH	35.52
0.618	34.69
0.500	34.43
0.382	34.17
LOW	33.34
0.618	31.99
1.000	31.16
1.618	29.81
2.618	27.63
4.250	24.08

Fisher Pivots for day following 07-Jan-2016
Pivot	1 day	3 day
R1	34.47	35.83
PP	34.45	35.38
S1	34.43	34.94

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

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