NYMEX Light Sweet Crude Oil Future May 2016

Trading Metrics calculated at close of trading on 10-Nov-2015

Day Change Summary
	Previous	Current
	09-Nov-2015	10-Nov-2015	Change	Change %	Previous Week
Open	48.45	48.24	-0.21	-0.4%	49.91
High	49.02	48.60	-0.42	-0.9%	51.63
Low	47.84	47.66	-0.18	-0.4%	48.12
Close	48.01	48.27	0.26	0.5%	48.23
Range	1.18	0.94	-0.24	-20.3%	3.51
ATR	1.40	1.37	-0.03	-2.4%	0.00
Volume	13,528	10,662	-2,866	-21.2%	56,930

Daily Pivots for day following 10-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	51.00	50.57	48.79
R3	50.06	49.63	48.53
R2	49.12	49.12	48.44
R1	48.69	48.69	48.36	48.91
PP	48.18	48.18	48.18	48.28
S1	47.75	47.75	48.18	47.97
S2	47.24	47.24	48.10
S3	46.30	46.81	48.01
S4	45.36	45.87	47.75

Weekly Pivots for week ending 06-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	59.86	57.55	50.16
R3	56.35	54.04	49.20
R2	52.84	52.84	48.87
R1	50.53	50.53	48.55	49.93
PP	49.33	49.33	49.33	49.03
S1	47.02	47.02	47.91	46.42
S2	45.82	45.82	47.59
S3	42.31	43.51	47.26
S4	38.80	40.00	46.30

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	51.63	47.66	3.97	8.2%	1.23	2.5%	15%	False	True	12,843
10	51.63	46.77	4.86	10.1%	1.44	3.0%	31%	False	False	11,360
20	51.63	46.46	5.17	10.7%	1.20	2.5%	35%	False	False	9,546
40	53.22	46.46	6.76	14.0%	1.31	2.7%	27%	False	False	8,257

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
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	0.27
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	52.60
2.618	51.06
1.618	50.12
1.000	49.54
0.618	49.18
HIGH	48.60
0.618	48.24
0.500	48.13
0.382	48.02
LOW	47.66
0.618	47.08
1.000	46.72
1.618	46.14
2.618	45.20
4.250	43.67

Fisher Pivots for day following 10-Nov-2015
Pivot	1 day	3 day
R1	48.22	48.46
PP	48.18	48.39
S1	48.13	48.33

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

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