NYMEX Light Sweet Crude Oil Future April 2016

Trading Metrics calculated at close of trading on 22-Dec-2015

Day Change Summary
	Previous	Current
	21-Dec-2015	22-Dec-2015	Change	Change %	Previous Week
Open	38.02	37.67	-0.35	-0.9%	39.40
High	38.17	38.25	0.08	0.2%	41.01
Low	37.39	37.55	0.16	0.4%	37.88
Close	37.73	37.83	0.10	0.3%	38.16
Range	0.78	0.70	-0.08	-10.3%	3.13
ATR	1.45	1.40	-0.05	-3.7%	0.00
Volume	33,482	46,171	12,689	37.9%	237,745

Daily Pivots for day following 22-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	39.98	39.60	38.22
R3	39.28	38.90	38.02
R2	38.58	38.58	37.96
R1	38.20	38.20	37.89	38.39
PP	37.88	37.88	37.88	37.97
S1	37.50	37.50	37.77	37.69
S2	37.18	37.18	37.70
S3	36.48	36.80	37.64
S4	35.78	36.10	37.45

Weekly Pivots for week ending 18-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	48.41	46.41	39.88
R3	45.28	43.28	39.02
R2	42.15	42.15	38.73
R1	40.15	40.15	38.45	39.59
PP	39.02	39.02	39.02	38.73
S1	37.02	37.02	37.87	36.46
S2	35.89	35.89	37.59
S3	32.76	33.89	37.30
S4	29.63	30.76	36.44

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	40.42	37.39	3.03	8.0%	1.09	2.9%	15%	False	False	41,746
10	42.28	37.39	4.89	12.9%	1.31	3.5%	9%	False	False	46,944
20	46.78	37.39	9.39	24.8%	1.44	3.8%	5%	False	False	38,245
40	51.29	37.39	13.90	36.7%	1.46	3.9%	3%	False	False	28,864
60	53.35	37.39	15.96	42.2%	1.45	3.8%	3%	False	False	23,230
80	53.50	37.39	16.11	42.6%	1.57	4.2%	3%	False	False	19,571

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.30
Narrowest range in 88 trading days

Fibonacci Retracements and Extensions
4.250	41.23
2.618	40.08
1.618	39.38
1.000	38.95
0.618	38.68
HIGH	38.25
0.618	37.98
0.500	37.90
0.382	37.82
LOW	37.55
0.618	37.12
1.000	36.85
1.618	36.42
2.618	35.72
4.250	34.58

Fisher Pivots for day following 22-Dec-2015
Pivot	1 day	3 day
R1	37.90	38.21
PP	37.88	38.08
S1	37.85	37.96

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

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