NYMEX Light Sweet Crude Oil Future April 2016

Trading Metrics calculated at close of trading on 01-Feb-2016

Day Change Summary
	Previous	Current
	29-Jan-2016	01-Feb-2016	Change	Change %	Previous Week
Open	35.20	35.46	0.26	0.7%	33.55
High	35.93	35.81	-0.12	-0.3%	36.28
Low	34.29	33.03	-1.26	-3.7%	30.70
Close	35.28	33.36	-1.92	-5.4%	35.28
Range	1.64	2.78	1.14	69.5%	5.58
ATR	2.08	2.13	0.05	2.4%	0.00
Volume	178,457	165,432	-13,025	-7.3%	860,916

Daily Pivots for day following 01-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	42.41	40.66	34.89
R3	39.63	37.88	34.12
R2	36.85	36.85	33.87
R1	35.10	35.10	33.61	34.59
PP	34.07	34.07	34.07	33.81
S1	32.32	32.32	33.11	31.81
S2	31.29	31.29	32.85
S3	28.51	29.54	32.60
S4	25.73	26.76	31.83

Weekly Pivots for week ending 29-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	50.83	48.63	38.35
R3	45.25	43.05	36.81
R2	39.67	39.67	36.30
R1	37.47	37.47	35.79	38.57
PP	34.09	34.09	34.09	34.64
S1	31.89	31.89	34.77	32.99
S2	28.51	28.51	34.26
S3	22.93	26.31	33.75
S4	17.35	20.73	32.21

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	36.28	30.70	5.58	16.7%	2.65	7.9%	48%	False	False	174,722
10	36.28	28.76	7.52	22.5%	2.53	7.6%	61%	False	False	161,544
20	40.50	28.76	11.74	35.2%	2.22	6.7%	39%	False	False	123,752
40	45.29	28.76	16.53	49.6%	1.82	5.5%	28%	False	False	81,941
60	51.29	28.76	22.53	67.5%	1.68	5.0%	20%	False	False	61,640
80	53.35	28.76	24.59	73.7%	1.62	4.9%	19%	False	False	49,736
100	53.35	28.76	24.59	73.7%	1.61	4.8%	19%	False	False	41,505
120	53.50	28.76	24.74	74.2%	1.66	5.0%	19%	False	False	35,970

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.48
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	47.63
2.618	43.09
1.618	40.31
1.000	38.59
0.618	37.53
HIGH	35.81
0.618	34.75
0.500	34.42
0.382	34.09
LOW	33.03
0.618	31.31
1.000	30.25
1.618	28.53
2.618	25.75
4.250	21.22

Fisher Pivots for day following 01-Feb-2016
Pivot	1 day	3 day
R1	34.42	34.66
PP	34.07	34.22
S1	33.71	33.79

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

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