NYMEX Light Sweet Crude Oil Future January 2016

Trading Metrics calculated at close of trading on 19-Oct-2015

Day Change Summary
	Previous	Current
	16-Oct-2015	19-Oct-2015	Change	Change %	Previous Week
Open	48.19	48.39	0.20	0.4%	50.67
High	48.72	48.67	-0.05	-0.1%	51.29
Low	47.46	46.95	-0.51	-1.1%	46.62
Close	48.50	46.99	-1.51	-3.1%	48.50
Range	1.26	1.72	0.46	36.5%	4.67
ATR	1.89	1.88	-0.01	-0.6%	0.00
Volume	68,528	93,011	24,483	35.7%	385,404

Daily Pivots for day following 19-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	52.70	51.56	47.94
R3	50.98	49.84	47.46
R2	49.26	49.26	47.31
R1	48.12	48.12	47.15	47.83
PP	47.54	47.54	47.54	47.39
S1	46.40	46.40	46.83	46.11
S2	45.82	45.82	46.67
S3	44.10	44.68	46.52
S4	42.38	42.96	46.04

Weekly Pivots for week ending 16-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	62.81	60.33	51.07
R3	58.14	55.66	49.78
R2	53.47	53.47	49.36
R1	50.99	50.99	48.93	49.90
PP	48.80	48.80	48.80	48.26
S1	46.32	46.32	48.07	45.23
S2	44.13	44.13	47.64
S3	39.46	41.65	47.22
S4	34.79	36.98	45.93

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	49.57	46.62	2.95	6.3%	1.50	3.2%	13%	False	False	81,176
10	52.05	46.62	5.43	11.6%	1.95	4.2%	7%	False	False	82,604
20	52.05	45.06	6.99	14.9%	1.78	3.8%	28%	False	False	64,528
40	52.05	39.97	12.08	25.7%	2.14	4.5%	58%	False	False	52,262
60	52.05	39.97	12.08	25.7%	1.90	4.0%	58%	False	False	45,036
80	61.36	39.97	21.39	45.5%	1.83	3.9%	33%	False	False	37,562
100	63.32	39.97	23.35	49.7%	1.74	3.7%	30%	False	False	31,852

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.55
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	55.98
2.618	53.17
1.618	51.45
1.000	50.39
0.618	49.73
HIGH	48.67
0.618	48.01
0.500	47.81
0.382	47.61
LOW	46.95
0.618	45.89
1.000	45.23
1.618	44.17
2.618	42.45
4.250	39.64

Fisher Pivots for day following 19-Oct-2015
Pivot	1 day	3 day
R1	47.81	47.67
PP	47.54	47.44
S1	47.26	47.22

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

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