NYMEX Light Sweet Crude Oil Future April 2016

Trading Metrics calculated at close of trading on 15-Mar-2016

Day Change Summary
	Previous	Current
	14-Mar-2016	15-Mar-2016	Change	Change %	Previous Week
Open	38.17	37.37	-0.80	-2.1%	36.20
High	38.77	37.40	-1.37	-3.5%	39.02
Low	36.68	35.96	-0.72	-2.0%	36.09
Close	37.18	36.34	-0.84	-2.3%	38.50
Range	2.09	1.44	-0.65	-31.1%	2.93
ATR	1.94	1.91	-0.04	-1.8%	0.00
Volume	489,938	446,100	-43,838	-8.9%	3,423,661

Daily Pivots for day following 15-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	40.89	40.05	37.13
R3	39.45	38.61	36.74
R2	38.01	38.01	36.60
R1	37.17	37.17	36.47	36.87
PP	36.57	36.57	36.57	36.42
S1	35.73	35.73	36.21	35.43
S2	35.13	35.13	36.08
S3	33.69	34.29	35.94
S4	32.25	32.85	35.55

Weekly Pivots for week ending 11-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	46.66	45.51	40.11
R3	43.73	42.58	39.31
R2	40.80	40.80	39.04
R1	39.65	39.65	38.77	40.23
PP	37.87	37.87	37.87	38.16
S1	36.72	36.72	38.23	37.30
S2	34.94	34.94	37.96
S3	32.01	33.79	37.69
S4	29.08	30.86	36.89

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	39.02	35.96	3.06	8.4%	1.63	4.5%	12%	False	True	588,579
10	39.02	33.55	5.47	15.1%	1.72	4.7%	51%	False	False	604,878
20	39.02	30.56	8.46	23.3%	1.87	5.1%	68%	False	False	574,999
40	39.02	28.74	10.28	28.3%	2.11	5.8%	74%	False	False	412,459
60	40.50	28.74	11.76	32.4%	1.92	5.3%	65%	False	False	294,403
80	46.78	28.74	18.04	49.6%	1.82	5.0%	42%	False	False	229,803
100	51.29	28.74	22.55	62.1%	1.74	4.8%	34%	False	False	187,364
120	53.35	28.74	24.61	67.7%	1.70	4.7%	31%	False	False	157,999

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.28
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	43.52
2.618	41.17
1.618	39.73
1.000	38.84
0.618	38.29
HIGH	37.40
0.618	36.85
0.500	36.68
0.382	36.51
LOW	35.96
0.618	35.07
1.000	34.52
1.618	33.63
2.618	32.19
4.250	29.84

Fisher Pivots for day following 15-Mar-2016
Pivot	1 day	3 day
R1	36.68	37.49
PP	36.57	37.11
S1	36.45	36.72

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

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