NYMEX Light Sweet Crude Oil Future March 2016

Trading Metrics calculated at close of trading on 03-Nov-2015

Day Change Summary
	Previous	Current
	02-Nov-2015	03-Nov-2015	Change	Change %	Previous Week
Open	48.80	48.63	-0.17	-0.3%	47.02
High	49.06	50.70	1.64	3.3%	49.35
Low	47.99	48.40	0.41	0.9%	45.07
Close	48.58	50.34	1.76	3.6%	48.95
Range	1.07	2.30	1.23	115.0%	4.28
ATR	1.61	1.66	0.05	3.1%	0.00
Volume	24,099	32,947	8,848	36.7%	168,989

Daily Pivots for day following 03-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	56.71	55.83	51.61
R3	54.41	53.53	50.97
R2	52.11	52.11	50.76
R1	51.23	51.23	50.55	51.67
PP	49.81	49.81	49.81	50.04
S1	48.93	48.93	50.13	49.37
S2	47.51	47.51	49.92
S3	45.21	46.63	49.71
S4	42.91	44.33	49.08

Weekly Pivots for week ending 30-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	60.63	59.07	51.30
R3	56.35	54.79	50.13
R2	52.07	52.07	49.73
R1	50.51	50.51	49.34	51.29
PP	47.79	47.79	47.79	48.18
S1	46.23	46.23	48.56	47.01
S2	43.51	43.51	48.17
S3	39.23	41.95	47.77
S4	34.95	37.67	46.60

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	50.70	45.49	5.21	10.3%	1.88	3.7%	93%	True	False	31,610
10	50.70	45.07	5.63	11.2%	1.53	3.0%	94%	True	False	33,749
20	53.01	45.07	7.94	15.8%	1.57	3.1%	66%	False	False	34,252
40	53.01	45.07	7.94	15.8%	1.63	3.2%	66%	False	False	30,182
60	53.08	41.25	11.83	23.5%	1.81	3.6%	77%	False	False	28,469
80	56.44	41.25	15.19	30.2%	1.68	3.3%	60%	False	False	24,352

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.26
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	60.48
2.618	56.72
1.618	54.42
1.000	53.00
0.618	52.12
HIGH	50.70
0.618	49.82
0.500	49.55
0.382	49.28
LOW	48.40
0.618	46.98
1.000	46.10
1.618	44.68
2.618	42.38
4.250	38.63

Fisher Pivots for day following 03-Nov-2015
Pivot	1 day	3 day
R1	50.08	49.98
PP	49.81	49.61
S1	49.55	49.25

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

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