NYMEX Light Sweet Crude Oil Future August 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 05-May-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 04-May-2016 | 05-May-2016 | Change | Change % | Previous Week |  
                        | Open | 45.13 | 45.09 | -0.04 | -0.1% | 44.99 |  
                        | High | 46.02 | 47.00 | 0.98 | 2.1% | 47.95 |  
                        | Low | 44.39 | 44.95 | 0.56 | 1.3% | 44.00 |  
                        | Close | 44.86 | 45.30 | 0.44 | 1.0% | 47.14 |  
                        | Range | 1.63 | 2.05 | 0.42 | 25.8% | 3.95 |  
                        | ATR | 1.63 | 1.67 | 0.04 | 2.2% | 0.00 |  
                        | Volume | 61,273 | 73,348 | 12,075 | 19.7% | 210,886 |  | 
    
| 
        
            | Daily Pivots for day following 05-May-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 51.90 | 50.65 | 46.43 |  |  
                | R3 | 49.85 | 48.60 | 45.86 |  |  
                | R2 | 47.80 | 47.80 | 45.68 |  |  
                | R1 | 46.55 | 46.55 | 45.49 | 47.18 |  
                | PP | 45.75 | 45.75 | 45.75 | 46.06 |  
                | S1 | 44.50 | 44.50 | 45.11 | 45.13 |  
                | S2 | 43.70 | 43.70 | 44.92 |  |  
                | S3 | 41.65 | 42.45 | 44.74 |  |  
                | S4 | 39.60 | 40.40 | 44.17 |  |  | 
        
            | Weekly Pivots for week ending 29-Apr-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 58.21 | 56.63 | 49.31 |  |  
                | R3 | 54.26 | 52.68 | 48.23 |  |  
                | R2 | 50.31 | 50.31 | 47.86 |  |  
                | R1 | 48.73 | 48.73 | 47.50 | 49.52 |  
                | PP | 46.36 | 46.36 | 46.36 | 46.76 |  
                | S1 | 44.78 | 44.78 | 46.78 | 45.57 |  
                | S2 | 42.41 | 42.41 | 46.42 |  |  
                | S3 | 38.46 | 40.83 | 46.05 |  |  
                | S4 | 34.51 | 36.88 | 44.97 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 47.95 | 44.39 | 3.56 | 7.9% | 1.70 | 3.7% | 26% | False | False | 58,728 |  
                | 10 | 47.95 | 44.00 | 3.95 | 8.7% | 1.60 | 3.5% | 33% | False | False | 46,673 |  
                | 20 | 47.95 | 40.13 | 7.82 | 17.3% | 1.73 | 3.8% | 66% | False | False | 43,449 |  
                | 40 | 47.95 | 38.14 | 9.81 | 21.7% | 1.51 | 3.3% | 73% | False | False | 34,269 |  
                | 60 | 47.95 | 33.98 | 13.97 | 30.8% | 1.58 | 3.5% | 81% | False | False | 29,841 |  
                | 80 | 47.95 | 32.22 | 15.73 | 34.7% | 1.66 | 3.7% | 83% | False | False | 26,344 |  
                | 100 | 47.95 | 32.22 | 15.73 | 34.7% | 1.57 | 3.5% | 83% | False | False | 22,051 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 55.71 |  
            | 2.618 | 52.37 |  
            | 1.618 | 50.32 |  
            | 1.000 | 49.05 |  
            | 0.618 | 48.27 |  
            | HIGH | 47.00 |  
            | 0.618 | 46.22 |  
            | 0.500 | 45.98 |  
            | 0.382 | 45.73 |  
            | LOW | 44.95 |  
            | 0.618 | 43.68 |  
            | 1.000 | 42.90 |  
            | 1.618 | 41.63 |  
            | 2.618 | 39.58 |  
            | 4.250 | 36.24 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 05-May-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 45.98 | 45.70 |  
                                | PP | 45.75 | 45.56 |  
                                | S1 | 45.53 | 45.43 |  |