NYMEX Light Sweet Crude Oil Future April 2016

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

Day Change Summary
	Previous	Current
	29-Feb-2016	01-Mar-2016	Change	Change %	Previous Week
Open	32.72	33.90	1.18	3.6%	31.96
High	33.98	34.76	0.78	2.3%	34.69
Low	32.32	33.37	1.05	3.2%	30.56
Close	33.75	34.40	0.65	1.9%	32.78
Range	1.66	1.39	-0.27	-16.3%	4.13
ATR	2.15	2.10	-0.05	-2.5%	0.00
Volume	512,468	566,226	53,758	10.5%	2,970,808

Daily Pivots for day following 01-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	38.35	37.76	35.16
R3	36.96	36.37	34.78
R2	35.57	35.57	34.65
R1	34.98	34.98	34.53	35.28
PP	34.18	34.18	34.18	34.32
S1	33.59	33.59	34.27	33.89
S2	32.79	32.79	34.15
S3	31.40	32.20	34.02
S4	30.01	30.81	33.64

Weekly Pivots for week ending 26-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	45.07	43.05	35.05
R3	40.94	38.92	33.92
R2	36.81	36.81	33.54
R1	34.79	34.79	33.16	35.80
PP	32.68	32.68	32.68	33.18
S1	30.66	30.66	32.40	31.67
S2	28.55	28.55	32.02
S3	24.42	26.53	31.64
S4	20.29	22.40	30.51

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	34.76	30.56	4.20	12.2%	1.87	5.4%	91%	True	False	597,821
10	34.76	30.56	4.20	12.2%	2.02	5.9%	91%	True	False	545,121
20	35.08	28.74	6.34	18.4%	2.10	6.1%	89%	False	False	441,707
40	40.50	28.74	11.76	34.2%	2.16	6.3%	48%	False	False	282,730
60	45.29	28.74	16.55	48.1%	1.91	5.6%	34%	False	False	201,863
80	51.29	28.74	22.55	65.6%	1.79	5.2%	25%	False	False	156,656
100	53.35	28.74	24.61	71.5%	1.72	5.0%	23%	False	False	128,130
120	53.35	28.74	24.61	71.5%	1.69	4.9%	23%	False	False	108,205

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.50
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	40.67
2.618	38.40
1.618	37.01
1.000	36.15
0.618	35.62
HIGH	34.76
0.618	34.23
0.500	34.07
0.382	33.90
LOW	33.37
0.618	32.51
1.000	31.98
1.618	31.12
2.618	29.73
4.250	27.46

Fisher Pivots for day following 01-Mar-2016
Pivot	1 day	3 day
R1	34.29	34.11
PP	34.18	33.83
S1	34.07	33.54

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

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