NYMEX Light Sweet Crude Oil Future September 2016

Trading Metrics calculated at close of trading on 01-Mar-2016

Day Change Summary
	Previous	Current
	29-Feb-2016	01-Mar-2016	Change	Change %	Previous Week
Open	38.20	39.09	0.89	2.3%	36.87
High	39.25	39.72	0.47	1.2%	39.76
Low	37.78	38.68	0.90	2.4%	36.21
Close	39.10	39.31	0.21	0.5%	38.03
Range	1.47	1.04	-0.43	-29.3%	3.55
ATR	1.83	1.78	-0.06	-3.1%	0.00
Volume	22,093	30,545	8,452	38.3%	114,912

Daily Pivots for day following 01-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	42.36	41.87	39.88
R3	41.32	40.83	39.60
R2	40.28	40.28	39.50
R1	39.79	39.79	39.41	40.04
PP	39.24	39.24	39.24	39.36
S1	38.75	38.75	39.21	39.00
S2	38.20	38.20	39.12
S3	37.16	37.71	39.02
S4	36.12	36.67	38.74

Weekly Pivots for week ending 26-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	48.65	46.89	39.98
R3	45.10	43.34	39.01
R2	41.55	41.55	38.68
R1	39.79	39.79	38.36	40.67
PP	38.00	38.00	38.00	38.44
S1	36.24	36.24	37.70	37.12
S2	34.45	34.45	37.38
S3	30.90	32.69	37.05
S4	27.35	29.14	36.08

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	39.76	36.21	3.55	9.0%	1.59	4.0%	87%	False	False	24,062
10	39.76	36.21	3.55	9.0%	1.67	4.2%	87%	False	False	21,937
20	39.79	34.69	5.10	13.0%	1.74	4.4%	91%	False	False	25,569
40	43.64	32.85	10.79	27.4%	1.79	4.6%	60%	False	False	20,265

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.42
Narrowest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	44.14
2.618	42.44
1.618	41.40
1.000	40.76
0.618	40.36
HIGH	39.72
0.618	39.32
0.500	39.20
0.382	39.08
LOW	38.68
0.618	38.04
1.000	37.64
1.618	37.00
2.618	35.96
4.250	34.26

Fisher Pivots for day following 01-Mar-2016
Pivot	1 day	3 day
R1	39.27	39.13
PP	39.24	38.95
S1	39.20	38.77

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

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