The battery compartment is the opposite end of the light from the on/off buttons. Turn it counter clock wise about 1/2 turn and the batteries should push the end cap out. Remove it all the way. If the unit is new and doesn't have batteries you might have to pull the end cap to get it free of the compartment. Once the cap is free tip the batteries out, replace with new batteries, replace the cap and tighten by turning it clock wise.
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The battery compartment is the opposite end of the light from the on/off buttons. Turn it counter clock wise about 1/2 turn and the batteries should push the end cap out. Remove it all the way. If the unit is new and doesn't have batteries you might have to pull the end cap to get it free of the compartment. Once the cap is free tip the batteries out, replace with new batteries, replace the cap and tighten by turning it clock wise.