NYMEX Light Sweet Crude Oil Future September 2016

Trading Metrics calculated at close of trading on 03-Mar-2016

Day Change Summary
	Previous	Current
	02-Mar-2016	03-Mar-2016	Change	Change %	Previous Week
Open	39.05	39.40	0.35	0.9%	36.87
High	39.77	39.70	-0.07	-0.2%	39.76
Low	38.62	38.82	0.20	0.5%	36.21
Close	39.34	39.51	0.17	0.4%	38.03
Range	1.15	0.88	-0.27	-23.5%	3.55
ATR	1.73	1.67	-0.06	-3.5%	0.00
Volume	32,906	29,760	-3,146	-9.6%	114,912

Daily Pivots for day following 03-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	41.98	41.63	39.99
R3	41.10	40.75	39.75
R2	40.22	40.22	39.67
R1	39.87	39.87	39.59	40.05
PP	39.34	39.34	39.34	39.43
S1	38.99	38.99	39.43	39.17
S2	38.46	38.46	39.35
S3	37.58	38.11	39.27
S4	36.70	37.23	39.03

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	39.77	37.78	1.99	5.0%	1.28	3.2%	87%	False	False	29,337
10	39.77	36.21	3.56	9.0%	1.49	3.8%	93%	False	False	24,278
20	39.79	34.69	5.10	12.9%	1.64	4.2%	95%	False	False	26,085
40	41.75	32.85	8.90	22.5%	1.78	4.5%	75%	False	False	21,391

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.43
Narrowest range in 43 trading days

Fibonacci Retracements and Extensions
4.250	43.44
2.618	42.00
1.618	41.12
1.000	40.58
0.618	40.24
HIGH	39.70
0.618	39.36
0.500	39.26
0.382	39.16
LOW	38.82
0.618	38.28
1.000	37.94
1.618	37.40
2.618	36.52
4.250	35.08

Fisher Pivots for day following 03-Mar-2016
Pivot	1 day	3 day
R1	39.43	39.41
PP	39.34	39.30
S1	39.26	39.20

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

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