NYMEX Light Sweet Crude Oil Future June 2016

Trading Metrics calculated at close of trading on 11-Mar-2016

Day Change Summary
	Previous	Current
	10-Mar-2016	11-Mar-2016	Change	Change %	Previous Week
Open	40.89	40.51	-0.38	-0.9%	39.25
High	41.12	41.33	0.21	0.5%	41.49
Low	39.92	40.45	0.53	1.3%	39.18
Close	40.32	40.98	0.66	1.6%	40.98
Range	1.20	0.88	-0.32	-26.7%	2.31
ATR	1.89	1.83	-0.06	-3.3%	0.00
Volume	127,522	115,178	-12,344	-9.7%	574,232

Daily Pivots for day following 11-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	43.56	43.15	41.46
R3	42.68	42.27	41.22
R2	41.80	41.80	41.14
R1	41.39	41.39	41.06	41.60
PP	40.92	40.92	40.92	41.02
S1	40.51	40.51	40.90	40.72
S2	40.04	40.04	40.82
S3	39.16	39.63	40.74
S4	38.28	38.75	40.50

Weekly Pivots for week ending 11-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	47.48	46.54	42.25
R3	45.17	44.23	41.62
R2	42.86	42.86	41.40
R1	41.92	41.92	41.19	42.39
PP	40.55	40.55	40.55	40.79
S1	39.61	39.61	40.77	40.08
S2	38.24	38.24	40.56
S3	35.93	37.30	40.34
S4	33.62	34.99	39.71

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	41.49	39.18	2.31	5.6%	1.67	4.1%	78%	False	False	114,846
10	41.49	35.52	5.97	14.6%	1.55	3.8%	91%	False	False	108,942
20	41.49	33.14	8.35	20.4%	1.85	4.5%	94%	False	False	102,419
40	41.49	30.79	10.70	26.1%	2.00	4.9%	95%	False	False	96,183
60	42.30	30.79	11.51	28.1%	1.83	4.5%	89%	False	False	76,015
80	48.02	30.79	17.23	42.0%	1.74	4.3%	59%	False	False	66,031
100	52.04	30.79	21.25	51.9%	1.67	4.1%	48%	False	False	58,186

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	True
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.29
Narrowest range in 49 trading days

Fibonacci Retracements and Extensions
4.250	45.07
2.618	43.63
1.618	42.75
1.000	42.21
0.618	41.87
HIGH	41.33
0.618	40.99
0.500	40.89
0.382	40.79
LOW	40.45
0.618	39.91
1.000	39.57
1.618	39.03
2.618	38.15
4.250	36.71

Fisher Pivots for day following 11-Mar-2016
Pivot	1 day	3 day
R1	40.95	40.76
PP	40.92	40.54
S1	40.89	40.32

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

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