NYMEX Light Sweet Crude Oil Future May 2016

Trading Metrics calculated at close of trading on 19-Nov-2015

Day Change Summary
	Previous	Current
	18-Nov-2015	19-Nov-2015	Change	Change %	Previous Week
Open	45.67	45.81	0.14	0.3%	48.45
High	45.77	45.81	0.04	0.1%	49.02
Low	44.76	44.90	0.14	0.3%	44.88
Close	45.39	45.30	-0.09	-0.2%	45.14
Range	1.01	0.91	-0.10	-9.9%	4.14
ATR	1.38	1.35	-0.03	-2.4%	0.00
Volume	14,321	18,111	3,790	26.5%	66,913

Daily Pivots for day following 19-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	48.07	47.59	45.80
R3	47.16	46.68	45.55
R2	46.25	46.25	45.47
R1	45.77	45.77	45.38	45.56
PP	45.34	45.34	45.34	45.23
S1	44.86	44.86	45.22	44.65
S2	44.43	44.43	45.13
S3	43.52	43.95	45.05
S4	42.61	43.04	44.80

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	46.45	44.37	2.08	4.6%	1.32	2.9%	45%	False	False	13,124
10	49.25	44.37	4.88	10.8%	1.27	2.8%	19%	False	False	13,615
20	51.63	44.37	7.26	16.0%	1.36	3.0%	13%	False	False	11,479
40	53.22	44.37	8.85	19.5%	1.30	2.9%	11%	False	False	9,841

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	True
Stretch	0.29
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	49.68
2.618	48.19
1.618	47.28
1.000	46.72
0.618	46.37
HIGH	45.81
0.618	45.46
0.500	45.36
0.382	45.25
LOW	44.90
0.618	44.34
1.000	43.99
1.618	43.43
2.618	42.52
4.250	41.03

Fisher Pivots for day following 19-Nov-2015
Pivot	1 day	3 day
R1	45.36	45.46
PP	45.34	45.40
S1	45.32	45.35

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

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