NYMEX Light Sweet Crude Oil Future May 2016

Trading Metrics calculated at close of trading on 12-Nov-2015

Day Change Summary
	Previous	Current
	11-Nov-2015	12-Nov-2015	Change	Change %	Previous Week
Open	47.97	47.22	-0.75	-1.6%	49.91
High	48.35	47.28	-1.07	-2.2%	51.63
Low	46.96	45.82	-1.14	-2.4%	48.12
Close	47.00	45.99	-1.01	-2.1%	48.23
Range	1.39	1.46	0.07	5.0%	3.51
ATR	1.37	1.38	0.01	0.5%	0.00
Volume	14,498	14,789	291	2.0%	56,930

Daily Pivots for day following 12-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	50.74	49.83	46.79
R3	49.28	48.37	46.39
R2	47.82	47.82	46.26
R1	46.91	46.91	46.12	46.64
PP	46.36	46.36	46.36	46.23
S1	45.45	45.45	45.86	45.18
S2	44.90	44.90	45.72
S3	43.44	43.99	45.59
S4	41.98	42.53	45.19

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	49.25	45.82	3.43	7.5%	1.22	2.7%	5%	False	True	14,107
10	51.63	45.82	5.81	12.6%	1.33	2.9%	3%	False	True	11,986
20	51.63	45.82	5.81	12.6%	1.25	2.7%	3%	False	True	10,176
40	53.22	45.82	7.40	16.1%	1.32	2.9%	2%	False	True	8,780

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	0.24
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	53.49
2.618	51.10
1.618	49.64
1.000	48.74
0.618	48.18
HIGH	47.28
0.618	46.72
0.500	46.55
0.382	46.38
LOW	45.82
0.618	44.92
1.000	44.36
1.618	43.46
2.618	42.00
4.250	39.62

Fisher Pivots for day following 12-Nov-2015
Pivot	1 day	3 day
R1	46.55	47.21
PP	46.36	46.80
S1	46.18	46.40

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

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