NYMEX Light Sweet Crude Oil Future August 2016

Trading Metrics calculated at close of trading on 11-Apr-2016

Day Change Summary
	Previous	Current
	08-Apr-2016	11-Apr-2016	Change	Change %	Previous Week
Open	40.13	42.34	2.21	5.5%	39.67
High	42.40	43.40	1.00	2.4%	42.40
Low	40.13	42.00	1.87	4.7%	38.14
Close	42.38	43.22	0.84	2.0%	42.38
Range	2.27	1.40	-0.87	-38.3%	4.26
ATR	1.55	1.54	-0.01	-0.7%	0.00
Volume	45,520	41,283	-4,237	-9.3%	165,997

Daily Pivots for day following 11-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	47.07	46.55	43.99
R3	45.67	45.15	43.61
R2	44.27	44.27	43.48
R1	43.75	43.75	43.35	44.01
PP	42.87	42.87	42.87	43.01
S1	42.35	42.35	43.09	42.61
S2	41.47	41.47	42.96
S3	40.07	40.95	42.84
S4	38.67	39.55	42.45

Weekly Pivots for week ending 08-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	53.75	52.33	44.72
R3	49.49	48.07	43.55
R2	45.23	45.23	43.16
R1	43.81	43.81	42.77	44.52
PP	40.97	40.97	40.97	41.33
S1	39.55	39.55	41.99	40.26
S2	36.71	36.71	41.60
S3	32.45	35.29	41.21
S4	28.19	31.03	40.04

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	43.40	38.14	5.26	12.2%	1.54	3.6%	97%	True	False	34,971
10	43.40	38.14	5.26	12.2%	1.49	3.5%	97%	True	False	29,735
20	44.09	38.14	5.95	13.8%	1.38	3.2%	85%	False	False	26,151
40	44.09	35.07	9.02	20.9%	1.54	3.6%	90%	False	False	24,041
60	44.09	32.22	11.87	27.5%	1.64	3.8%	93%	False	False	21,782
80	44.09	32.22	11.87	27.5%	1.54	3.6%	93%	False	False	17,540

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.20
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	49.35
2.618	47.07
1.618	45.67
1.000	44.80
0.618	44.27
HIGH	43.40
0.618	42.87
0.500	42.70
0.382	42.53
LOW	42.00
0.618	41.13
1.000	40.60
1.618	39.73
2.618	38.33
4.250	36.05

Fisher Pivots for day following 11-Apr-2016
Pivot	1 day	3 day
R1	43.05	42.63
PP	42.87	42.03
S1	42.70	41.44

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

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