NYMEX Light Sweet Crude Oil Future June 2016

Trading Metrics calculated at close of trading on 17-Nov-2015

Day Change Summary
	Previous	Current
	16-Nov-2015	17-Nov-2015	Change	Change %	Previous Week
Open	45.65	46.42	0.77	1.7%	48.66
High	46.68	46.67	-0.01	0.0%	49.45
Low	44.84	45.35	0.51	1.1%	45.28
Close	46.35	45.43	-0.92	-2.0%	45.63
Range	1.84	1.32	-0.52	-28.3%	4.17
ATR	1.51	1.50	-0.01	-0.9%	0.00
Volume	39,596	27,207	-12,389	-31.3%	145,249

Daily Pivots for day following 17-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	49.78	48.92	46.16
R3	48.46	47.60	45.79
R2	47.14	47.14	45.67
R1	46.28	46.28	45.55	46.05
PP	45.82	45.82	45.82	45.70
S1	44.96	44.96	45.31	44.73
S2	44.50	44.50	45.19
S3	43.18	43.64	45.07
S4	41.86	42.32	44.70

Weekly Pivots for week ending 13-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	59.30	56.63	47.92
R3	55.13	52.46	46.78
R2	50.96	50.96	46.39
R1	48.29	48.29	46.01	47.54
PP	46.79	46.79	46.79	46.41
S1	44.12	44.12	45.25	43.37
S2	42.62	42.62	44.87
S3	38.45	39.95	44.48
S4	34.28	35.78	43.34

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	48.75	44.84	3.91	8.6%	1.55	3.4%	15%	False	False	33,095
10	52.04	44.84	7.20	15.8%	1.45	3.2%	8%	False	False	29,668
20	52.04	44.84	7.20	15.8%	1.44	3.2%	8%	False	False	27,485

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.42
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	52.28
2.618	50.13
1.618	48.81
1.000	47.99
0.618	47.49
HIGH	46.67
0.618	46.17
0.500	46.01
0.382	45.85
LOW	45.35
0.618	44.53
1.000	44.03
1.618	43.21
2.618	41.89
4.250	39.74

Fisher Pivots for day following 17-Nov-2015
Pivot	1 day	3 day
R1	46.01	45.90
PP	45.82	45.74
S1	45.62	45.59

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

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