NYMEX Light Sweet Crude Oil Future April 2016

Trading Metrics calculated at close of trading on 04-Feb-2016

Day Change Summary
	Previous	Current
	03-Feb-2016	04-Feb-2016	Change	Change %	Previous Week
Open	31.48	34.29	2.81	8.9%	33.55
High	34.32	35.08	0.76	2.2%	36.28
Low	31.14	33.18	2.04	6.6%	30.70
Close	33.86	33.38	-0.48	-1.4%	35.28
Range	3.18	1.90	-1.28	-40.3%	5.58
ATR	2.20	2.18	-0.02	-1.0%	0.00
Volume	289,101	241,329	-47,772	-16.5%	860,916

Daily Pivots for day following 04-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	39.58	38.38	34.43
R3	37.68	36.48	33.90
R2	35.78	35.78	33.73
R1	34.58	34.58	33.55	34.23
PP	33.88	33.88	33.88	33.71
S1	32.68	32.68	33.21	32.33
S2	31.98	31.98	33.03
S3	30.08	30.78	32.86
S4	28.18	28.88	32.34

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	35.93	31.14	4.79	14.3%	2.29	6.9%	47%	False	False	211,989
10	36.28	30.70	5.58	16.7%	2.60	7.8%	48%	False	False	189,478
20	36.67	28.76	7.91	23.7%	2.29	6.9%	58%	False	False	150,412
40	42.28	28.76	13.52	40.5%	1.85	5.5%	34%	False	False	97,204
60	48.47	28.76	19.71	59.0%	1.73	5.2%	23%	False	False	72,733
80	52.54	28.76	23.78	71.2%	1.65	4.9%	19%	False	False	58,170
100	53.35	28.76	24.59	73.7%	1.62	4.9%	19%	False	False	48,498
120	53.50	28.76	24.74	74.1%	1.69	5.1%	19%	False	False	41,675

Crabel Price Patterns
NR	True
NR4	True
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	0.46
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	43.16
2.618	40.05
1.618	38.15
1.000	36.98
0.618	36.25
HIGH	35.08
0.618	34.35
0.500	34.13
0.382	33.91
LOW	33.18
0.618	32.01
1.000	31.28
1.618	30.11
2.618	28.21
4.250	25.11

Fisher Pivots for day following 04-Feb-2016
Pivot	1 day	3 day
R1	34.13	33.29
PP	33.88	33.20
S1	33.63	33.11

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

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