NYMEX Light Sweet Crude Oil Future March 2016

Trading Metrics calculated at close of trading on 08-Jan-2016

Day Change Summary
	Previous	Current
	07-Jan-2016	08-Jan-2016	Change	Change %	Previous Week
Open	35.35	34.50	-0.85	-2.4%	38.75
High	35.52	35.54	0.02	0.1%	39.53
Low	33.34	33.78	0.44	1.3%	33.34
Close	34.49	34.32	-0.17	-0.5%	34.32
Range	2.18	1.76	-0.42	-19.3%	6.19
ATR	1.60	1.61	0.01	0.7%	0.00
Volume	237,381	297,365	59,984	25.3%	965,143

Daily Pivots for day following 08-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	39.83	38.83	35.29
R3	38.07	37.07	34.80
R2	36.31	36.31	34.64
R1	35.31	35.31	34.48	34.93
PP	34.55	34.55	34.55	34.36
S1	33.55	33.55	34.16	33.17
S2	32.79	32.79	34.00
S3	31.03	31.79	33.84
S4	29.27	30.03	33.35

Weekly Pivots for week ending 08-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	54.30	50.50	37.72
R3	48.11	44.31	36.02
R2	41.92	41.92	35.45
R1	38.12	38.12	34.89	36.93
PP	35.73	35.73	35.73	35.13
S1	31.93	31.93	33.75	30.74
S2	29.54	29.54	33.19
S3	23.35	25.74	32.62
S4	17.16	19.55	30.92

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	18.0%	1.96	5.7%	16%	False	False	193,028
10	39.53	33.34	6.19	18.0%	1.60	4.7%	16%	False	False	124,280
20	40.37	33.34	7.03	20.5%	1.47	4.3%	14%	False	False	114,992
40	47.16	33.34	13.82	40.3%	1.54	4.5%	7%	False	False	93,446
60	50.70	33.34	17.36	50.6%	1.50	4.4%	6%	False	False	74,301
80	53.01	33.34	19.67	57.3%	1.57	4.6%	5%	False	False	63,253
100	53.08	33.34	19.74	57.5%	1.71	5.0%	5%	False	False	55,702
120	54.45	33.34	21.11	61.5%	1.64	4.8%	5%	False	False	48,910

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	0.31
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	43.02
2.618	40.15
1.618	38.39
1.000	37.30
0.618	36.63
HIGH	35.54
0.618	34.87
0.500	34.66
0.382	34.45
LOW	33.78
0.618	32.69
1.000	32.02
1.618	30.93
2.618	29.17
4.250	26.30

Fisher Pivots for day following 08-Jan-2016
Pivot	1 day	3 day
R1	34.66	35.46
PP	34.55	35.08
S1	34.43	34.70

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

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