NYMEX Light Sweet Crude Oil Future March 2016

Trading Metrics calculated at close of trading on 26-Oct-2015

Day Change Summary
	Previous	Current
	23-Oct-2015	26-Oct-2015	Change	Change %	Previous Week
Open	47.84	47.02	-0.82	-1.7%	49.69
High	48.03	47.32	-0.71	-1.5%	49.69
Low	46.64	46.14	-0.50	-1.1%	46.64
Close	46.98	46.42	-0.56	-1.2%	46.98
Range	1.39	1.18	-0.21	-15.1%	3.05
ATR	1.62	1.58	-0.03	-1.9%	0.00
Volume	37,705	34,513	-3,192	-8.5%	182,748

Daily Pivots for day following 26-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	50.17	49.47	47.07
R3	48.99	48.29	46.74
R2	47.81	47.81	46.64
R1	47.11	47.11	46.53	46.87
PP	46.63	46.63	46.63	46.51
S1	45.93	45.93	46.31	45.69
S2	45.45	45.45	46.20
S3	44.27	44.75	46.10
S4	43.09	43.57	45.77

Weekly Pivots for week ending 23-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	56.92	55.00	48.66
R3	53.87	51.95	47.82
R2	50.82	50.82	47.54
R1	48.90	48.90	47.26	48.34
PP	47.77	47.77	47.77	47.49
S1	45.85	45.85	46.70	45.29
S2	44.72	44.72	46.42
S3	41.67	42.80	46.14
S4	38.62	39.75	45.30

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	48.81	46.14	2.67	5.8%	1.13	2.4%	10%	False	True	37,234
10	50.62	46.14	4.48	9.7%	1.25	2.7%	6%	False	True	33,031
20	53.01	46.14	6.87	14.8%	1.58	3.4%	4%	False	True	33,560
40	53.08	46.14	6.94	15.0%	1.84	4.0%	4%	False	True	29,417
60	53.08	41.25	11.83	25.5%	1.77	3.8%	44%	False	False	26,821

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.33
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	52.34
2.618	50.41
1.618	49.23
1.000	48.50
0.618	48.05
HIGH	47.32
0.618	46.87
0.500	46.73
0.382	46.59
LOW	46.14
0.618	45.41
1.000	44.96
1.618	44.23
2.618	43.05
4.250	41.13

Fisher Pivots for day following 26-Oct-2015
Pivot	1 day	3 day
R1	46.73	47.16
PP	46.63	46.91
S1	46.52	46.67

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

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