NYMEX Light Sweet Crude Oil Future October 2016

Trading Metrics calculated at close of trading on 21-Apr-2016

Day Change Summary
	Previous	Current
	20-Apr-2016	21-Apr-2016	Change	Change %	Previous Week
Open	43.81	45.66	1.85	4.2%	43.26
High	46.10	46.25	0.15	0.3%	45.46
Low	43.37	45.05	1.68	3.9%	42.96
Close	46.06	45.10	-0.96	-2.1%	43.66
Range	2.73	1.20	-1.53	-56.0%	2.50
ATR	1.59	1.56	-0.03	-1.7%	0.00
Volume	24,029	22,268	-1,761	-7.3%	89,719

Daily Pivots for day following 21-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	49.07	48.28	45.76
R3	47.87	47.08	45.43
R2	46.67	46.67	45.32
R1	45.88	45.88	45.21	45.68
PP	45.47	45.47	45.47	45.36
S1	44.68	44.68	44.99	44.48
S2	44.27	44.27	44.88
S3	43.07	43.48	44.77
S4	41.87	42.28	44.44

Weekly Pivots for week ending 15-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	51.53	50.09	45.04
R3	49.03	47.59	44.35
R2	46.53	46.53	44.12
R1	45.09	45.09	43.89	45.81
PP	44.03	44.03	44.03	44.39
S1	42.59	42.59	43.43	43.31
S2	41.53	41.53	43.20
S3	39.03	40.09	42.97
S4	36.53	37.59	42.29

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	46.25	41.04	5.21	11.6%	1.97	4.4%	78%	True	False	19,613
10	46.25	41.04	5.21	11.6%	1.65	3.7%	78%	True	False	19,134
20	46.25	39.08	7.17	15.9%	1.44	3.2%	84%	True	False	15,326
40	46.25	37.52	8.73	19.4%	1.33	3.0%	87%	True	False	13,690

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.41
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	51.35
2.618	49.39
1.618	48.19
1.000	47.45
0.618	46.99
HIGH	46.25
0.618	45.79
0.500	45.65
0.382	45.51
LOW	45.05
0.618	44.31
1.000	43.85
1.618	43.11
2.618	41.91
4.250	39.95

Fisher Pivots for day following 21-Apr-2016
Pivot	1 day	3 day
R1	45.65	44.94
PP	45.47	44.78
S1	45.28	44.63

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

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