NYMEX Light Sweet Crude Oil Future June 2016

Trading Metrics calculated at close of trading on 07-Apr-2016

Day Change Summary
	Previous	Current
	06-Apr-2016	07-Apr-2016	Change	Change %	Previous Week
Open	37.70	38.92	1.22	3.2%	40.65
High	39.11	39.43	0.32	0.8%	41.28
Low	37.57	37.94	0.37	1.0%	38.07
Close	38.98	38.49	-0.49	-1.3%	38.20
Range	1.54	1.49	-0.05	-3.2%	3.21
ATR	1.62	1.61	-0.01	-0.6%	0.00
Volume	287,071	269,936	-17,135	-6.0%	591,313

Daily Pivots for day following 07-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	43.09	42.28	39.31
R3	41.60	40.79	38.90
R2	40.11	40.11	38.76
R1	39.30	39.30	38.63	38.96
PP	38.62	38.62	38.62	38.45
S1	37.81	37.81	38.35	37.47
S2	37.13	37.13	38.22
S3	35.64	36.32	38.08
S4	34.15	34.83	37.67

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	39.95	36.57	3.38	8.8%	1.55	4.0%	57%	False	False	206,745
10	41.28	36.57	4.71	12.2%	1.49	3.9%	41%	False	False	164,071
20	43.17	36.57	6.60	17.1%	1.43	3.7%	29%	False	False	145,168
40	43.17	32.10	11.07	28.8%	1.66	4.3%	58%	False	False	123,975
60	43.17	30.79	12.38	32.2%	1.84	4.8%	62%	False	False	110,563
80	43.17	30.79	12.38	32.2%	1.74	4.5%	62%	False	False	91,607
100	48.02	30.79	17.23	44.8%	1.69	4.4%	45%	False	False	80,106
120	52.04	30.79	21.25	55.2%	1.64	4.3%	36%	False	False	71,040

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.34
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	45.76
2.618	43.33
1.618	41.84
1.000	40.92
0.618	40.35
HIGH	39.43
0.618	38.86
0.500	38.69
0.382	38.51
LOW	37.94
0.618	37.02
1.000	36.45
1.618	35.53
2.618	34.04
4.250	31.61

Fisher Pivots for day following 07-Apr-2016
Pivot	1 day	3 day
R1	38.69	38.33
PP	38.62	38.16
S1	38.56	38.00

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

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