NYMEX Light Sweet Crude Oil Future January 2016

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

Day Change Summary
	Previous	Current
	27-Nov-2015	30-Nov-2015	Change	Change %	Previous Week
Open	43.25	41.77	-1.48	-3.4%	41.49
High	43.30	42.61	-0.69	-1.6%	43.46
Low	41.67	41.50	-0.17	-0.4%	40.41
Close	41.71	41.65	-0.06	-0.1%	41.71
Range	1.63	1.11	-0.52	-31.9%	3.05
ATR	1.65	1.62	-0.04	-2.4%	0.00
Volume	316,475	369,509	53,034	16.8%	1,646,127

Daily Pivots for day following 30-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	45.25	44.56	42.26
R3	44.14	43.45	41.96
R2	43.03	43.03	41.85
R1	42.34	42.34	41.75	42.13
PP	41.92	41.92	41.92	41.82
S1	41.23	41.23	41.55	41.02
S2	40.81	40.81	41.45
S3	39.70	40.12	41.34
S4	38.59	39.01	41.04

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%	1.64	3.9%	41%	False	False	403,127
10	43.46	40.41	3.05	7.3%	1.56	3.8%	41%	False	False	387,015
20	49.23	40.41	8.82	21.2%	1.59	3.8%	14%	False	False	282,200
40	52.05	40.41	11.64	27.9%	1.67	4.0%	11%	False	False	184,382
60	52.05	40.41	11.64	27.9%	1.69	4.1%	11%	False	False	136,481
80	52.05	39.97	12.08	29.0%	1.83	4.4%	14%	False	False	112,559
100	56.10	39.97	16.13	38.7%	1.75	4.2%	10%	False	False	93,871
120	63.15	39.97	23.18	55.7%	1.71	4.1%	7%	False	False	79,981

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	0.44
Narrowest range in 32 trading days

Fibonacci Retracements and Extensions
4.250	47.33
2.618	45.52
1.618	44.41
1.000	43.72
0.618	43.30
HIGH	42.61
0.618	42.19
0.500	42.06
0.382	41.92
LOW	41.50
0.618	40.81
1.000	40.39
1.618	39.70
2.618	38.59
4.250	36.78

Fisher Pivots for day following 30-Nov-2015
Pivot	1 day	3 day
R1	42.06	42.40
PP	41.92	42.15
S1	41.79	41.90

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

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