NYMEX Light Sweet Crude Oil Future May 2016

Trading Metrics calculated at close of trading on 08-Jan-2016

Day Change Summary
	Previous	Current
	07-Jan-2016	08-Jan-2016	Change	Change %	Previous Week
Open	37.52	37.27	-0.25	-0.7%	40.96
High	37.60	37.55	-0.05	-0.1%	41.35
Low	35.50	35.94	0.44	1.2%	35.50
Close	36.68	36.55	-0.13	-0.4%	36.55
Range	2.10	1.61	-0.49	-23.3%	5.85
ATR	1.50	1.50	0.01	0.5%	0.00
Volume	34,158	40,924	6,766	19.8%	164,173

Daily Pivots for day following 08-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	41.51	40.64	37.44
R3	39.90	39.03	36.99
R2	38.29	38.29	36.85
R1	37.42	37.42	36.70	37.05
PP	36.68	36.68	36.68	36.50
S1	35.81	35.81	36.40	35.44
S2	35.07	35.07	36.25
S3	33.46	34.20	36.11
S4	31.85	32.59	35.66

Weekly Pivots for week ending 08-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	55.35	51.80	39.77
R3	49.50	45.95	38.16
R2	43.65	43.65	37.62
R1	40.10	40.10	37.09	38.95
PP	37.80	37.80	37.80	37.23
S1	34.25	34.25	36.01	33.10
S2	31.95	31.95	35.48
S3	26.10	28.40	34.94
S4	20.25	22.55	33.33

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	41.35	35.50	5.85	16.0%	1.85	5.1%	18%	False	False	32,834
10	41.35	35.50	5.85	16.0%	1.52	4.2%	18%	False	False	23,194
20	42.11	35.50	6.61	18.1%	1.37	3.7%	16%	False	False	23,447
40	48.35	35.50	12.85	35.2%	1.41	3.9%	8%	False	False	21,103
60	51.63	35.50	16.13	44.1%	1.34	3.7%	7%	False	False	17,251
80	53.22	35.50	17.72	48.5%	1.36	3.7%	6%	False	False	14,680

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.20
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	44.39
2.618	41.76
1.618	40.15
1.000	39.16
0.618	38.54
HIGH	37.55
0.618	36.93
0.500	36.75
0.382	36.56
LOW	35.94
0.618	34.95
1.000	34.33
1.618	33.34
2.618	31.73
4.250	29.10

Fisher Pivots for day following 08-Jan-2016
Pivot	1 day	3 day
R1	36.75	37.53
PP	36.68	37.20
S1	36.62	36.88

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

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