NYMEX Light Sweet Crude Oil Future April 2016

Trading Metrics calculated at close of trading on 03-Mar-2016

Day Change Summary
	Previous	Current
	02-Mar-2016	03-Mar-2016	Change	Change %	Previous Week
Open	33.89	34.73	0.84	2.5%	31.96
High	35.17	35.32	0.15	0.4%	34.69
Low	33.55	34.19	0.64	1.9%	30.56
Close	34.66	34.57	-0.09	-0.3%	32.78
Range	1.62	1.13	-0.49	-30.2%	4.13
ATR	2.06	2.00	-0.07	-3.2%	0.00
Volume	597,834	512,962	-84,872	-14.2%	2,970,808

Daily Pivots for day following 03-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	38.08	37.46	35.19
R3	36.95	36.33	34.88
R2	35.82	35.82	34.78
R1	35.20	35.20	34.67	34.95
PP	34.69	34.69	34.69	34.57
S1	34.07	34.07	34.47	33.82
S2	33.56	33.56	34.36
S3	32.43	32.94	34.26
S4	31.30	31.81	33.95

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	35.32	32.32	3.00	8.7%	1.57	4.5%	75%	True	False	567,156
10	35.32	30.56	4.76	13.8%	1.83	5.3%	84%	True	False	567,119
20	35.32	28.74	6.58	19.0%	1.98	5.7%	89%	True	False	473,510
40	38.59	28.74	9.85	28.5%	2.15	6.2%	59%	False	False	307,863
60	43.51	28.74	14.77	42.7%	1.90	5.5%	39%	False	False	219,477
80	48.84	28.74	20.10	58.1%	1.78	5.2%	29%	False	False	170,187
100	53.35	28.74	24.61	71.2%	1.71	4.9%	24%	False	False	138,983
120	53.35	28.74	24.61	71.2%	1.68	4.9%	24%	False	False	117,373

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	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.49
Narrowest range in 43 trading days

Fibonacci Retracements and Extensions
4.250	40.12
2.618	38.28
1.618	37.15
1.000	36.45
0.618	36.02
HIGH	35.32
0.618	34.89
0.500	34.76
0.382	34.62
LOW	34.19
0.618	33.49
1.000	33.06
1.618	32.36
2.618	31.23
4.250	29.39

Fisher Pivots for day following 03-Mar-2016
Pivot	1 day	3 day
R1	34.76	34.50
PP	34.69	34.42
S1	34.63	34.35

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

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