NYMEX Light Sweet Crude Oil Future February 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	44.51	43.05	-1.46	-3.3%	42.79
High	44.63	43.92	-0.71	-1.6%	44.82
Low	43.01	42.84	-0.17	-0.4%	41.84
Close	43.06	42.96	-0.10	-0.2%	43.06
Range	1.62	1.08	-0.54	-33.3%	2.98
ATR	1.59	1.56	-0.04	-2.3%	0.00
Volume	45,492	87,776	42,284	92.9%	318,895

Daily Pivots for day following 30-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	46.48	45.80	43.55
R3	45.40	44.72	43.26
R2	44.32	44.32	43.16
R1	43.64	43.64	43.06	43.44
PP	43.24	43.24	43.24	43.14
S1	42.56	42.56	42.86	42.36
S2	42.16	42.16	42.76
S3	41.08	41.48	42.66
S4	40.00	40.40	42.37

Weekly Pivots for week ending 27-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	52.18	50.60	44.70
R3	49.20	47.62	43.88
R2	46.22	46.22	43.61
R1	44.64	44.64	43.33	45.43
PP	43.24	43.24	43.24	43.64
S1	41.66	41.66	42.79	42.45
S2	40.26	40.26	42.51
S3	37.28	38.68	42.24
S4	34.30	35.70	41.42

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	44.82	41.84	2.98	6.9%	1.59	3.7%	38%	False	False	81,334
10	44.82	41.84	2.98	6.9%	1.51	3.5%	38%	False	False	85,805
20	50.02	41.84	8.18	19.0%	1.53	3.6%	14%	False	False	70,374
40	52.60	41.84	10.76	25.0%	1.61	3.7%	10%	False	False	52,270
60	52.60	41.84	10.76	25.0%	1.61	3.8%	10%	False	False	41,774
80	52.60	40.67	11.93	27.8%	1.74	4.0%	19%	False	False	36,368
100	56.31	40.67	15.64	36.4%	1.66	3.9%	15%	False	False	30,639
120	63.33	40.67	22.66	52.7%	1.62	3.8%	10%	False	False	26,366

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.43
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	48.51
2.618	46.75
1.618	45.67
1.000	45.00
0.618	44.59
HIGH	43.92
0.618	43.51
0.500	43.38
0.382	43.25
LOW	42.84
0.618	42.17
1.000	41.76
1.618	41.09
2.618	40.01
4.250	38.25

Fisher Pivots for day following 30-Nov-2015
Pivot	1 day	3 day
R1	43.38	43.74
PP	43.24	43.48
S1	43.10	43.22

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

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