NYMEX Light Sweet Crude Oil Future June 2016

Trading Metrics calculated at close of trading on 30-Nov-2015

Day Change Summary
	Previous	Current
	27-Nov-2015	30-Nov-2015	Change	Change %	Previous Week
Open	47.67	46.36	-1.31	-2.7%	46.01
High	47.83	47.03	-0.80	-1.7%	48.02
Low	46.30	45.90	-0.40	-0.9%	44.98
Close	46.36	46.05	-0.31	-0.7%	46.36
Range	1.53	1.13	-0.40	-26.1%	3.04
ATR	1.47	1.45	-0.02	-1.7%	0.00
Volume	12,785	24,678	11,893	93.0%	100,924

Daily Pivots for day following 30-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	49.72	49.01	46.67
R3	48.59	47.88	46.36
R2	47.46	47.46	46.26
R1	46.75	46.75	46.15	46.54
PP	46.33	46.33	46.33	46.22
S1	45.62	45.62	45.95	45.41
S2	45.20	45.20	45.84
S3	44.07	44.49	45.74
S4	42.94	43.36	45.43

Weekly Pivots for week ending 27-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	55.57	54.01	48.03
R3	52.53	50.97	47.20
R2	49.49	49.49	46.92
R1	47.93	47.93	46.64	48.71
PP	46.45	46.45	46.45	46.85
S1	44.89	44.89	46.08	45.67
S2	43.41	43.41	45.80
S3	40.37	41.85	45.52
S4	37.33	38.81	44.69

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	48.02	44.98	3.04	6.6%	1.52	3.3%	35%	False	False	25,120
10	48.02	44.84	3.18	6.9%	1.41	3.1%	38%	False	False	26,892
20	52.04	44.84	7.20	15.6%	1.44	3.1%	17%	False	False	27,255
40	53.77	44.84	8.93	19.4%	1.48	3.2%	14%	False	False	28,162

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
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	0.44
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	51.83
2.618	49.99
1.618	48.86
1.000	48.16
0.618	47.73
HIGH	47.03
0.618	46.60
0.500	46.47
0.382	46.33
LOW	45.90
0.618	45.20
1.000	44.77
1.618	44.07
2.618	42.94
4.250	41.10

Fisher Pivots for day following 30-Nov-2015
Pivot	1 day	3 day
R1	46.47	46.96
PP	46.33	46.66
S1	46.19	46.35

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

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