NYMEX Light Sweet Crude Oil Future January 2016

Trading Metrics calculated at close of trading on 10-Nov-2015

Day Change Summary
	Previous	Current
	09-Nov-2015	10-Nov-2015	Change	Change %	Previous Week
Open	45.62	45.34	-0.28	-0.6%	47.26
High	46.29	45.93	-0.36	-0.8%	49.23
Low	44.88	44.81	-0.07	-0.2%	45.30
Close	45.12	45.44	0.32	0.7%	45.47
Range	1.41	1.12	-0.29	-20.6%	3.93
ATR	1.70	1.66	-0.04	-2.4%	0.00
Volume	237,590	192,357	-45,233	-19.0%	597,450

Daily Pivots for day following 10-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	48.75	48.22	46.06
R3	47.63	47.10	45.75
R2	46.51	46.51	45.65
R1	45.98	45.98	45.54	46.25
PP	45.39	45.39	45.39	45.53
S1	44.86	44.86	45.34	45.13
S2	44.27	44.27	45.23
S3	43.15	43.74	45.13
S4	42.03	42.62	44.82

Weekly Pivots for week ending 06-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	58.46	55.89	47.63
R3	54.53	51.96	46.55
R2	50.60	50.60	46.19
R1	48.03	48.03	45.83	47.35
PP	46.67	46.67	46.67	46.33
S1	44.10	44.10	45.11	43.42
S2	42.74	42.74	44.75
S3	38.81	40.17	44.39
S4	34.88	36.24	43.31

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	49.18	44.81	4.37	9.6%	1.49	3.3%	14%	False	True	175,009
10	49.23	43.98	5.25	11.6%	1.72	3.8%	28%	False	False	132,797
20	49.23	43.52	5.71	12.6%	1.52	3.3%	34%	False	False	109,131
40	52.05	43.52	8.53	18.8%	1.71	3.8%	23%	False	False	82,923
60	52.05	39.97	12.08	26.6%	1.93	4.3%	45%	False	False	68,658
80	53.60	39.97	13.63	30.0%	1.80	4.0%	40%	False	False	58,271
100	62.97	39.97	23.00	50.6%	1.77	3.9%	24%	False	False	49,297
120	63.32	39.97	23.35	51.4%	1.71	3.8%	23%	False	False	42,568

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.38
Narrowest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	50.69
2.618	48.86
1.618	47.74
1.000	47.05
0.618	46.62
HIGH	45.93
0.618	45.50
0.500	45.37
0.382	45.24
LOW	44.81
0.618	44.12
1.000	43.69
1.618	43.00
2.618	41.88
4.250	40.05

Fisher Pivots for day following 10-Nov-2015
Pivot	1 day	3 day
R1	45.42	45.76
PP	45.39	45.65
S1	45.37	45.55

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

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