NYMEX Light Sweet Crude Oil Future April 2016

Trading Metrics calculated at close of trading on 23-Dec-2015

Day Change Summary
	Previous	Current
	22-Dec-2015	23-Dec-2015	Change	Change %	Previous Week
Open	37.67	38.10	0.43	1.1%	39.40
High	38.25	39.57	1.32	3.5%	41.01
Low	37.55	37.97	0.42	1.1%	37.88
Close	37.83	39.15	1.32	3.5%	38.16
Range	0.70	1.60	0.90	128.6%	3.13
ATR	1.40	1.42	0.02	1.7%	0.00
Volume	46,171	43,286	-2,885	-6.2%	237,745

Daily Pivots for day following 23-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	43.70	43.02	40.03
R3	42.10	41.42	39.59
R2	40.50	40.50	39.44
R1	39.82	39.82	39.30	40.16
PP	38.90	38.90	38.90	39.07
S1	38.22	38.22	39.00	38.56
S2	37.30	37.30	38.86
S3	35.70	36.62	38.71
S4	34.10	35.02	38.27

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	39.57	37.39	2.18	5.6%	1.06	2.7%	81%	True	False	37,648
10	41.31	37.39	3.92	10.0%	1.28	3.3%	45%	False	False	45,712
20	46.66	37.39	9.27	23.7%	1.44	3.7%	19%	False	False	39,288
40	51.29	37.39	13.90	35.5%	1.47	3.8%	13%	False	False	29,636
60	53.35	37.39	15.96	40.8%	1.46	3.7%	11%	False	False	23,855
80	53.35	37.39	15.96	40.8%	1.53	3.9%	11%	False	False	19,931

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.22
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	46.37
2.618	43.76
1.618	42.16
1.000	41.17
0.618	40.56
HIGH	39.57
0.618	38.96
0.500	38.77
0.382	38.58
LOW	37.97
0.618	36.98
1.000	36.37
1.618	35.38
2.618	33.78
4.250	31.17

Fisher Pivots for day following 23-Dec-2015
Pivot	1 day	3 day
R1	39.02	38.93
PP	38.90	38.70
S1	38.77	38.48

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

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