NYMEX Light Sweet Crude Oil Future April 2016

Trading Metrics calculated at close of trading on 15-Jan-2016

Day Change Summary
	Previous	Current
	14-Jan-2016	15-Jan-2016	Change	Change %	Previous Week
Open	32.39	33.17	0.78	2.4%	35.18
High	33.49	33.17	-0.32	-1.0%	35.42
Low	32.10	31.06	-1.04	-3.2%	31.06
Close	33.12	31.38	-1.74	-5.3%	31.38
Range	1.39	2.11	0.72	51.8%	4.36
ATR	1.64	1.67	0.03	2.1%	0.00
Volume	150,610	80,355	-70,255	-46.6%	492,932

Daily Pivots for day following 15-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	38.20	36.90	32.54
R3	36.09	34.79	31.96
R2	33.98	33.98	31.77
R1	32.68	32.68	31.57	32.28
PP	31.87	31.87	31.87	31.67
S1	30.57	30.57	31.19	30.17
S2	29.76	29.76	30.99
S3	27.65	28.46	30.80
S4	25.54	26.35	30.22

Weekly Pivots for week ending 15-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	45.70	42.90	33.78
R3	41.34	38.54	32.58
R2	36.98	36.98	32.18
R1	34.18	34.18	31.78	33.40
PP	32.62	32.62	32.62	32.23
S1	29.82	29.82	30.98	29.04
S2	28.26	28.26	30.58
S3	23.90	25.46	30.18
S4	19.54	21.10	28.98

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	35.42	31.06	4.36	13.9%	1.91	6.1%	7%	False	True	98,586
10	40.50	31.06	9.44	30.1%	1.91	6.1%	3%	False	True	85,960
20	40.50	31.06	9.44	30.1%	1.53	4.9%	3%	False	True	58,291
40	46.78	31.06	15.72	50.1%	1.53	4.9%	2%	False	True	47,147
60	51.29	31.06	20.23	64.5%	1.49	4.8%	2%	False	True	37,300
80	53.35	31.06	22.29	71.0%	1.49	4.8%	1%	False	True	30,769
100	53.50	31.06	22.44	71.5%	1.62	5.2%	1%	False	True	26,156

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.45
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	42.14
2.618	38.69
1.618	36.58
1.000	35.28
0.618	34.47
HIGH	33.17
0.618	32.36
0.500	32.12
0.382	31.87
LOW	31.06
0.618	29.76
1.000	28.95
1.618	27.65
2.618	25.54
4.250	22.09

Fisher Pivots for day following 15-Jan-2016
Pivot	1 day	3 day
R1	32.12	32.35
PP	31.87	32.02
S1	31.63	31.70

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

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