NYMEX Light Sweet Crude Oil Future May 2016

Trading Metrics calculated at close of trading on 01-Mar-2016

Day Change Summary
	Previous	Current
	29-Feb-2016	01-Mar-2016	Change	Change %	Previous Week
Open	34.55	35.70	1.15	3.3%	33.54
High	35.81	36.51	0.70	2.0%	36.43
Low	34.22	35.18	0.96	2.8%	32.42
Close	35.58	36.15	0.57	1.6%	34.58
Range	1.59	1.33	-0.26	-16.4%	4.01
ATR	2.09	2.04	-0.05	-2.6%	0.00
Volume	132,233	178,398	46,165	34.9%	756,130

Daily Pivots for day following 01-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	39.94	39.37	36.88
R3	38.61	38.04	36.52
R2	37.28	37.28	36.39
R1	36.71	36.71	36.27	37.00
PP	35.95	35.95	35.95	36.09
S1	35.38	35.38	36.03	35.67
S2	34.62	34.62	35.91
S3	33.29	34.05	35.78
S4	31.96	32.72	35.42

Weekly Pivots for week ending 26-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	46.51	44.55	36.79
R3	42.50	40.54	35.68
R2	38.49	38.49	35.32
R1	36.53	36.53	34.95	37.51
PP	34.48	34.48	34.48	34.97
S1	32.52	32.52	34.21	33.50
S2	30.47	30.47	33.84
S3	26.46	28.51	33.48
S4	22.45	24.50	32.37

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	36.51	32.42	4.09	11.3%	1.80	5.0%	91%	True	False	156,778
10	36.51	32.42	4.09	11.3%	1.94	5.4%	91%	True	False	144,376
20	36.51	30.67	5.84	16.2%	2.05	5.7%	94%	True	False	144,356
40	41.35	29.85	11.50	31.8%	2.11	5.8%	55%	False	False	103,071
60	46.00	29.85	16.15	44.7%	1.85	5.1%	39%	False	False	76,166
80	51.63	29.85	21.78	60.2%	1.72	4.8%	29%	False	False	60,838
100	53.22	29.85	23.37	64.6%	1.63	4.5%	27%	False	False	50,555
120	53.22	29.85	23.37	64.6%	1.59	4.4%	27%	False	False	42,969

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	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.45
Narrowest range in 38 trading days

Fibonacci Retracements and Extensions
4.250	42.16
2.618	39.99
1.618	38.66
1.000	37.84
0.618	37.33
HIGH	36.51
0.618	36.00
0.500	35.85
0.382	35.69
LOW	35.18
0.618	34.36
1.000	33.85
1.618	33.03
2.618	31.70
4.250	29.53

Fisher Pivots for day following 01-Mar-2016
Pivot	1 day	3 day
R1	36.05	35.89
PP	35.95	35.63
S1	35.85	35.37

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

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