NYMEX Light Sweet Crude Oil Future April 2016

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

Day Change Summary
	Previous	Current
	03-Mar-2016	04-Mar-2016	Change	Change %	Previous Week
Open	34.73	34.66	-0.07	-0.2%	32.72
High	35.32	36.34	1.02	2.9%	36.34
Low	34.19	34.40	0.21	0.6%	32.32
Close	34.57	35.92	1.35	3.9%	35.92
Range	1.13	1.94	0.81	71.7%	4.02
ATR	2.00	1.99	0.00	-0.2%	0.00
Volume	512,962	578,290	65,328	12.7%	2,767,780

Daily Pivots for day following 04-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	41.37	40.59	36.99
R3	39.43	38.65	36.45
R2	37.49	37.49	36.28
R1	36.71	36.71	36.10	37.10
PP	35.55	35.55	35.55	35.75
S1	34.77	34.77	35.74	35.16
S2	33.61	33.61	35.56
S3	31.67	32.83	35.39
S4	29.73	30.89	34.85

Weekly Pivots for week ending 04-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	46.92	45.44	38.13
R3	42.90	41.42	37.03
R2	38.88	38.88	36.66
R1	37.40	37.40	36.29	38.14
PP	34.86	34.86	34.86	35.23
S1	33.38	33.38	35.55	34.12
S2	30.84	30.84	35.18
S3	26.82	29.36	34.81
S4	22.80	25.34	33.71

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	36.34	32.32	4.02	11.2%	1.55	4.3%	90%	True	False	553,556
10	36.34	30.56	5.78	16.1%	1.86	5.2%	93%	True	False	573,858
20	36.34	28.74	7.60	21.2%	1.98	5.5%	94%	True	False	490,359
40	36.67	28.74	7.93	22.1%	2.14	6.0%	91%	False	False	320,385
60	42.28	28.74	13.54	37.7%	1.89	5.3%	53%	False	False	228,256
80	48.47	28.74	19.73	54.9%	1.79	5.0%	36%	False	False	177,140
100	52.54	28.74	23.80	66.3%	1.71	4.8%	30%	False	False	144,608
120	53.35	28.74	24.61	68.5%	1.68	4.7%	29%	False	False	122,142

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.49
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	44.59
2.618	41.42
1.618	39.48
1.000	38.28
0.618	37.54
HIGH	36.34
0.618	35.60
0.500	35.37
0.382	35.14
LOW	34.40
0.618	33.20
1.000	32.46
1.618	31.26
2.618	29.32
4.250	26.16

Fisher Pivots for day following 04-Mar-2016
Pivot	1 day	3 day
R1	35.74	35.60
PP	35.55	35.27
S1	35.37	34.95

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

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