NYMEX Light Sweet Crude Oil Future September 2016

Trading Metrics calculated at close of trading on 04-Mar-2016

Day Change Summary
	Previous	Current
	03-Mar-2016	04-Mar-2016	Change	Change %	Previous Week
Open	39.40	39.73	0.33	0.8%	38.20
High	39.70	41.31	1.61	4.1%	41.31
Low	38.82	39.46	0.64	1.6%	37.78
Close	39.51	41.07	1.56	3.9%	41.07
Range	0.88	1.85	0.97	110.2%	3.53
ATR	1.67	1.68	0.01	0.8%	0.00
Volume	29,760	19,357	-10,403	-35.0%	134,661

Daily Pivots for day following 04-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	46.16	45.47	42.09
R3	44.31	43.62	41.58
R2	42.46	42.46	41.41
R1	41.77	41.77	41.24	42.12
PP	40.61	40.61	40.61	40.79
S1	39.92	39.92	40.90	40.27
S2	38.76	38.76	40.73
S3	36.91	38.07	40.56
S4	35.06	36.22	40.05

Weekly Pivots for week ending 04-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	50.64	49.39	43.01
R3	47.11	45.86	42.04
R2	43.58	43.58	41.72
R1	42.33	42.33	41.39	42.96
PP	40.05	40.05	40.05	40.37
S1	38.80	38.80	40.75	39.43
S2	36.52	36.52	40.42
S3	32.99	35.27	40.10
S4	29.46	31.74	39.13

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	41.31	37.78	3.53	8.6%	1.28	3.1%	93%	True	False	26,932
10	41.31	36.21	5.10	12.4%	1.53	3.7%	95%	True	False	24,957
20	41.31	34.69	6.62	16.1%	1.67	4.1%	96%	True	False	25,773
40	41.31	32.85	8.46	20.6%	1.78	4.3%	97%	True	False	21,577

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	49.17
2.618	46.15
1.618	44.30
1.000	43.16
0.618	42.45
HIGH	41.31
0.618	40.60
0.500	40.39
0.382	40.17
LOW	39.46
0.618	38.32
1.000	37.61
1.618	36.47
2.618	34.62
4.250	31.60

Fisher Pivots for day following 04-Mar-2016
Pivot	1 day	3 day
R1	40.84	40.70
PP	40.61	40.33
S1	40.39	39.97

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

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