NYMEX Light Sweet Crude Oil Future July 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 19-Feb-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 18-Feb-2016 | 19-Feb-2016 | Change | Change % | Previous Week |  
                        | Open | 37.39 | 36.40 | -0.99 | -2.6% | 35.73 |  
                        | High | 37.93 | 36.72 | -1.21 | -3.2% | 38.03 |  
                        | Low | 36.17 | 35.25 | -0.92 | -2.5% | 34.74 |  
                        | Close | 36.66 | 35.50 | -1.16 | -3.2% | 35.50 |  
                        | Range | 1.76 | 1.47 | -0.29 | -16.5% | 3.29 |  
                        | ATR | 2.09 | 2.05 | -0.04 | -2.1% | 0.00 |  
                        | Volume | 29,532 | 29,375 | -157 | -0.5% | 137,589 |  | 
    
| 
        
            | Daily Pivots for day following 19-Feb-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 40.23 | 39.34 | 36.31 |  |  
                | R3 | 38.76 | 37.87 | 35.90 |  |  
                | R2 | 37.29 | 37.29 | 35.77 |  |  
                | R1 | 36.40 | 36.40 | 35.63 | 36.11 |  
                | PP | 35.82 | 35.82 | 35.82 | 35.68 |  
                | S1 | 34.93 | 34.93 | 35.37 | 34.64 |  
                | S2 | 34.35 | 34.35 | 35.23 |  |  
                | S3 | 32.88 | 33.46 | 35.10 |  |  
                | S4 | 31.41 | 31.99 | 34.69 |  |  | 
        
            | Weekly Pivots for week ending 19-Feb-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 45.96 | 44.02 | 37.31 |  |  
                | R3 | 42.67 | 40.73 | 36.40 |  |  
                | R2 | 39.38 | 39.38 | 36.10 |  |  
                | R1 | 37.44 | 37.44 | 35.80 | 36.77 |  
                | PP | 36.09 | 36.09 | 36.09 | 35.75 |  
                | S1 | 34.15 | 34.15 | 35.20 | 33.48 |  
                | S2 | 32.80 | 32.80 | 34.90 |  |  
                | S3 | 29.51 | 30.86 | 34.60 |  |  
                | S4 | 26.22 | 27.57 | 33.69 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 38.03 | 34.18 | 3.85 | 10.8% | 2.26 | 6.4% | 34% | False | False | 33,889 |  
                | 10 | 38.30 | 33.14 | 5.16 | 14.5% | 2.02 | 5.7% | 46% | False | False | 37,770 |  
                | 20 | 39.39 | 33.14 | 6.25 | 17.6% | 2.17 | 6.1% | 38% | False | False | 33,943 |  
                | 40 | 42.64 | 31.61 | 11.03 | 31.1% | 1.84 | 5.2% | 35% | False | False | 23,427 |  
                | 60 | 48.35 | 31.61 | 16.74 | 47.2% | 1.66 | 4.7% | 23% | False | False | 18,845 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 42.97 |  
            | 2.618 | 40.57 |  
            | 1.618 | 39.10 |  
            | 1.000 | 38.19 |  
            | 0.618 | 37.63 |  
            | HIGH | 36.72 |  
            | 0.618 | 36.16 |  
            | 0.500 | 35.99 |  
            | 0.382 | 35.81 |  
            | LOW | 35.25 |  
            | 0.618 | 34.34 |  
            | 1.000 | 33.78 |  
            | 1.618 | 32.87 |  
            | 2.618 | 31.40 |  
            | 4.250 | 29.00 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 19-Feb-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 35.99 | 36.35 |  
                                | PP | 35.82 | 36.07 |  
                                | S1 | 35.66 | 35.78 |  |