NYMEX Light Sweet Crude Oil Future December 2015

Trading Metrics calculated at close of trading on 02-Nov-2015

Day Change Summary
	Previous	Current
	30-Oct-2015	02-Nov-2015	Change	Change %	Previous Week
Open	45.74	46.43	0.69	1.5%	44.74
High	47.03	46.73	-0.30	-0.6%	47.03
Low	45.48	45.56	0.08	0.2%	42.58
Close	46.59	46.14	-0.45	-1.0%	46.59
Range	1.55	1.17	-0.38	-24.5%	4.45
ATR	1.79	1.75	-0.04	-2.5%	0.00
Volume	363,307	305,518	-57,789	-15.9%	1,994,247

Daily Pivots for day following 02-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	49.65	49.07	46.78
R3	48.48	47.90	46.46
R2	47.31	47.31	46.35
R1	46.73	46.73	46.25	46.44
PP	46.14	46.14	46.14	46.00
S1	45.56	45.56	46.03	45.27
S2	44.97	44.97	45.93
S3	43.80	44.39	45.82
S4	42.63	43.22	45.50

Weekly Pivots for week ending 30-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	58.75	57.12	49.04
R3	54.30	52.67	47.81
R2	49.85	49.85	47.41
R1	48.22	48.22	47.00	49.04
PP	45.40	45.40	45.40	45.81
S1	43.77	43.77	46.18	44.59
S2	40.95	40.95	45.77
S3	36.50	39.32	45.37
S4	32.05	34.87	44.14

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	47.03	42.58	4.45	9.6%	1.77	3.8%	80%	False	False	399,536
10	47.03	42.58	4.45	9.6%	1.53	3.3%	80%	False	False	377,468
20	51.42	42.58	8.84	19.2%	1.77	3.8%	40%	False	False	316,807
40	51.42	42.58	8.84	19.2%	1.79	3.9%	40%	False	False	211,488
60	51.42	39.22	12.20	26.4%	1.97	4.3%	57%	False	False	180,802
80	55.30	39.22	16.08	34.9%	1.85	4.0%	43%	False	False	151,729
100	62.98	39.22	23.76	51.5%	1.81	3.9%	29%	False	False	131,871
120	63.65	39.22	24.43	52.9%	1.78	3.9%	28%	False	False	118,443

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.32
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	51.70
2.618	49.79
1.618	48.62
1.000	47.90
0.618	47.45
HIGH	46.73
0.618	46.28
0.500	46.15
0.382	46.01
LOW	45.56
0.618	44.84
1.000	44.39
1.618	43.67
2.618	42.50
4.250	40.59

Fisher Pivots for day following 02-Nov-2015
Pivot	1 day	3 day
R1	46.15	46.13
PP	46.14	46.11
S1	46.14	46.10

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

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