NYMEX Light Sweet Crude Oil Future December 2015

Trading Metrics calculated at close of trading on 28-Oct-2015

Day Change Summary
	Previous	Current
	27-Oct-2015	28-Oct-2015	Change	Change %	Previous Week
Open	43.78	43.44	-0.34	-0.8%	47.72
High	43.91	46.22	2.31	5.3%	47.91
Low	42.58	43.06	0.48	1.1%	44.20
Close	43.20	45.94	2.74	6.3%	44.60
Range	1.33	3.16	1.83	137.6%	3.71
ATR	1.72	1.83	0.10	5.9%	0.00
Volume	370,825	521,518	150,693	40.6%	1,870,523

Daily Pivots for day following 28-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	54.55	53.41	47.68
R3	51.39	50.25	46.81
R2	48.23	48.23	46.52
R1	47.09	47.09	46.23	47.66
PP	45.07	45.07	45.07	45.36
S1	43.93	43.93	45.65	44.50
S2	41.91	41.91	45.36
S3	38.75	40.77	45.07
S4	35.59	37.61	44.20

Weekly Pivots for week ending 23-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	56.70	54.36	46.64
R3	52.99	50.65	45.62
R2	49.28	49.28	45.28
R1	46.94	46.94	44.94	46.26
PP	45.57	45.57	45.57	45.23
S1	43.23	43.23	44.26	42.55
S2	41.86	41.86	43.92
S3	38.15	39.52	43.58
S4	34.44	35.81	42.56

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	46.22	42.58	3.64	7.9%	1.71	3.7%	92%	True	False	384,749
10	47.97	42.58	5.39	11.7%	1.57	3.4%	62%	False	False	362,619
20	51.42	42.58	8.84	19.2%	1.85	4.0%	38%	False	False	283,511
40	51.42	42.58	8.84	19.2%	1.87	4.1%	38%	False	False	194,627
60	51.42	39.22	12.20	26.6%	1.97	4.3%	55%	False	False	166,229
80	55.70	39.22	16.48	35.9%	1.87	4.1%	41%	False	False	140,782
100	63.12	39.22	23.90	52.0%	1.81	3.9%	28%	False	False	122,250
120	64.39	39.22	25.17	54.8%	1.78	3.9%	27%	False	False	110,353

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.34
Widest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	59.65
2.618	54.49
1.618	51.33
1.000	49.38
0.618	48.17
HIGH	46.22
0.618	45.01
0.500	44.64
0.382	44.27
LOW	43.06
0.618	41.11
1.000	39.90
1.618	37.95
2.618	34.79
4.250	29.63

Fisher Pivots for day following 28-Oct-2015
Pivot	1 day	3 day
R1	45.51	45.43
PP	45.07	44.91
S1	44.64	44.40

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

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