NYMEX Light Sweet Crude Oil Future April 2016

Trading Metrics calculated at close of trading on 10-Mar-2016

Day Change Summary
	Previous	Current
	09-Mar-2016	10-Mar-2016	Change	Change %	Previous Week
Open	36.36	38.17	1.81	5.0%	32.72
High	38.51	38.48	-0.03	-0.1%	36.34
Low	36.24	37.21	0.97	2.7%	32.32
Close	38.29	37.84	-0.45	-1.2%	35.92
Range	2.27	1.27	-1.00	-44.1%	4.02
ATR	2.04	1.99	-0.06	-2.7%	0.00
Volume	740,632	701,435	-39,197	-5.3%	2,767,780

Daily Pivots for day following 10-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	41.65	41.02	38.54
R3	40.38	39.75	38.19
R2	39.11	39.11	38.07
R1	38.48	38.48	37.96	38.16
PP	37.84	37.84	37.84	37.69
S1	37.21	37.21	37.72	36.89
S2	36.57	36.57	37.61
S3	35.30	35.94	37.49
S4	34.03	34.67	37.14

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	38.51	34.40	4.11	10.9%	1.95	5.2%	84%	False	False	687,432
10	38.51	32.32	6.19	16.4%	1.76	4.7%	89%	False	False	627,294
20	38.51	28.74	9.77	25.8%	1.97	5.2%	93%	False	False	567,203
40	38.51	28.74	9.77	25.8%	2.12	5.6%	93%	False	False	383,605
60	41.01	28.74	12.27	32.4%	1.93	5.1%	74%	False	False	272,263
80	46.78	28.74	18.04	47.7%	1.82	4.8%	50%	False	False	211,882
100	51.29	28.74	22.55	59.6%	1.73	4.6%	40%	False	False	172,772
120	53.35	28.74	24.61	65.0%	1.70	4.5%	37%	False	False	145,645

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.35
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	43.88
2.618	41.80
1.618	40.53
1.000	39.75
0.618	39.26
HIGH	38.48
0.618	37.99
0.500	37.85
0.382	37.70
LOW	37.21
0.618	36.43
1.000	35.94
1.618	35.16
2.618	33.89
4.250	31.81

Fisher Pivots for day following 10-Mar-2016
Pivot	1 day	3 day
R1	37.85	37.67
PP	37.84	37.49
S1	37.84	37.32

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

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