NYMEX Light Sweet Crude Oil Future April 2016

Trading Metrics calculated at close of trading on 02-Feb-2016

Day Change Summary
	Previous	Current
	01-Feb-2016	02-Feb-2016	Change	Change %	Previous Week
Open	35.46	33.11	-2.35	-6.6%	33.55
High	35.81	33.24	-2.57	-7.2%	36.28
Low	33.03	31.30	-1.73	-5.2%	30.70
Close	33.36	31.61	-1.75	-5.2%	35.28
Range	2.78	1.94	-0.84	-30.2%	5.58
ATR	2.13	2.13	-0.01	-0.2%	0.00
Volume	165,432	185,630	20,198	12.2%	860,916

Daily Pivots for day following 02-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	37.87	36.68	32.68
R3	35.93	34.74	32.14
R2	33.99	33.99	31.97
R1	32.80	32.80	31.79	32.43
PP	32.05	32.05	32.05	31.86
S1	30.86	30.86	31.43	30.49
S2	30.11	30.11	31.25
S3	28.17	28.92	31.08
S4	26.23	26.98	30.54

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	31.30	4.98	15.8%	2.41	7.6%	6%	False	True	182,271
10	36.28	28.76	7.52	23.8%	2.52	8.0%	38%	False	False	167,856
20	39.31	28.76	10.55	33.4%	2.22	7.0%	27%	False	False	130,803
40	45.29	28.76	16.53	52.3%	1.83	5.8%	17%	False	False	85,949
60	49.46	28.76	20.70	65.5%	1.68	5.3%	14%	False	False	64,557
80	53.35	28.76	24.59	77.8%	1.63	5.1%	12%	False	False	51,891
100	53.35	28.76	24.59	77.8%	1.61	5.1%	12%	False	False	43,316
120	53.50	28.76	24.74	78.3%	1.66	5.3%	12%	False	False	37,438

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	0.39
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	41.49
2.618	38.32
1.618	36.38
1.000	35.18
0.618	34.44
HIGH	33.24
0.618	32.50
0.500	32.27
0.382	32.04
LOW	31.30
0.618	30.10
1.000	29.36
1.618	28.16
2.618	26.22
4.250	23.06

Fisher Pivots for day following 02-Feb-2016
Pivot	1 day	3 day
R1	32.27	33.62
PP	32.05	32.95
S1	31.83	32.28

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

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