NYMEX Light Sweet Crude Oil Future April 2016

Trading Metrics calculated at close of trading on 22-Oct-2015

Day Change Summary
	Previous	Current
	21-Oct-2015	22-Oct-2015	Change	Change %	Previous Week
Open	48.57	48.09	-0.48	-1.0%	52.54
High	48.60	48.67	0.07	0.1%	52.54
Low	47.68	47.84	0.16	0.3%	48.45
Close	47.94	48.20	0.26	0.5%	50.25
Range	0.92	0.83	-0.09	-9.8%	4.09
ATR	1.54	1.49	-0.05	-3.3%	0.00
Volume	12,224	17,923	5,699	46.6%	53,040

Daily Pivots for day following 22-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	50.73	50.29	48.66
R3	49.90	49.46	48.43
R2	49.07	49.07	48.35
R1	48.63	48.63	48.28	48.85
PP	48.24	48.24	48.24	48.35
S1	47.80	47.80	48.12	48.02
S2	47.41	47.41	48.05
S3	46.58	46.97	47.97
S4	45.75	46.14	47.74

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	50.43	47.68	2.75	5.7%	1.04	2.2%	19%	False	False	14,374
10	53.35	47.68	5.67	11.8%	1.30	2.7%	9%	False	False	13,009
20	53.35	46.83	6.52	13.5%	1.40	2.9%	21%	False	False	11,481
40	53.50	43.84	9.66	20.0%	1.80	3.7%	45%	False	False	9,968

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.29
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	52.20
2.618	50.84
1.618	50.01
1.000	49.50
0.618	49.18
HIGH	48.67
0.618	48.35
0.500	48.26
0.382	48.16
LOW	47.84
0.618	47.33
1.000	47.01
1.618	46.50
2.618	45.67
4.250	44.31

Fisher Pivots for day following 22-Oct-2015
Pivot	1 day	3 day
R1	48.26	48.51
PP	48.24	48.40
S1	48.22	48.30

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

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