NYMEX Light Sweet Crude Oil Future May 2016

Trading Metrics calculated at close of trading on 17-Mar-2016

Day Change Summary
	Previous	Current
	16-Mar-2016	17-Mar-2016	Change	Change %	Previous Week
Open	38.48	40.06	1.58	4.1%	38.00
High	40.14	41.71	1.57	3.9%	40.48
Low	38.39	40.00	1.61	4.2%	38.00
Close	40.00	41.66	1.66	4.2%	40.09
Range	1.75	1.71	-0.04	-2.3%	2.48
ATR	1.86	1.85	-0.01	-0.6%	0.00
Volume	374,538	442,919	68,381	18.3%	1,482,505

Daily Pivots for day following 17-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	46.25	45.67	42.60
R3	44.54	43.96	42.13
R2	42.83	42.83	41.97
R1	42.25	42.25	41.82	42.54
PP	41.12	41.12	41.12	41.27
S1	40.54	40.54	41.50	40.83
S2	39.41	39.41	41.35
S3	37.70	38.83	41.19
S4	35.99	37.12	40.72

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	41.71	37.71	4.00	9.6%	1.53	3.7%	99%	True	False	309,477
10	41.71	36.19	5.52	13.3%	1.73	4.1%	99%	True	False	292,722
20	41.71	32.42	9.29	22.3%	1.74	4.2%	99%	True	False	223,082
40	41.71	30.35	11.36	27.3%	2.04	4.9%	100%	True	False	170,756
60	41.71	29.85	11.86	28.5%	1.88	4.5%	100%	True	False	125,585
80	47.45	29.85	17.60	42.2%	1.78	4.3%	67%	False	False	99,862
100	51.63	29.85	21.78	52.3%	1.69	4.1%	54%	False	False	82,185
120	53.22	29.85	23.37	56.1%	1.62	3.9%	51%	False	False	69,855

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	0.18
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	48.98
2.618	46.19
1.618	44.48
1.000	43.42
0.618	42.77
HIGH	41.71
0.618	41.06
0.500	40.86
0.382	40.65
LOW	40.00
0.618	38.94
1.000	38.29
1.618	37.23
2.618	35.52
4.250	32.73

Fisher Pivots for day following 17-Mar-2016
Pivot	1 day	3 day
R1	41.39	41.01
PP	41.12	40.36
S1	40.86	39.71

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

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