NYMEX Light Sweet Crude Oil Future June 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 22-Apr-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 21-Apr-2016 | 22-Apr-2016 | Change | Change % | Previous Week |  
                        | Open | 43.97 | 43.42 | -0.55 | -1.3% | 39.90 |  
                        | High | 44.49 | 44.45 | -0.04 | -0.1% | 44.49 |  
                        | Low | 43.05 | 43.11 | 0.06 | 0.1% | 39.00 |  
                        | Close | 43.18 | 43.73 | 0.55 | 1.3% | 43.73 |  
                        | Range | 1.44 | 1.34 | -0.10 | -6.9% | 5.49 |  
                        | ATR | 1.79 | 1.76 | -0.03 | -1.8% | 0.00 |  
                        | Volume | 671,103 | 575,107 | -95,996 | -14.3% | 3,363,396 |  | 
    
| 
        
            | Daily Pivots for day following 22-Apr-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 47.78 | 47.10 | 44.47 |  |  
                | R3 | 46.44 | 45.76 | 44.10 |  |  
                | R2 | 45.10 | 45.10 | 43.98 |  |  
                | R1 | 44.42 | 44.42 | 43.85 | 44.76 |  
                | PP | 43.76 | 43.76 | 43.76 | 43.94 |  
                | S1 | 43.08 | 43.08 | 43.61 | 43.42 |  
                | S2 | 42.42 | 42.42 | 43.48 |  |  
                | S3 | 41.08 | 41.74 | 43.36 |  |  
                | S4 | 39.74 | 40.40 | 42.99 |  |  | 
        
            | Weekly Pivots for week ending 22-Apr-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 58.88 | 56.79 | 46.75 |  |  
                | R3 | 53.39 | 51.30 | 45.24 |  |  
                | R2 | 47.90 | 47.90 | 44.74 |  |  
                | R1 | 45.81 | 45.81 | 44.23 | 46.86 |  
                | PP | 42.41 | 42.41 | 42.41 | 42.93 |  
                | S1 | 40.32 | 40.32 | 43.23 | 41.37 |  
                | S2 | 36.92 | 36.92 | 42.72 |  |  
                | S3 | 31.43 | 34.83 | 42.22 |  |  
                | S4 | 25.94 | 29.34 | 40.71 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 44.49 | 39.00 | 5.49 | 12.6% | 2.08 | 4.8% | 86% | False | False | 672,679 |  
                | 10 | 44.49 | 39.00 | 5.49 | 12.6% | 1.81 | 4.1% | 86% | False | False | 505,453 |  
                | 20 | 44.49 | 36.57 | 7.92 | 18.1% | 1.70 | 3.9% | 90% | False | False | 346,885 |  
                | 40 | 44.49 | 35.52 | 8.97 | 20.5% | 1.61 | 3.7% | 92% | False | False | 232,558 |  
                | 60 | 44.49 | 32.10 | 12.39 | 28.3% | 1.77 | 4.1% | 94% | False | False | 187,653 |  
                | 80 | 44.49 | 30.79 | 13.70 | 31.3% | 1.83 | 4.2% | 94% | False | False | 154,967 |  
                | 100 | 47.03 | 30.79 | 16.24 | 37.1% | 1.73 | 4.0% | 80% | False | False | 131,430 |  
                | 120 | 52.04 | 30.79 | 21.25 | 48.6% | 1.69 | 3.9% | 61% | False | False | 114,075 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 50.15 |  
            | 2.618 | 47.96 |  
            | 1.618 | 46.62 |  
            | 1.000 | 45.79 |  
            | 0.618 | 45.28 |  
            | HIGH | 44.45 |  
            | 0.618 | 43.94 |  
            | 0.500 | 43.78 |  
            | 0.382 | 43.62 |  
            | LOW | 43.11 |  
            | 0.618 | 42.28 |  
            | 1.000 | 41.77 |  
            | 1.618 | 40.94 |  
            | 2.618 | 39.60 |  
            | 4.250 | 37.42 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 22-Apr-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 43.78 | 43.45 |  
                                | PP | 43.76 | 43.17 |  
                                | S1 | 43.75 | 42.90 |  |