NYMEX Light Sweet Crude Oil Future June 2016

Trading Metrics calculated at close of trading on 01-Apr-2016

Day Change Summary
	Previous	Current
	31-Mar-2016	01-Apr-2016	Change	Change %	Previous Week
Open	39.55	39.49	-0.06	-0.2%	40.65
High	40.41	39.95	-0.46	-1.1%	41.28
Low	38.99	38.07	-0.92	-2.4%	38.07
Close	39.75	38.20	-1.55	-3.9%	38.20
Range	1.42	1.88	0.46	32.4%	3.21
ATR	1.60	1.62	0.02	1.2%	0.00
Volume	151,953	131,459	-20,494	-13.5%	591,313

Daily Pivots for day following 01-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	44.38	43.17	39.23
R3	42.50	41.29	38.72
R2	40.62	40.62	38.54
R1	39.41	39.41	38.37	39.08
PP	38.74	38.74	38.74	38.57
S1	37.53	37.53	38.03	37.20
S2	36.86	36.86	37.86
S3	34.98	35.65	37.68
S4	33.10	33.77	37.17

Weekly Pivots for week ending 01-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	48.81	46.72	39.97
R3	45.60	43.51	39.08
R2	42.39	42.39	38.79
R1	40.30	40.30	38.49	39.74
PP	39.18	39.18	39.18	38.91
S1	37.09	37.09	37.91	36.53
S2	35.97	35.97	37.61
S3	32.76	33.88	37.32
S4	29.55	30.67	36.43

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	41.28	38.07	3.21	8.4%	1.53	4.0%	4%	False	True	118,262
10	43.17	38.07	5.10	13.4%	1.43	3.7%	3%	False	True	133,087
20	43.17	37.40	5.77	15.1%	1.54	4.0%	14%	False	False	121,330
40	43.17	32.10	11.07	29.0%	1.71	4.5%	55%	False	False	111,251
60	43.17	30.79	12.38	32.4%	1.88	4.9%	60%	False	False	98,833
80	44.83	30.79	14.04	36.8%	1.75	4.6%	53%	False	False	83,189
100	49.73	30.79	18.94	49.6%	1.68	4.4%	39%	False	False	72,143
120	53.77	30.79	22.98	60.2%	1.65	4.3%	32%	False	False	64,595

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.38
Widest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	47.94
2.618	44.87
1.618	42.99
1.000	41.83
0.618	41.11
HIGH	39.95
0.618	39.23
0.500	39.01
0.382	38.79
LOW	38.07
0.618	36.91
1.000	36.19
1.618	35.03
2.618	33.15
4.250	30.08

Fisher Pivots for day following 01-Apr-2016
Pivot	1 day	3 day
R1	39.01	39.57
PP	38.74	39.11
S1	38.47	38.66

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

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