NYMEX Light Sweet Crude Oil Future May 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	39.85	39.01	-0.84	-2.1%	38.00
High	40.30	39.08	-1.22	-3.0%	40.48
Low	38.41	37.71	-0.70	-1.8%	38.00
Close	38.84	38.08	-0.76	-2.0%	40.09
Range	1.89	1.37	-0.52	-27.5%	2.48
ATR	1.88	1.84	-0.04	-1.9%	0.00
Volume	229,532	246,022	16,490	7.2%	1,482,505

Daily Pivots for day following 15-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	42.40	41.61	38.83
R3	41.03	40.24	38.46
R2	39.66	39.66	38.33
R1	38.87	38.87	38.21	38.58
PP	38.29	38.29	38.29	38.15
S1	37.50	37.50	37.95	37.21
S2	36.92	36.92	37.83
S3	35.55	36.13	37.70
S4	34.18	34.76	37.33

Weekly Pivots for week ending 11-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	46.96	46.01	41.45
R3	44.48	43.53	40.77
R2	42.00	42.00	40.54
R1	41.05	41.05	40.32	41.53
PP	39.52	39.52	39.52	39.76
S1	38.57	38.57	39.86	39.05
S2	37.04	37.04	39.64
S3	34.56	36.09	39.41
S4	32.08	33.61	38.73

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	40.48	37.71	2.77	7.3%	1.52	4.0%	13%	False	True	276,161
10	40.48	35.30	5.18	13.6%	1.64	4.3%	54%	False	False	246,357
20	40.48	32.42	8.06	21.2%	1.79	4.7%	70%	False	False	195,366
40	40.48	29.85	10.63	27.9%	2.05	5.4%	77%	False	False	154,033
60	41.35	29.85	11.50	30.2%	1.86	4.9%	72%	False	False	112,551
80	47.45	29.85	17.60	46.2%	1.76	4.6%	47%	False	False	90,049
100	51.63	29.85	21.78	57.2%	1.68	4.4%	38%	False	False	74,192
120	53.22	29.85	23.37	61.4%	1.61	4.2%	35%	False	False	63,155

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	0.26
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	44.90
2.618	42.67
1.618	41.30
1.000	40.45
0.618	39.93
HIGH	39.08
0.618	38.56
0.500	38.40
0.382	38.23
LOW	37.71
0.618	36.86
1.000	36.34
1.618	35.49
2.618	34.12
4.250	31.89

Fisher Pivots for day following 15-Mar-2016
Pivot	1 day	3 day
R1	38.40	39.10
PP	38.29	38.76
S1	38.19	38.42

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

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