NYMEX Light Sweet Crude Oil Future January 2016

Trading Metrics calculated at close of trading on 25-Nov-2015

Day Change Summary
	Previous	Current
	24-Nov-2015	25-Nov-2015	Change	Change %	Previous Week
Open	42.04	42.69	0.65	1.5%	42.10
High	43.46	43.25	-0.21	-0.5%	43.24
Low	41.86	41.72	-0.14	-0.3%	41.21
Close	42.87	43.04	0.17	0.4%	41.90
Range	1.60	1.53	-0.07	-4.4%	2.03
ATR	1.67	1.66	-0.01	-0.6%	0.00
Volume	430,304	383,158	-47,146	-11.0%	1,854,522

Daily Pivots for day following 25-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	47.26	46.68	43.88
R3	45.73	45.15	43.46
R2	44.20	44.20	43.32
R1	43.62	43.62	43.18	43.91
PP	42.67	42.67	42.67	42.82
S1	42.09	42.09	42.90	42.38
S2	41.14	41.14	42.76
S3	39.61	40.56	42.62
S4	38.08	39.03	42.20

Weekly Pivots for week ending 20-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	48.21	47.08	43.02
R3	46.18	45.05	42.46
R2	44.15	44.15	42.27
R1	43.02	43.02	42.09	42.57
PP	42.12	42.12	42.12	41.89
S1	40.99	40.99	41.71	40.54
S2	40.09	40.09	41.53
S3	38.06	38.96	41.34
S4	36.03	36.93	40.78

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	43.46	40.41	3.05	7.1%	1.60	3.7%	86%	False	False	436,876
10	44.54	40.41	4.13	9.6%	1.66	3.8%	64%	False	False	369,302
20	49.23	40.41	8.82	20.5%	1.61	3.7%	30%	False	False	257,595
40	52.05	40.41	11.64	27.0%	1.70	4.0%	23%	False	False	170,383
60	52.05	40.41	11.64	27.0%	1.74	4.0%	23%	False	False	126,670
80	52.05	39.97	12.08	28.1%	1.83	4.3%	25%	False	False	104,798
100	56.10	39.97	16.13	37.5%	1.76	4.1%	19%	False	False	87,331
120	63.32	39.97	23.35	54.3%	1.72	4.0%	13%	False	False	74,464

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	0.50
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	49.75
2.618	47.26
1.618	45.73
1.000	44.78
0.618	44.20
HIGH	43.25
0.618	42.67
0.500	42.49
0.382	42.30
LOW	41.72
0.618	40.77
1.000	40.19
1.618	39.24
2.618	37.71
4.250	35.22

Fisher Pivots for day following 25-Nov-2015
Pivot	1 day	3 day
R1	42.86	42.67
PP	42.67	42.30
S1	42.49	41.94

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

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