NYMEX Light Sweet Crude Oil Future March 2016

Trading Metrics calculated at close of trading on 05-Feb-2016

Day Change Summary
	Previous	Current
	04-Feb-2016	05-Feb-2016	Change	Change %	Previous Week
Open	32.71	31.64	-1.07	-3.3%	33.83
High	33.60	32.45	-1.15	-3.4%	34.18
Low	31.53	30.63	-0.90	-2.9%	29.40
Close	31.72	30.89	-0.83	-2.6%	30.89
Range	2.07	1.82	-0.25	-12.1%	4.78
ATR	2.25	2.22	-0.03	-1.4%	0.00
Volume	696,721	616,531	-80,190	-11.5%	3,323,127

Daily Pivots for day following 05-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	36.78	35.66	31.89
R3	34.96	33.84	31.39
R2	33.14	33.14	31.22
R1	32.02	32.02	31.06	31.67
PP	31.32	31.32	31.32	31.15
S1	30.20	30.20	30.72	29.85
S2	29.50	29.50	30.56
S3	27.68	28.38	30.39
S4	25.86	26.56	29.89

Weekly Pivots for week ending 05-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	45.83	43.14	33.52
R3	41.05	38.36	32.20
R2	36.27	36.27	31.77
R1	33.58	33.58	31.33	32.54
PP	31.49	31.49	31.49	30.97
S1	28.80	28.80	30.45	27.76
S2	26.71	26.71	30.01
S3	21.93	24.02	29.58
S4	17.15	19.24	28.26

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	34.18	29.40	4.78	15.5%	2.42	7.8%	31%	False	False	664,625
10	34.82	29.25	5.57	18.0%	2.58	8.4%	29%	False	False	676,249
20	35.54	27.56	7.98	25.8%	2.33	7.5%	42%	False	False	577,007
40	41.44	27.56	13.88	44.9%	1.90	6.2%	24%	False	False	342,430
60	47.51	27.56	19.95	64.6%	1.79	5.8%	17%	False	False	250,309
80	50.70	27.56	23.14	74.9%	1.71	5.5%	14%	False	False	196,672
100	53.01	27.56	25.45	82.4%	1.72	5.6%	13%	False	False	163,366
120	53.08	27.56	25.52	82.6%	1.81	5.9%	13%	False	False	140,238

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	0.54
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	40.19
2.618	37.21
1.618	35.39
1.000	34.27
0.618	33.57
HIGH	32.45
0.618	31.75
0.500	31.54
0.382	31.33
LOW	30.63
0.618	29.51
1.000	28.81
1.618	27.69
2.618	25.87
4.250	22.90

Fisher Pivots for day following 05-Feb-2016
Pivot	1 day	3 day
R1	31.54	31.50
PP	31.32	31.30
S1	31.11	31.09

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

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