NYMEX Light Sweet Crude Oil Future May 2016

Trading Metrics calculated at close of trading on 02-Dec-2015

Day Change Summary
	Previous	Current
	01-Dec-2015	02-Dec-2015	Change	Change %	Previous Week
Open	45.60	45.28	-0.32	-0.7%	45.43
High	45.82	45.79	-0.03	-0.1%	47.45
Low	44.95	44.16	-0.79	-1.8%	44.63
Close	45.58	44.21	-1.37	-3.0%	45.77
Range	0.87	1.63	0.76	87.4%	2.82
ATR	1.34	1.36	0.02	1.6%	0.00
Volume	13,535	21,353	7,818	57.8%	67,236

Daily Pivots for day following 02-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	49.61	48.54	45.11
R3	47.98	46.91	44.66
R2	46.35	46.35	44.51
R1	45.28	45.28	44.36	45.00
PP	44.72	44.72	44.72	44.58
S1	43.65	43.65	44.06	43.37
S2	43.09	43.09	43.91
S3	41.46	42.02	43.76
S4	39.83	40.39	43.31

Weekly Pivots for week ending 27-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	54.41	52.91	47.32
R3	51.59	50.09	46.55
R2	48.77	48.77	46.29
R1	47.27	47.27	46.03	48.02
PP	45.95	45.95	45.95	46.33
S1	44.45	44.45	45.51	45.20
S2	43.13	43.13	45.25
S3	40.31	41.63	44.99
S4	37.49	38.81	44.22

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	47.36	44.16	3.20	7.2%	1.26	2.9%	2%	False	True	15,453
10	47.45	44.16	3.29	7.4%	1.28	2.9%	2%	False	True	17,041
20	51.63	44.16	7.47	16.9%	1.32	3.0%	1%	False	True	14,855
40	53.22	44.16	9.06	20.5%	1.29	2.9%	1%	False	True	12,138
60	53.22	44.16	9.06	20.5%	1.33	3.0%	1%	False	True	9,772

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 6 trading days

Fibonacci Retracements and Extensions
4.250	52.72
2.618	50.06
1.618	48.43
1.000	47.42
0.618	46.80
HIGH	45.79
0.618	45.17
0.500	44.98
0.382	44.78
LOW	44.16
0.618	43.15
1.000	42.53
1.618	41.52
2.618	39.89
4.250	37.23

Fisher Pivots for day following 02-Dec-2015
Pivot	1 day	3 day
R1	44.98	45.31
PP	44.72	44.94
S1	44.47	44.58

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

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