NYMEX Light Sweet Crude Oil Future June 2016

Trading Metrics calculated at close of trading on 05-Feb-2016

Day Change Summary
	Previous	Current
	04-Feb-2016	05-Feb-2016	Change	Change %	Previous Week
Open	37.00	36.38	-0.62	-1.7%	38.08
High	37.65	37.19	-0.46	-1.2%	38.46
Low	35.94	35.71	-0.23	-0.6%	34.18
Close	36.30	35.94	-0.36	-1.0%	35.94
Range	1.71	1.48	-0.23	-13.5%	4.28
ATR	2.07	2.03	-0.04	-2.0%	0.00
Volume	107,562	88,679	-18,883	-17.6%	467,740

Daily Pivots for day following 05-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	40.72	39.81	36.75
R3	39.24	38.33	36.35
R2	37.76	37.76	36.21
R1	36.85	36.85	36.08	36.57
PP	36.28	36.28	36.28	36.14
S1	35.37	35.37	35.80	35.09
S2	34.80	34.80	35.67
S3	33.32	33.89	35.53
S4	31.84	32.41	35.13

Weekly Pivots for week ending 05-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	49.03	46.77	38.29
R3	44.75	42.49	37.12
R2	40.47	40.47	36.72
R1	38.21	38.21	36.33	37.20
PP	36.19	36.19	36.19	35.69
S1	33.93	33.93	35.55	32.92
S2	31.91	31.91	35.16
S3	27.63	29.65	34.76
S4	23.35	25.37	33.59

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	38.46	34.18	4.28	11.9%	2.10	5.8%	41%	False	False	93,548
10	38.52	33.18	5.34	14.9%	2.29	6.4%	52%	False	False	90,008
20	38.59	30.79	7.80	21.7%	2.16	6.0%	66%	False	False	79,267
40	43.51	30.79	12.72	35.4%	1.77	4.9%	40%	False	False	56,826
60	49.02	30.79	18.23	50.7%	1.67	4.7%	28%	False	False	48,386
80	52.04	30.79	21.25	59.1%	1.60	4.4%	24%	False	False	42,762

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	0.45
Narrowest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	43.48
2.618	41.06
1.618	39.58
1.000	38.67
0.618	38.10
HIGH	37.19
0.618	36.62
0.500	36.45
0.382	36.28
LOW	35.71
0.618	34.80
1.000	34.23
1.618	33.32
2.618	31.84
4.250	29.42

Fisher Pivots for day following 05-Feb-2016
Pivot	1 day	3 day
R1	36.45	35.93
PP	36.28	35.92
S1	36.11	35.92

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

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