NYMEX Light Sweet Crude Oil Future May 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	49.91	49.79	-0.12	-0.2%	48.33
High	49.99	51.59	1.60	3.2%	50.20
Low	49.09	49.47	0.38	0.8%	46.46
Close	49.65	51.40	1.75	3.5%	50.00
Range	0.90	2.12	1.22	135.6%	3.74
ATR	1.39	1.44	0.05	3.7%	0.00
Volume	7,241	9,664	2,423	33.5%	45,777

Daily Pivots for day following 03-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	57.18	56.41	52.57
R3	55.06	54.29	51.98
R2	52.94	52.94	51.79
R1	52.17	52.17	51.59	52.56
PP	50.82	50.82	50.82	51.01
S1	50.05	50.05	51.21	50.44
S2	48.70	48.70	51.01
S3	46.58	47.93	50.82
S4	44.46	45.81	50.23

Weekly Pivots for week ending 30-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	60.11	58.79	52.06
R3	56.37	55.05	51.03
R2	52.63	52.63	50.69
R1	51.31	51.31	50.34	51.97
PP	48.89	48.89	48.89	49.22
S1	47.57	47.57	49.66	48.23
S2	45.15	45.15	49.31
S3	41.41	43.83	48.97
S4	37.67	40.09	47.94

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	51.59	46.77	4.82	9.4%	1.65	3.2%	96%	True	False	9,878
10	51.59	46.46	5.13	10.0%	1.34	2.6%	96%	True	False	8,855
20	53.22	46.46	6.76	13.2%	1.26	2.5%	73%	False	False	9,421
40	53.22	46.46	6.76	13.2%	1.34	2.6%	73%	False	False	7,230

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	0.18
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	60.60
2.618	57.14
1.618	55.02
1.000	53.71
0.618	52.90
HIGH	51.59
0.618	50.78
0.500	50.53
0.382	50.28
LOW	49.47
0.618	48.16
1.000	47.35
1.618	46.04
2.618	43.92
4.250	40.46

Fisher Pivots for day following 03-Nov-2015
Pivot	1 day	3 day
R1	51.11	51.02
PP	50.82	50.63
S1	50.53	50.25

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

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