NYMEX Light Sweet Crude Oil Future April 2016

Trading Metrics calculated at close of trading on 21-Mar-2016

Day Change Summary
	Previous	Current
	18-Mar-2016	21-Mar-2016	Change	Change %	Previous Week
Open	40.25	39.06	-1.19	-3.0%	38.17
High	41.20	40.30	-0.90	-2.2%	41.20
Low	39.15	38.61	-0.54	-1.4%	35.96
Close	39.44	39.91	0.47	1.2%	39.44
Range	2.05	1.69	-0.36	-17.6%	5.24
ATR	1.94	1.92	-0.02	-0.9%	0.00
Volume	130,151	23,300	-106,851	-82.1%	1,858,376

Daily Pivots for day following 21-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	44.68	43.98	40.84
R3	42.99	42.29	40.37
R2	41.30	41.30	40.22
R1	40.60	40.60	40.06	40.95
PP	39.61	39.61	39.61	39.78
S1	38.91	38.91	39.76	39.26
S2	37.92	37.92	39.60
S3	36.23	37.22	39.45
S4	34.54	35.53	38.98

Weekly Pivots for week ending 18-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	54.59	52.25	42.32
R3	49.35	47.01	40.88
R2	44.11	44.11	40.40
R1	41.77	41.77	39.92	42.94
PP	38.87	38.87	38.87	39.45
S1	36.53	36.53	38.96	37.70
S2	33.63	33.63	38.48
S3	28.39	31.29	38.00
S4	23.15	26.05	36.56

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	41.20	35.96	5.24	13.1%	1.82	4.6%	75%	False	False	278,347
10	41.20	35.96	5.24	13.1%	1.81	4.5%	75%	False	False	459,546
20	41.20	30.56	10.64	26.7%	1.82	4.6%	88%	False	False	526,145
40	41.20	28.74	12.46	31.2%	2.07	5.2%	90%	False	False	421,373
60	41.20	28.74	12.46	31.2%	1.98	5.0%	90%	False	False	307,748
80	46.78	28.74	18.04	45.2%	1.85	4.6%	62%	False	False	240,372
100	51.29	28.74	22.55	56.5%	1.77	4.4%	50%	False	False	196,194
120	53.35	28.74	24.61	61.7%	1.72	4.3%	45%	False	False	165,489

Crabel Price Patterns
NR	True
NR4	True
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	True
Bull Hook	False
Stretch	0.32
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	47.48
2.618	44.72
1.618	43.03
1.000	41.99
0.618	41.34
HIGH	40.30
0.618	39.65
0.500	39.46
0.382	39.26
LOW	38.61
0.618	37.57
1.000	36.92
1.618	35.88
2.618	34.19
4.250	31.43

Fisher Pivots for day following 21-Mar-2016
Pivot	1 day	3 day
R1	39.76	39.89
PP	39.61	39.86
S1	39.46	39.84

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

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