NYMEX Light Sweet Crude Oil Future March 2016

Trading Metrics calculated at close of trading on 19-Nov-2015

Day Change Summary
	Previous	Current
	18-Nov-2015	19-Nov-2015	Change	Change %	Previous Week
Open	43.99	44.16	0.17	0.4%	47.19
High	44.54	44.46	-0.08	-0.2%	47.87
Low	43.34	43.49	0.15	0.3%	43.49
Close	44.03	43.88	-0.15	-0.3%	43.86
Range	1.20	0.97	-0.23	-19.2%	4.38
ATR	1.56	1.52	-0.04	-2.7%	0.00
Volume	60,645	54,648	-5,997	-9.9%	267,080

Daily Pivots for day following 19-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	46.85	46.34	44.41
R3	45.88	45.37	44.15
R2	44.91	44.91	44.06
R1	44.40	44.40	43.97	44.17
PP	43.94	43.94	43.94	43.83
S1	43.43	43.43	43.79	43.20
S2	42.97	42.97	43.70
S3	42.00	42.46	43.61
S4	41.03	41.49	43.35

Weekly Pivots for week ending 13-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	58.21	55.42	46.27
R3	53.83	51.04	45.06
R2	49.45	49.45	44.66
R1	46.66	46.66	44.26	45.87
PP	45.07	45.07	45.07	44.68
S1	42.28	42.28	43.46	41.49
S2	40.69	40.69	43.06
S3	36.31	37.90	42.66
S4	31.93	33.52	41.45

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	45.26	43.06	2.20	5.0%	1.45	3.3%	37%	False	False	57,726
10	48.28	43.06	5.22	11.9%	1.40	3.2%	16%	False	False	53,624
20	50.70	43.06	7.64	17.4%	1.52	3.5%	11%	False	False	44,455
40	53.01	43.06	9.95	22.7%	1.54	3.5%	8%	False	False	38,580
60	53.08	43.00	10.08	23.0%	1.82	4.1%	9%	False	False	34,206
80	53.08	41.25	11.83	27.0%	1.70	3.9%	22%	False	False	30,608

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.45
Narrowest range in 22 trading days

Fibonacci Retracements and Extensions
4.250	48.58
2.618	47.00
1.618	46.03
1.000	45.43
0.618	45.06
HIGH	44.46
0.618	44.09
0.500	43.98
0.382	43.86
LOW	43.49
0.618	42.89
1.000	42.52
1.618	41.92
2.618	40.95
4.250	39.37

Fisher Pivots for day following 19-Nov-2015
Pivot	1 day	3 day
R1	43.98	44.14
PP	43.94	44.05
S1	43.91	43.97

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

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