NYMEX Light Sweet Crude Oil Future May 2016

Trading Metrics calculated at close of trading on 16-Nov-2015

Day Change Summary
	Previous	Current
	13-Nov-2015	16-Nov-2015	Change	Change %	Previous Week
Open	46.05	45.47	-0.58	-1.3%	48.45
High	46.45	46.25	-0.20	-0.4%	49.02
Low	44.88	44.37	-0.51	-1.1%	44.88
Close	45.14	45.89	0.75	1.7%	45.14
Range	1.57	1.88	0.31	19.7%	4.14
ATR	1.39	1.43	0.03	2.5%	0.00
Volume	13,436	10,241	-3,195	-23.8%	66,913

Daily Pivots for day following 16-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	51.14	50.40	46.92
R3	49.26	48.52	46.41
R2	47.38	47.38	46.23
R1	46.64	46.64	46.06	47.01
PP	45.50	45.50	45.50	45.69
S1	44.76	44.76	45.72	45.13
S2	43.62	43.62	45.55
S3	41.74	42.88	45.37
S4	39.86	41.00	44.86

Weekly Pivots for week ending 13-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	58.77	56.09	47.42
R3	54.63	51.95	46.28
R2	50.49	50.49	45.90
R1	47.81	47.81	45.52	47.08
PP	46.35	46.35	46.35	45.98
S1	43.67	43.67	44.76	42.94
S2	42.21	42.21	44.38
S3	38.07	39.53	44.00
S4	33.93	35.39	42.86

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	48.60	44.37	4.23	9.2%	1.45	3.2%	36%	False	True	12,725
10	51.63	44.37	7.26	15.8%	1.46	3.2%	21%	False	True	12,684
20	51.63	44.37	7.26	15.8%	1.32	2.9%	21%	False	True	10,770
40	53.22	44.37	8.85	19.3%	1.32	2.9%	17%	False	True	9,227

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.34
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	54.24
2.618	51.17
1.618	49.29
1.000	48.13
0.618	47.41
HIGH	46.25
0.618	45.53
0.500	45.31
0.382	45.09
LOW	44.37
0.618	43.21
1.000	42.49
1.618	41.33
2.618	39.45
4.250	36.38

Fisher Pivots for day following 16-Nov-2015
Pivot	1 day	3 day
R1	45.70	45.87
PP	45.50	45.85
S1	45.31	45.83

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

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