NYMEX Light Sweet Crude Oil Future January 2016

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

Day Change Summary
	Previous	Current
	29-Oct-2015	30-Oct-2015	Change	Change %	Previous Week
Open	46.96	46.58	-0.38	-0.8%	45.62
High	47.59	47.90	0.31	0.7%	47.90
Low	46.03	46.33	0.30	0.7%	43.52
Close	46.90	47.47	0.57	1.2%	47.47
Range	1.56	1.57	0.01	0.6%	4.38
ATR	1.76	1.75	-0.01	-0.8%	0.00
Volume	112,802	81,093	-31,709	-28.1%	455,657

Daily Pivots for day following 30-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	51.94	51.28	48.33
R3	50.37	49.71	47.90
R2	48.80	48.80	47.76
R1	48.14	48.14	47.61	48.47
PP	47.23	47.23	47.23	47.40
S1	46.57	46.57	47.33	46.90
S2	45.66	45.66	47.18
S3	44.09	45.00	47.04
S4	42.52	43.43	46.61

Weekly Pivots for week ending 30-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	59.44	57.83	49.88
R3	55.06	53.45	48.67
R2	50.68	50.68	48.27
R1	49.07	49.07	47.87	49.88
PP	46.30	46.30	46.30	46.70
S1	44.69	44.69	47.07	45.50
S2	41.92	41.92	46.67
S3	37.54	40.31	46.27
S4	33.16	35.93	45.06

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	47.90	43.52	4.38	9.2%	1.76	3.7%	90%	True	False	91,131
10	48.67	43.52	5.15	10.8%	1.55	3.3%	77%	False	False	95,088
20	52.05	43.52	8.53	18.0%	1.75	3.7%	46%	False	False	86,565
40	52.05	43.52	8.53	18.0%	1.74	3.7%	46%	False	False	63,621
60	52.05	39.97	12.08	25.4%	1.92	4.0%	62%	False	False	56,011
80	56.10	39.97	16.13	34.0%	1.79	3.8%	46%	False	False	46,789
100	63.15	39.97	23.18	48.8%	1.74	3.7%	32%	False	False	39,537
120	64.61	39.97	24.64	51.9%	1.70	3.6%	30%	False	False	34,419

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.30
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	54.57
2.618	52.01
1.618	50.44
1.000	49.47
0.618	48.87
HIGH	47.90
0.618	47.30
0.500	47.12
0.382	46.93
LOW	46.33
0.618	45.36
1.000	44.76
1.618	43.79
2.618	42.22
4.250	39.66

Fisher Pivots for day following 30-Oct-2015
Pivot	1 day	3 day
R1	47.35	46.96
PP	47.23	46.45
S1	47.12	45.94

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

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