NYMEX Light Sweet Crude Oil Future January 2016

Trading Metrics calculated at close of trading on 27-Nov-2015

Day Change Summary
	Previous	Current
	25-Nov-2015	27-Nov-2015	Change	Change %	Previous Week
Open	42.69	43.25	0.56	1.3%	41.49
High	43.25	43.30	0.05	0.1%	43.46
Low	41.72	41.67	-0.05	-0.1%	40.41
Close	43.04	41.71	-1.33	-3.1%	41.71
Range	1.53	1.63	0.10	6.5%	3.05
ATR	1.66	1.65	0.00	-0.1%	0.00
Volume	383,158	316,475	-66,683	-17.4%	1,646,127

Daily Pivots for day following 27-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	47.12	46.04	42.61
R3	45.49	44.41	42.16
R2	43.86	43.86	42.01
R1	42.78	42.78	41.86	42.51
PP	42.23	42.23	42.23	42.09
S1	41.15	41.15	41.56	40.88
S2	40.60	40.60	41.41
S3	38.97	39.52	41.26
S4	37.34	37.89	40.81

Weekly Pivots for week ending 27-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	51.01	49.41	43.39
R3	47.96	46.36	42.55
R2	44.91	44.91	42.27
R1	43.31	43.31	41.99	44.11
PP	41.86	41.86	41.86	42.26
S1	40.26	40.26	41.43	41.06
S2	38.81	38.81	41.15
S3	35.76	37.21	40.87
S4	32.71	34.16	40.03

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	7.3%	1.70	4.1%	43%	False	False	415,753
10	43.53	40.41	3.12	7.5%	1.65	4.0%	42%	False	False	374,923
20	49.23	40.41	8.82	21.1%	1.61	3.9%	15%	False	False	267,779
40	52.05	40.41	11.64	27.9%	1.69	4.0%	11%	False	False	176,721
60	52.05	40.41	11.64	27.9%	1.71	4.1%	11%	False	False	130,958
80	52.05	39.97	12.08	29.0%	1.83	4.4%	14%	False	False	108,463
100	56.10	39.97	16.13	38.7%	1.76	4.2%	11%	False	False	90,298
120	63.32	39.97	23.35	56.0%	1.72	4.1%	7%	False	False	77,009

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.48
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	50.23
2.618	47.57
1.618	45.94
1.000	44.93
0.618	44.31
HIGH	43.30
0.618	42.68
0.500	42.49
0.382	42.29
LOW	41.67
0.618	40.66
1.000	40.04
1.618	39.03
2.618	37.40
4.250	34.74

Fisher Pivots for day following 27-Nov-2015
Pivot	1 day	3 day
R1	42.49	42.57
PP	42.23	42.28
S1	41.97	42.00

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

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