NYMEX Light Sweet Crude Oil Future June 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 29-Apr-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 28-Apr-2016 | 29-Apr-2016 | Change | Change % | Previous Week |  
                        | Open | 45.30 | 45.90 | 0.60 | 1.3% | 43.75 |  
                        | High | 46.14 | 46.78 | 0.64 | 1.4% | 46.78 |  
                        | Low | 44.94 | 45.24 | 0.30 | 0.7% | 42.50 |  
                        | Close | 46.03 | 45.92 | -0.11 | -0.2% | 45.92 |  
                        | Range | 1.20 | 1.54 | 0.34 | 28.3% | 4.28 |  
                        | ATR | 1.74 | 1.73 | -0.01 | -0.8% | 0.00 |  
                        | Volume | 487,412 | 598,439 | 111,027 | 22.8% | 2,904,654 |  | 
    
| 
        
            | Daily Pivots for day following 29-Apr-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 50.60 | 49.80 | 46.77 |  |  
                | R3 | 49.06 | 48.26 | 46.34 |  |  
                | R2 | 47.52 | 47.52 | 46.20 |  |  
                | R1 | 46.72 | 46.72 | 46.06 | 47.12 |  
                | PP | 45.98 | 45.98 | 45.98 | 46.18 |  
                | S1 | 45.18 | 45.18 | 45.78 | 45.58 |  
                | S2 | 44.44 | 44.44 | 45.64 |  |  
                | S3 | 42.90 | 43.64 | 45.50 |  |  
                | S4 | 41.36 | 42.10 | 45.07 |  |  | 
        
            | Weekly Pivots for week ending 29-Apr-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 57.91 | 56.19 | 48.27 |  |  
                | R3 | 53.63 | 51.91 | 47.10 |  |  
                | R2 | 49.35 | 49.35 | 46.70 |  |  
                | R1 | 47.63 | 47.63 | 46.31 | 48.49 |  
                | PP | 45.07 | 45.07 | 45.07 | 45.50 |  
                | S1 | 43.35 | 43.35 | 45.53 | 44.21 |  
                | S2 | 40.79 | 40.79 | 45.14 |  |  
                | S3 | 36.51 | 39.07 | 44.74 |  |  
                | S4 | 32.23 | 34.79 | 43.57 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 46.78 | 42.50 | 4.28 | 9.3% | 1.68 | 3.6% | 80% | True | False | 580,930 |  
                | 10 | 46.78 | 39.00 | 7.78 | 16.9% | 1.88 | 4.1% | 89% | True | False | 626,805 |  
                | 20 | 46.78 | 36.57 | 10.21 | 22.2% | 1.74 | 3.8% | 92% | True | False | 462,552 |  
                | 40 | 46.78 | 36.57 | 10.21 | 22.2% | 1.64 | 3.6% | 92% | True | False | 291,941 |  
                | 60 | 46.78 | 32.10 | 14.68 | 32.0% | 1.72 | 3.7% | 94% | True | False | 228,352 |  
                | 80 | 46.78 | 30.79 | 15.99 | 34.8% | 1.84 | 4.0% | 95% | True | False | 189,763 |  
                | 100 | 46.78 | 30.79 | 15.99 | 34.8% | 1.74 | 3.8% | 95% | True | False | 159,062 |  
                | 120 | 49.73 | 30.79 | 18.94 | 41.2% | 1.69 | 3.7% | 80% | False | False | 137,211 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 53.33 |  
            | 2.618 | 50.81 |  
            | 1.618 | 49.27 |  
            | 1.000 | 48.32 |  
            | 0.618 | 47.73 |  
            | HIGH | 46.78 |  
            | 0.618 | 46.19 |  
            | 0.500 | 46.01 |  
            | 0.382 | 45.83 |  
            | LOW | 45.24 |  
            | 0.618 | 44.29 |  
            | 1.000 | 43.70 |  
            | 1.618 | 42.75 |  
            | 2.618 | 41.21 |  
            | 4.250 | 38.70 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 29-Apr-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 46.01 | 45.71 |  
                                | PP | 45.98 | 45.49 |  
                                | S1 | 45.95 | 45.28 |  |