NYMEX Light Sweet Crude Oil Future May 2016

Trading Metrics calculated at close of trading on 21-Dec-2015

Day Change Summary
	Previous	Current
	18-Dec-2015	21-Dec-2015	Change	Change %	Previous Week
Open	39.05	38.95	-0.10	-0.3%	40.26
High	39.84	38.98	-0.86	-2.2%	41.66
Low	38.72	38.21	-0.51	-1.3%	38.72
Close	39.00	38.51	-0.49	-1.3%	39.00
Range	1.12	0.77	-0.35	-31.3%	2.94
ATR	1.44	1.39	-0.05	-3.2%	0.00
Volume	13,239	16,764	3,525	26.6%	116,982

Daily Pivots for day following 21-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	40.88	40.46	38.93
R3	40.11	39.69	38.72
R2	39.34	39.34	38.65
R1	38.92	38.92	38.58	38.75
PP	38.57	38.57	38.57	38.48
S1	38.15	38.15	38.44	37.98
S2	37.80	37.80	38.37
S3	37.03	37.38	38.30
S4	36.26	36.61	38.09

Weekly Pivots for week ending 18-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	48.61	46.75	40.62
R3	45.67	43.81	39.81
R2	42.73	42.73	39.54
R1	40.87	40.87	39.27	40.33
PP	39.79	39.79	39.79	39.53
S1	37.93	37.93	38.73	37.39
S2	36.85	36.85	38.46
S3	33.91	34.99	38.19
S4	30.97	32.05	37.38

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	41.66	38.21	3.45	9.0%	1.21	3.2%	9%	False	True	21,011
10	42.98	38.21	4.77	12.4%	1.34	3.5%	6%	False	True	25,421
20	47.45	38.21	9.24	24.0%	1.42	3.7%	3%	False	True	22,594
40	51.63	38.21	13.42	34.8%	1.40	3.6%	2%	False	True	17,310
60	53.22	38.21	15.01	39.0%	1.35	3.5%	2%	False	True	14,306

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.33
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	42.25
2.618	41.00
1.618	40.23
1.000	39.75
0.618	39.46
HIGH	38.98
0.618	38.69
0.500	38.60
0.382	38.50
LOW	38.21
0.618	37.73
1.000	37.44
1.618	36.96
2.618	36.19
4.250	34.94

Fisher Pivots for day following 21-Dec-2015
Pivot	1 day	3 day
R1	38.60	39.14
PP	38.57	38.93
S1	38.54	38.72

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

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