NYMEX Light Sweet Crude Oil Future September 2016

Trading Metrics calculated at close of trading on 15-Mar-2016

Day Change Summary
	Previous	Current
	14-Mar-2016	15-Mar-2016	Change	Change %	Previous Week
Open	42.50	41.65	-0.85	-2.0%	41.28
High	42.60	41.65	-0.95	-2.2%	43.37
Low	41.25	40.44	-0.81	-2.0%	41.25
Close	41.51	40.80	-0.71	-1.7%	42.67
Range	1.35	1.21	-0.14	-10.4%	2.12
ATR	1.63	1.60	-0.03	-1.8%	0.00
Volume	20,951	22,268	1,317	6.3%	168,788

Daily Pivots for day following 15-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	44.59	43.91	41.47
R3	43.38	42.70	41.13
R2	42.17	42.17	41.02
R1	41.49	41.49	40.91	41.23
PP	40.96	40.96	40.96	40.83
S1	40.28	40.28	40.69	40.02
S2	39.75	39.75	40.58
S3	38.54	39.07	40.47
S4	37.33	37.86	40.13

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	43.11	40.44	2.67	6.5%	1.25	3.1%	13%	False	True	29,408
10	43.37	38.62	4.75	11.6%	1.42	3.5%	46%	False	False	29,403
20	43.37	36.21	7.16	17.5%	1.54	3.8%	64%	False	False	25,670
40	43.37	32.85	10.52	25.8%	1.74	4.3%	76%	False	False	24,879

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.21
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	46.79
2.618	44.82
1.618	43.61
1.000	42.86
0.618	42.40
HIGH	41.65
0.618	41.19
0.500	41.05
0.382	40.90
LOW	40.44
0.618	39.69
1.000	39.23
1.618	38.48
2.618	37.27
4.250	35.30

Fisher Pivots for day following 15-Mar-2016
Pivot	1 day	3 day
R1	41.05	41.72
PP	40.96	41.41
S1	40.88	41.11

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

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