NYMEX Light Sweet Crude Oil Future June 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 24-Mar-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 23-Mar-2016 | 24-Mar-2016 | Change | Change % | Previous Week |  
                        | Open | 42.19 | 40.80 | -1.39 | -3.3% | 40.80 |  
                        | High | 42.29 | 40.88 | -1.41 | -3.3% | 43.17 |  
                        | Low | 40.75 | 39.50 | -1.25 | -3.1% | 38.67 |  
                        | Close | 40.87 | 40.63 | -0.24 | -0.6% | 42.05 |  
                        | Range | 1.54 | 1.38 | -0.16 | -10.4% | 4.50 |  
                        | ATR | 1.67 | 1.65 | -0.02 | -1.3% | 0.00 |  
                        | Volume | 144,395 | 147,134 | 2,739 | 1.9% | 613,707 |  | 
    
| 
        
            | Daily Pivots for day following 24-Mar-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 44.48 | 43.93 | 41.39 |  |  
                | R3 | 43.10 | 42.55 | 41.01 |  |  
                | R2 | 41.72 | 41.72 | 40.88 |  |  
                | R1 | 41.17 | 41.17 | 40.76 | 40.76 |  
                | PP | 40.34 | 40.34 | 40.34 | 40.13 |  
                | S1 | 39.79 | 39.79 | 40.50 | 39.38 |  
                | S2 | 38.96 | 38.96 | 40.38 |  |  
                | S3 | 37.58 | 38.41 | 40.25 |  |  
                | S4 | 36.20 | 37.03 | 39.87 |  |  | 
        
            | 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 | 39.50 | 3.67 | 9.0% | 1.33 | 3.3% | 31% | False | True | 147,911 |  
                | 10 | 43.17 | 38.67 | 4.50 | 11.1% | 1.38 | 3.4% | 44% | False | False | 128,227 |  
                | 20 | 43.17 | 35.52 | 7.65 | 18.8% | 1.52 | 3.7% | 67% | False | False | 118,231 |  
                | 40 | 43.17 | 32.10 | 11.07 | 27.2% | 1.81 | 4.5% | 77% | False | False | 108,038 |  
                | 60 | 43.17 | 30.79 | 12.38 | 30.5% | 1.87 | 4.6% | 79% | False | False | 90,994 |  
                | 80 | 47.03 | 30.79 | 16.24 | 40.0% | 1.74 | 4.3% | 61% | False | False | 77,567 |  
                | 100 | 52.04 | 30.79 | 21.25 | 52.3% | 1.68 | 4.1% | 46% | False | False | 67,513 |  
                | 120 | 53.77 | 30.79 | 22.98 | 56.6% | 1.66 | 4.1% | 43% | False | False | 61,187 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 46.75 |  
            | 2.618 | 44.49 |  
            | 1.618 | 43.11 |  
            | 1.000 | 42.26 |  
            | 0.618 | 41.73 |  
            | HIGH | 40.88 |  
            | 0.618 | 40.35 |  
            | 0.500 | 40.19 |  
            | 0.382 | 40.03 |  
            | LOW | 39.50 |  
            | 0.618 | 38.65 |  
            | 1.000 | 38.12 |  
            | 1.618 | 37.27 |  
            | 2.618 | 35.89 |  
            | 4.250 | 33.64 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 24-Mar-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 40.48 | 41.19 |  
                                | PP | 40.34 | 41.00 |  
                                | S1 | 40.19 | 40.82 |  |