NYMEX Light Sweet Crude Oil Future May 2016

Trading Metrics calculated at close of trading on 24-Feb-2016

Day Change Summary
	Previous	Current
	23-Feb-2016	24-Feb-2016	Change	Change %	Previous Week
Open	35.06	33.10	-1.96	-5.6%	33.29
High	35.23	34.30	-0.93	-2.6%	35.83
Low	33.04	32.42	-0.62	-1.9%	32.36
Close	33.60	34.07	0.47	1.4%	33.39
Range	2.19	1.88	-0.31	-14.2%	3.47
ATR	2.16	2.14	-0.02	-0.9%	0.00
Volume	123,409	162,270	38,861	31.5%	549,830

Daily Pivots for day following 24-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	39.24	38.53	35.10
R3	37.36	36.65	34.59
R2	35.48	35.48	34.41
R1	34.77	34.77	34.24	35.13
PP	33.60	33.60	33.60	33.77
S1	32.89	32.89	33.90	33.25
S2	31.72	31.72	33.73
S3	29.84	31.01	33.55
S4	27.96	29.13	33.04

Weekly Pivots for week ending 19-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	44.27	42.30	35.30
R3	40.80	38.83	34.34
R2	37.33	37.33	34.03
R1	35.36	35.36	33.71	36.35
PP	33.86	33.86	33.86	34.35
S1	31.89	31.89	33.07	32.88
S2	30.39	30.39	32.75
S3	26.92	28.42	32.44
S4	23.45	24.95	31.48

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	35.83	32.42	3.41	10.0%	1.90	5.6%	48%	False	True	134,418
10	35.83	30.67	5.16	15.1%	2.09	6.1%	66%	False	False	152,593
20	37.52	30.67	6.85	20.1%	2.18	6.4%	50%	False	False	131,183
40	41.35	29.85	11.50	33.8%	2.05	6.0%	37%	False	False	88,877
60	47.11	29.85	17.26	50.7%	1.82	5.3%	24%	False	False	66,794
80	51.63	29.85	21.78	63.9%	1.70	5.0%	19%	False	False	53,499
100	53.22	29.85	23.37	68.6%	1.63	4.8%	18%	False	False	44,605
120	53.22	29.85	23.37	68.6%	1.59	4.7%	18%	False	False	37,927

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.47
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	42.29
2.618	39.22
1.618	37.34
1.000	36.18
0.618	35.46
HIGH	34.30
0.618	33.58
0.500	33.36
0.382	33.14
LOW	32.42
0.618	31.26
1.000	30.54
1.618	29.38
2.618	27.50
4.250	24.43

Fisher Pivots for day following 24-Feb-2016
Pivot	1 day	3 day
R1	33.83	34.01
PP	33.60	33.95
S1	33.36	33.90

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

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