NYMEX Light Sweet Crude Oil Future June 2016

Trading Metrics calculated at close of trading on 13-Apr-2016

Day Change Summary
	Previous	Current
	12-Apr-2016	13-Apr-2016	Change	Change %	Previous Week
Open	41.77	42.97	1.20	2.9%	38.12
High	43.57	43.69	0.12	0.3%	41.03
Low	41.47	42.58	1.11	2.7%	36.57
Close	43.50	43.01	-0.49	-1.1%	40.99
Range	2.10	1.11	-0.99	-47.1%	4.46
ATR	1.70	1.65	-0.04	-2.5%	0.00
Volume	384,163	341,985	-42,178	-11.0%	1,291,857

Daily Pivots for day following 13-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	46.42	45.83	43.62
R3	45.31	44.72	43.32
R2	44.20	44.20	43.21
R1	43.61	43.61	43.11	43.91
PP	43.09	43.09	43.09	43.24
S1	42.50	42.50	42.91	42.80
S2	41.98	41.98	42.81
S3	40.87	41.39	42.70
S4	39.76	40.28	42.40

Weekly Pivots for week ending 08-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	52.91	51.41	43.44
R3	48.45	46.95	42.22
R2	43.99	43.99	41.81
R1	42.49	42.49	41.40	43.24
PP	39.53	39.53	39.53	39.91
S1	38.03	38.03	40.58	38.78
S2	35.07	35.07	40.17
S3	30.61	33.57	39.76
S4	26.15	29.11	38.54

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	43.69	37.94	5.75	13.4%	1.72	4.0%	88%	True	False	340,504
10	43.69	36.57	7.12	16.6%	1.63	3.8%	90%	True	False	261,826
20	43.69	36.57	7.12	16.6%	1.53	3.5%	90%	True	False	196,113
40	43.69	33.76	9.93	23.1%	1.63	3.8%	93%	True	False	148,254
60	43.69	30.79	12.90	30.0%	1.84	4.3%	95%	True	False	130,200
80	43.69	30.79	12.90	30.0%	1.75	4.1%	95%	True	False	107,025
100	48.02	30.79	17.23	40.1%	1.70	3.9%	71%	False	False	93,090
120	52.04	30.79	21.25	49.4%	1.66	3.8%	58%	False	False	82,155

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.34
Narrowest range in 22 trading days

Fibonacci Retracements and Extensions
4.250	48.41
2.618	46.60
1.618	45.49
1.000	44.80
0.618	44.38
HIGH	43.69
0.618	43.27
0.500	43.14
0.382	43.00
LOW	42.58
0.618	41.89
1.000	41.47
1.618	40.78
2.618	39.67
4.250	37.86

Fisher Pivots for day following 13-Apr-2016
Pivot	1 day	3 day
R1	43.14	42.71
PP	43.09	42.41
S1	43.05	42.11

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

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