NYMEX Light Sweet Crude Oil Future July 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 22-Feb-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 19-Feb-2016 | 22-Feb-2016 | Change | Change % | Previous Week |  
                        | Open | 36.40 | 35.60 | -0.80 | -2.2% | 35.73 |  
                        | High | 36.72 | 37.26 | 0.54 | 1.5% | 38.03 |  
                        | Low | 35.25 | 35.59 | 0.34 | 1.0% | 34.74 |  
                        | Close | 35.50 | 37.04 | 1.54 | 4.3% | 35.50 |  
                        | Range | 1.47 | 1.67 | 0.20 | 13.6% | 3.29 |  
                        | ATR | 2.05 | 2.03 | -0.02 | -1.0% | 0.00 |  
                        | Volume | 29,375 | 43,186 | 13,811 | 47.0% | 137,589 |  | 
    
| 
        
            | Daily Pivots for day following 22-Feb-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 41.64 | 41.01 | 37.96 |  |  
                | R3 | 39.97 | 39.34 | 37.50 |  |  
                | R2 | 38.30 | 38.30 | 37.35 |  |  
                | R1 | 37.67 | 37.67 | 37.19 | 37.99 |  
                | PP | 36.63 | 36.63 | 36.63 | 36.79 |  
                | S1 | 36.00 | 36.00 | 36.89 | 36.32 |  
                | S2 | 34.96 | 34.96 | 36.73 |  |  
                | S3 | 33.29 | 34.33 | 36.58 |  |  
                | S4 | 31.62 | 32.66 | 36.12 |  |  | 
        
            | 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 | 34.74 | 3.29 | 8.9% | 2.16 | 5.8% | 70% | False | False | 36,155 |  
                | 10 | 38.03 | 33.14 | 4.89 | 13.2% | 2.04 | 5.5% | 80% | False | False | 39,048 |  
                | 20 | 39.39 | 33.14 | 6.25 | 16.9% | 2.10 | 5.7% | 62% | False | False | 34,996 |  
                | 40 | 42.64 | 31.61 | 11.03 | 29.8% | 1.87 | 5.1% | 49% | False | False | 24,323 |  
                | 60 | 48.35 | 31.61 | 16.74 | 45.2% | 1.65 | 4.5% | 32% | False | False | 19,458 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 44.36 |  
            | 2.618 | 41.63 |  
            | 1.618 | 39.96 |  
            | 1.000 | 38.93 |  
            | 0.618 | 38.29 |  
            | HIGH | 37.26 |  
            | 0.618 | 36.62 |  
            | 0.500 | 36.43 |  
            | 0.382 | 36.23 |  
            | LOW | 35.59 |  
            | 0.618 | 34.56 |  
            | 1.000 | 33.92 |  
            | 1.618 | 32.89 |  
            | 2.618 | 31.22 |  
            | 4.250 | 28.49 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 22-Feb-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 36.84 | 36.89 |  
                                | PP | 36.63 | 36.74 |  
                                | S1 | 36.43 | 36.59 |  |