NYMEX Light Sweet Crude Oil Future February 2016

Trading Metrics calculated at close of trading on 29-Oct-2015

Day Change Summary
	Previous	Current
	28-Oct-2015	29-Oct-2015	Change	Change %	Previous Week
Open	45.14	47.75	2.61	5.8%	49.23
High	47.82	48.29	0.47	1.0%	49.23
Low	44.77	46.81	2.04	4.6%	45.84
Close	47.60	47.64	0.04	0.1%	46.25
Range	3.05	1.48	-1.57	-51.5%	3.39
ATR	1.71	1.69	-0.02	-1.0%	0.00
Volume	38,652	47,542	8,890	23.0%	211,209

Daily Pivots for day following 29-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	52.02	51.31	48.45
R3	50.54	49.83	48.05
R2	49.06	49.06	47.91
R1	48.35	48.35	47.78	47.97
PP	47.58	47.58	47.58	47.39
S1	46.87	46.87	47.50	46.49
S2	46.10	46.10	47.37
S3	44.62	45.39	47.23
S4	43.14	43.91	46.83

Weekly Pivots for week ending 23-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	57.28	55.15	48.11
R3	53.89	51.76	47.18
R2	50.50	50.50	46.87
R1	48.37	48.37	46.56	47.74
PP	47.11	47.11	47.11	46.79
S1	44.98	44.98	45.94	44.35
S2	43.72	43.72	45.63
S3	40.33	41.59	45.32
S4	36.94	38.20	44.39

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	48.29	44.36	3.93	8.2%	1.69	3.6%	83%	True	False	40,894
10	49.38	44.36	5.02	10.5%	1.45	3.0%	65%	False	False	39,430
20	52.60	44.36	8.24	17.3%	1.69	3.6%	40%	False	False	34,069
40	52.60	44.36	8.24	17.3%	1.68	3.5%	40%	False	False	27,259
60	52.60	40.67	11.93	25.0%	1.79	3.8%	58%	False	False	24,734
80	56.31	40.67	15.64	32.8%	1.69	3.6%	45%	False	False	20,398
100	63.43	40.67	22.76	47.8%	1.63	3.4%	31%	False	False	17,342

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	0.27
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	54.58
2.618	52.16
1.618	50.68
1.000	49.77
0.618	49.20
HIGH	48.29
0.618	47.72
0.500	47.55
0.382	47.38
LOW	46.81
0.618	45.90
1.000	45.33
1.618	44.42
2.618	42.94
4.250	40.52

Fisher Pivots for day following 29-Oct-2015
Pivot	1 day	3 day
R1	47.61	47.20
PP	47.58	46.76
S1	47.55	46.33

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

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