NYMEX Light Sweet Crude Oil Future May 2016

Trading Metrics calculated at close of trading on 11-Nov-2015

Day Change Summary
	Previous	Current
	10-Nov-2015	11-Nov-2015	Change	Change %	Previous Week
Open	48.24	47.97	-0.27	-0.6%	49.91
High	48.60	48.35	-0.25	-0.5%	51.63
Low	47.66	46.96	-0.70	-1.5%	48.12
Close	48.27	47.00	-1.27	-2.6%	48.23
Range	0.94	1.39	0.45	47.9%	3.51
ATR	1.37	1.37	0.00	0.1%	0.00
Volume	10,662	14,498	3,836	36.0%	56,930

Daily Pivots for day following 11-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	51.61	50.69	47.76
R3	50.22	49.30	47.38
R2	48.83	48.83	47.25
R1	47.91	47.91	47.13	47.68
PP	47.44	47.44	47.44	47.32
S1	46.52	46.52	46.87	46.29
S2	46.05	46.05	46.75
S3	44.66	45.13	46.62
S4	43.27	43.74	46.24

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	49.75	46.96	2.79	5.9%	1.11	2.4%	1%	False	True	14,094
10	51.63	46.96	4.67	9.9%	1.30	2.8%	1%	False	True	11,324
20	51.63	46.46	5.17	11.0%	1.24	2.6%	10%	False	False	9,944
40	53.22	46.46	6.76	14.4%	1.30	2.8%	8%	False	False	8,519

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.28
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	54.26
2.618	51.99
1.618	50.60
1.000	49.74
0.618	49.21
HIGH	48.35
0.618	47.82
0.500	47.66
0.382	47.49
LOW	46.96
0.618	46.10
1.000	45.57
1.618	44.71
2.618	43.32
4.250	41.05

Fisher Pivots for day following 11-Nov-2015
Pivot	1 day	3 day
R1	47.66	47.99
PP	47.44	47.66
S1	47.22	47.33

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

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