NYMEX Light Sweet Crude Oil Future April 2016

Trading Metrics calculated at close of trading on 07-Mar-2016

Day Change Summary
	Previous	Current
	04-Mar-2016	07-Mar-2016	Change	Change %	Previous Week
Open	34.66	36.20	1.54	4.4%	32.72
High	36.34	38.11	1.77	4.9%	36.34
Low	34.40	36.09	1.69	4.9%	32.32
Close	35.92	37.90	1.98	5.5%	35.92
Range	1.94	2.02	0.08	4.1%	4.02
ATR	1.99	2.01	0.01	0.7%	0.00
Volume	578,290	709,870	131,580	22.8%	2,767,780

Daily Pivots for day following 07-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	43.43	42.68	39.01
R3	41.41	40.66	38.46
R2	39.39	39.39	38.27
R1	38.64	38.64	38.09	39.02
PP	37.37	37.37	37.37	37.55
S1	36.62	36.62	37.71	37.00
S2	35.35	35.35	37.53
S3	33.33	34.60	37.34
S4	31.31	32.58	36.79

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	38.11	33.37	4.74	12.5%	1.62	4.3%	96%	True	False	593,036
10	38.11	30.56	7.55	19.9%	1.84	4.8%	97%	True	False	592,744
20	38.11	28.74	9.37	24.7%	2.00	5.3%	98%	True	False	514,163
40	38.11	28.74	9.37	24.7%	2.13	5.6%	98%	True	False	335,945
60	42.28	28.74	13.54	35.7%	1.90	5.0%	68%	False	False	238,981
80	48.10	28.74	19.36	51.1%	1.80	4.7%	47%	False	False	185,764
100	51.29	28.74	22.55	59.5%	1.71	4.5%	41%	False	False	151,597
120	53.35	28.74	24.61	64.9%	1.69	4.5%	37%	False	False	127,993

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	0.46
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	46.70
2.618	43.40
1.618	41.38
1.000	40.13
0.618	39.36
HIGH	38.11
0.618	37.34
0.500	37.10
0.382	36.86
LOW	36.09
0.618	34.84
1.000	34.07
1.618	32.82
2.618	30.80
4.250	27.51

Fisher Pivots for day following 07-Mar-2016
Pivot	1 day	3 day
R1	37.63	37.32
PP	37.37	36.73
S1	37.10	36.15

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

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