NYMEX Light Sweet Crude Oil Future August 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 04-Apr-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 01-Apr-2016 | 04-Apr-2016 | Change | Change % | Previous Week |  
                        | Open | 41.17 | 39.67 | -1.50 | -3.6% | 42.07 |  
                        | High | 41.36 | 39.87 | -1.49 | -3.6% | 42.49 |  
                        | Low | 39.67 | 38.39 | -1.28 | -3.2% | 39.67 |  
                        | Close | 39.84 | 38.63 | -1.21 | -3.0% | 39.84 |  
                        | Range | 1.69 | 1.48 | -0.21 | -12.4% | 2.82 |  
                        | ATR | 1.48 | 1.48 | 0.00 | 0.0% | 0.00 |  
                        | Volume | 23,327 | 32,425 | 9,098 | 39.0% | 99,395 |  | 
    
| 
        
            | Daily Pivots for day following 04-Apr-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 43.40 | 42.50 | 39.44 |  |  
                | R3 | 41.92 | 41.02 | 39.04 |  |  
                | R2 | 40.44 | 40.44 | 38.90 |  |  
                | R1 | 39.54 | 39.54 | 38.77 | 39.25 |  
                | PP | 38.96 | 38.96 | 38.96 | 38.82 |  
                | S1 | 38.06 | 38.06 | 38.49 | 37.77 |  
                | S2 | 37.48 | 37.48 | 38.36 |  |  
                | S3 | 36.00 | 36.58 | 38.22 |  |  
                | S4 | 34.52 | 35.10 | 37.82 |  |  | 
        
            | Weekly Pivots for week ending 01-Apr-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 49.13 | 47.30 | 41.39 |  |  
                | R3 | 46.31 | 44.48 | 40.62 |  |  
                | R2 | 43.49 | 43.49 | 40.36 |  |  
                | R1 | 41.66 | 41.66 | 40.10 | 41.17 |  
                | PP | 40.67 | 40.67 | 40.67 | 40.42 |  
                | S1 | 38.84 | 38.84 | 39.58 | 38.35 |  
                | S2 | 37.85 | 37.85 | 39.32 |  |  
                | S3 | 35.03 | 36.02 | 39.06 |  |  
                | S4 | 32.21 | 33.20 | 38.29 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 42.43 | 38.39 | 4.04 | 10.5% | 1.44 | 3.7% | 6% | False | True | 24,500 |  
                | 10 | 43.90 | 38.39 | 5.51 | 14.3% | 1.31 | 3.4% | 4% | False | True | 22,069 |  
                | 20 | 44.09 | 38.39 | 5.70 | 14.8% | 1.39 | 3.6% | 4% | False | True | 24,373 |  
                | 40 | 44.09 | 33.98 | 10.11 | 26.2% | 1.54 | 4.0% | 46% | False | False | 22,626 |  
                | 60 | 44.09 | 32.22 | 11.87 | 30.7% | 1.65 | 4.3% | 54% | False | False | 19,532 |  
                | 80 | 44.29 | 32.22 | 12.07 | 31.2% | 1.52 | 3.9% | 53% | False | False | 16,182 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 46.16 |  
            | 2.618 | 43.74 |  
            | 1.618 | 42.26 |  
            | 1.000 | 41.35 |  
            | 0.618 | 40.78 |  
            | HIGH | 39.87 |  
            | 0.618 | 39.30 |  
            | 0.500 | 39.13 |  
            | 0.382 | 38.96 |  
            | LOW | 38.39 |  
            | 0.618 | 37.48 |  
            | 1.000 | 36.91 |  
            | 1.618 | 36.00 |  
            | 2.618 | 34.52 |  
            | 4.250 | 32.10 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 04-Apr-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 39.13 | 40.17 |  
                                | PP | 38.96 | 39.65 |  
                                | S1 | 38.80 | 39.14 |  |