NYMEX Light Sweet Crude Oil Future September 2016

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

Day Change Summary
	Previous	Current
	10-Mar-2016	11-Mar-2016	Change	Change %	Previous Week
Open	42.62	42.32	-0.30	-0.7%	41.28
High	42.85	42.99	0.14	0.3%	43.37
Low	41.78	42.16	0.38	0.9%	41.25
Close	42.09	42.67	0.58	1.4%	42.67
Range	1.07	0.83	-0.24	-22.4%	2.12
ATR	1.71	1.65	-0.06	-3.4%	0.00
Volume	38,781	33,496	-5,285	-13.6%	168,788

Daily Pivots for day following 11-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	45.10	44.71	43.13
R3	44.27	43.88	42.90
R2	43.44	43.44	42.82
R1	43.05	43.05	42.75	43.25
PP	42.61	42.61	42.61	42.70
S1	42.22	42.22	42.59	42.42
S2	41.78	41.78	42.52
S3	40.95	41.39	42.44
S4	40.12	40.56	42.21

Weekly Pivots for week ending 11-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	48.79	47.85	43.84
R3	46.67	45.73	43.25
R2	44.55	44.55	43.06
R1	43.61	43.61	42.86	44.08
PP	42.43	42.43	42.43	42.67
S1	41.49	41.49	42.48	41.96
S2	40.31	40.31	42.28
S3	38.19	39.37	42.09
S4	36.07	37.25	41.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	43.37	41.25	2.12	5.0%	1.55	3.6%	67%	False	False	33,757
10	43.37	37.78	5.59	13.1%	1.41	3.3%	87%	False	False	30,344
20	43.37	35.73	7.64	17.9%	1.67	3.9%	91%	False	False	25,970
40	43.37	32.85	10.52	24.7%	1.76	4.1%	93%	False	False	24,301

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	0.28
Narrowest range in 49 trading days

Fibonacci Retracements and Extensions
4.250	46.52
2.618	45.16
1.618	44.33
1.000	43.82
0.618	43.50
HIGH	42.99
0.618	42.67
0.500	42.58
0.382	42.48
LOW	42.16
0.618	41.65
1.000	41.33
1.618	40.82
2.618	39.99
4.250	38.63

Fisher Pivots for day following 11-Mar-2016
Pivot	1 day	3 day
R1	42.64	42.52
PP	42.61	42.36
S1	42.58	42.21

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

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