NYMEX Light Sweet Crude Oil Future April 2016

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

Day Change Summary
	Previous	Current
	16-Oct-2015	19-Oct-2015	Change	Change %	Previous Week
Open	49.86	50.28	0.42	0.8%	52.54
High	50.43	50.28	-0.15	-0.3%	52.54
Low	49.36	48.77	-0.59	-1.2%	48.45
Close	50.25	48.80	-1.45	-2.9%	50.25
Range	1.07	1.51	0.44	41.1%	4.09
ATR	1.62	1.61	-0.01	-0.5%	0.00
Volume	10,658	12,840	2,182	20.5%	53,040

Daily Pivots for day following 19-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	53.81	52.82	49.63
R3	52.30	51.31	49.22
R2	50.79	50.79	49.08
R1	49.80	49.80	48.94	49.54
PP	49.28	49.28	49.28	49.16
S1	48.29	48.29	48.66	48.03
S2	47.77	47.77	48.52
S3	46.26	46.78	48.38
S4	44.75	45.27	47.97

Weekly Pivots for week ending 16-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	62.68	60.56	52.50
R3	58.59	56.47	51.37
R2	54.50	54.50	51.00
R1	52.38	52.38	50.62	51.40
PP	50.41	50.41	50.41	49.92
S1	48.29	48.29	49.88	47.31
S2	46.32	46.32	49.50
S3	42.23	44.20	49.13
S4	38.14	40.11	48.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	51.01	48.45	2.56	5.2%	1.24	2.5%	14%	False	False	10,997
10	53.35	48.45	4.90	10.0%	1.65	3.4%	7%	False	False	11,766
20	53.35	46.83	6.52	13.4%	1.51	3.1%	30%	False	False	10,631
40	53.50	41.93	11.57	23.7%	1.83	3.8%	59%	False	False	9,237

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.37
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	56.70
2.618	54.23
1.618	52.72
1.000	51.79
0.618	51.21
HIGH	50.28
0.618	49.70
0.500	49.53
0.382	49.35
LOW	48.77
0.618	47.84
1.000	47.26
1.618	46.33
2.618	44.82
4.250	42.35

Fisher Pivots for day following 19-Oct-2015
Pivot	1 day	3 day
R1	49.53	49.44
PP	49.28	49.23
S1	49.04	49.01

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

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