NYMEX Light Sweet Crude Oil Future August 2016

Trading Metrics calculated at close of trading on 24-Feb-2016

Day Change Summary
	Previous	Current
	23-Feb-2016	24-Feb-2016	Change	Change %	Previous Week
Open	37.73	36.29	-1.44	-3.8%	36.56
High	37.97	37.35	-0.62	-1.6%	38.65
Low	36.10	35.52	-0.58	-1.6%	35.60
Close	36.52	37.23	0.71	1.9%	36.22
Range	1.87	1.83	-0.04	-2.1%	3.05
ATR	1.88	1.88	0.00	-0.2%	0.00
Volume	15,750	17,090	1,340	8.5%	65,400

Daily Pivots for day following 24-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	42.19	41.54	38.24
R3	40.36	39.71	37.73
R2	38.53	38.53	37.57
R1	37.88	37.88	37.40	38.21
PP	36.70	36.70	36.70	36.86
S1	36.05	36.05	37.06	36.38
S2	34.87	34.87	36.89
S3	33.04	34.22	36.73
S4	31.21	32.39	36.22

Weekly Pivots for week ending 19-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	45.97	44.15	37.90
R3	42.92	41.10	37.06
R2	39.87	39.87	36.78
R1	38.05	38.05	36.50	37.44
PP	36.82	36.82	36.82	36.52
S1	35.00	35.00	35.94	34.39
S2	33.77	33.77	35.66
S3	30.72	31.95	35.38
S4	27.67	28.90	34.54

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	38.65	35.52	3.13	8.4%	1.67	4.5%	55%	False	True	17,732
10	38.65	33.98	4.67	12.5%	1.83	4.9%	70%	False	False	18,896
20	39.92	33.98	5.94	16.0%	1.83	4.9%	55%	False	False	19,669
40	43.12	32.22	10.90	29.3%	1.76	4.7%	46%	False	False	13,868

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.39
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	45.13
2.618	42.14
1.618	40.31
1.000	39.18
0.618	38.48
HIGH	37.35
0.618	36.65
0.500	36.44
0.382	36.22
LOW	35.52
0.618	34.39
1.000	33.69
1.618	32.56
2.618	30.73
4.250	27.74

Fisher Pivots for day following 24-Feb-2016
Pivot	1 day	3 day
R1	36.97	37.07
PP	36.70	36.91
S1	36.44	36.75

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

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