NYMEX Light Sweet Crude Oil Future December 2015

Trading Metrics calculated at close of trading on 29-Oct-2015

Day Change Summary
	Previous	Current
	28-Oct-2015	29-Oct-2015	Change	Change %	Previous Week
Open	43.44	46.06	2.62	6.0%	47.72
High	46.22	46.79	0.57	1.2%	47.91
Low	43.06	45.16	2.10	4.9%	44.20
Close	45.94	46.06	0.12	0.3%	44.60
Range	3.16	1.63	-1.53	-48.4%	3.71
ATR	1.83	1.81	-0.01	-0.8%	0.00
Volume	521,518	436,513	-85,005	-16.3%	1,870,523

Daily Pivots for day following 29-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	50.89	50.11	46.96
R3	49.26	48.48	46.51
R2	47.63	47.63	46.36
R1	46.85	46.85	46.21	46.88
PP	46.00	46.00	46.00	46.02
S1	45.22	45.22	45.91	45.25
S2	44.37	44.37	45.76
S3	42.74	43.59	45.61
S4	41.11	41.96	45.16

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	46.79	42.58	4.21	9.1%	1.79	3.9%	83%	True	False	407,503
10	47.97	42.58	5.39	11.7%	1.56	3.4%	65%	False	False	378,577
20	51.42	42.58	8.84	19.2%	1.81	3.9%	39%	False	False	297,464
40	51.42	42.58	8.84	19.2%	1.83	4.0%	39%	False	False	201,307
60	51.42	39.22	12.20	26.5%	1.96	4.3%	56%	False	False	172,597
80	55.70	39.22	16.48	35.8%	1.87	4.1%	42%	False	False	145,234
100	63.12	39.22	23.90	51.9%	1.81	3.9%	29%	False	False	126,301
120	64.39	39.22	25.17	54.6%	1.79	3.9%	27%	False	False	113,550

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.35
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	53.72
2.618	51.06
1.618	49.43
1.000	48.42
0.618	47.80
HIGH	46.79
0.618	46.17
0.500	45.98
0.382	45.78
LOW	45.16
0.618	44.15
1.000	43.53
1.618	42.52
2.618	40.89
4.250	38.23

Fisher Pivots for day following 29-Oct-2015
Pivot	1 day	3 day
R1	46.03	45.60
PP	46.00	45.14
S1	45.98	44.69

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

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