NYMEX Light Sweet Crude Oil Future June 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	42.33	41.93	-0.40	-0.9%	40.80
High	43.17	42.63	-0.54	-1.3%	43.17
Low	41.89	41.33	-0.56	-1.3%	38.67
Close	42.05	42.42	0.37	0.9%	42.05
Range	1.28	1.30	0.02	1.6%	4.50
ATR	1.75	1.71	-0.03	-1.8%	0.00
Volume	186,171	122,875	-63,296	-34.0%	613,707

Daily Pivots for day following 21-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	46.03	45.52	43.14
R3	44.73	44.22	42.78
R2	43.43	43.43	42.66
R1	42.92	42.92	42.54	43.18
PP	42.13	42.13	42.13	42.25
S1	41.62	41.62	42.30	41.88
S2	40.83	40.83	42.18
S3	39.53	40.32	42.06
S4	38.23	39.02	41.71

Weekly Pivots for week ending 18-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	54.80	52.92	44.53
R3	50.30	48.42	43.29
R2	45.80	45.80	42.88
R1	43.92	43.92	42.46	44.86
PP	41.30	41.30	41.30	41.77
S1	39.42	39.42	41.64	40.36
S2	36.80	36.80	41.23
S3	32.30	34.92	40.81
S4	27.80	30.42	39.58

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	43.17	38.67	4.50	10.6%	1.44	3.4%	83%	False	False	130,860
10	43.17	38.67	4.50	10.6%	1.53	3.6%	83%	False	False	120,676
20	43.17	33.76	9.41	22.2%	1.62	3.8%	92%	False	False	111,375
40	43.17	32.10	11.07	26.1%	1.91	4.5%	93%	False	False	103,302
60	43.17	30.79	12.38	29.2%	1.86	4.4%	94%	False	False	84,912
80	48.02	30.79	17.23	40.6%	1.75	4.1%	67%	False	False	73,096
100	52.04	30.79	21.25	50.1%	1.70	4.0%	55%	False	False	64,182

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.25
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	48.16
2.618	46.03
1.618	44.73
1.000	43.93
0.618	43.43
HIGH	42.63
0.618	42.13
0.500	41.98
0.382	41.83
LOW	41.33
0.618	40.53
1.000	40.03
1.618	39.23
2.618	37.93
4.250	35.81

Fisher Pivots for day following 21-Mar-2016
Pivot	1 day	3 day
R1	42.27	42.28
PP	42.13	42.13
S1	41.98	41.99

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

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