NYMEX Light Sweet Crude Oil Future May 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 14-Dec-2015 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 11-Dec-2015 | 14-Dec-2015 | Change | Change % | Previous Week |  
                        | Open | 41.33 | 40.26 | -1.07 | -2.6% | 44.02 |  
                        | High | 41.60 | 40.82 | -0.78 | -1.9% | 44.08 |  
                        | Low | 40.07 | 39.08 | -0.99 | -2.5% | 40.07 |  
                        | Close | 40.45 | 40.42 | -0.03 | -0.1% | 40.45 |  
                        | Range | 1.53 | 1.74 | 0.21 | 13.7% | 4.01 |  
                        | ATR | 1.46 | 1.48 | 0.02 | 1.4% | 0.00 |  
                        | Volume | 28,029 | 28,689 | 660 | 2.4% | 162,692 |  | 
    
| 
        
            | Daily Pivots for day following 14-Dec-2015 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 45.33 | 44.61 | 41.38 |  |  
                | R3 | 43.59 | 42.87 | 40.90 |  |  
                | R2 | 41.85 | 41.85 | 40.74 |  |  
                | R1 | 41.13 | 41.13 | 40.58 | 41.49 |  
                | PP | 40.11 | 40.11 | 40.11 | 40.29 |  
                | S1 | 39.39 | 39.39 | 40.26 | 39.75 |  
                | S2 | 38.37 | 38.37 | 40.10 |  |  
                | S3 | 36.63 | 37.65 | 39.94 |  |  
                | S4 | 34.89 | 35.91 | 39.46 |  |  | 
        
            | Weekly Pivots for week ending 11-Dec-2015 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 53.56 | 51.02 | 42.66 |  |  
                | R3 | 49.55 | 47.01 | 41.55 |  |  
                | R2 | 45.54 | 45.54 | 41.19 |  |  
                | R1 | 43.00 | 43.00 | 40.82 | 42.27 |  
                | PP | 41.53 | 41.53 | 41.53 | 41.17 |  
                | S1 | 38.99 | 38.99 | 40.08 | 38.26 |  
                | S2 | 37.52 | 37.52 | 39.71 |  |  
                | S3 | 33.51 | 34.98 | 39.35 |  |  
                | S4 | 29.50 | 30.97 | 38.24 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 42.98 | 39.08 | 3.90 | 9.6% | 1.46 | 3.6% | 34% | False | True | 29,831 |  
                | 10 | 46.00 | 39.08 | 6.92 | 17.1% | 1.54 | 3.8% | 19% | False | True | 26,245 |  
                | 20 | 47.45 | 39.08 | 8.37 | 20.7% | 1.44 | 3.6% | 16% | False | True | 20,886 |  
                | 40 | 51.63 | 39.08 | 12.55 | 31.0% | 1.36 | 3.4% | 11% | False | True | 15,726 |  
                | 60 | 53.22 | 39.08 | 14.14 | 35.0% | 1.35 | 3.3% | 9% | False | True | 12,996 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 48.22 |  
            | 2.618 | 45.38 |  
            | 1.618 | 43.64 |  
            | 1.000 | 42.56 |  
            | 0.618 | 41.90 |  
            | HIGH | 40.82 |  
            | 0.618 | 40.16 |  
            | 0.500 | 39.95 |  
            | 0.382 | 39.74 |  
            | LOW | 39.08 |  
            | 0.618 | 38.00 |  
            | 1.000 | 37.34 |  
            | 1.618 | 36.26 |  
            | 2.618 | 34.52 |  
            | 4.250 | 31.69 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 14-Dec-2015 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 40.26 | 40.60 |  
                                | PP | 40.11 | 40.54 |  
                                | S1 | 39.95 | 40.48 |  |