NYMEX Light Sweet Crude Oil Future May 2016

Trading Metrics calculated at close of trading on 21-Mar-2016

Day Change Summary
	Previous	Current
	18-Mar-2016	21-Mar-2016	Change	Change %	Previous Week
Open	41.63	41.07	-0.56	-1.3%	39.85
High	42.49	41.80	-0.69	-1.6%	42.49
Low	41.02	40.41	-0.61	-1.5%	37.71
Close	41.14	41.52	0.38	0.9%	41.14
Range	1.47	1.39	-0.08	-5.4%	4.78
ATR	1.82	1.79	-0.03	-1.7%	0.00
Volume	671,720	479,337	-192,383	-28.6%	1,964,731

Daily Pivots for day following 21-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	45.41	44.86	42.28
R3	44.02	43.47	41.90
R2	42.63	42.63	41.77
R1	42.08	42.08	41.65	42.36
PP	41.24	41.24	41.24	41.38
S1	40.69	40.69	41.39	40.97
S2	39.85	39.85	41.27
S3	38.46	39.30	41.14
S4	37.07	37.91	40.76

Weekly Pivots for week ending 18-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	54.79	52.74	43.77
R3	50.01	47.96	42.45
R2	45.23	45.23	42.02
R1	43.18	43.18	41.58	44.21
PP	40.45	40.45	40.45	40.96
S1	38.40	38.40	40.70	39.43
S2	35.67	35.67	40.26
S3	30.89	33.62	39.83
S4	26.11	28.84	38.51

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	42.49	37.71	4.78	11.5%	1.54	3.7%	80%	False	False	442,907
10	42.49	37.71	4.78	11.5%	1.62	3.9%	80%	False	False	363,671
20	42.49	32.42	10.07	24.3%	1.70	4.1%	90%	False	False	266,969
40	42.49	30.67	11.82	28.5%	1.98	4.8%	92%	False	False	195,861
60	42.49	29.85	12.64	30.4%	1.91	4.6%	92%	False	False	144,133
80	47.45	29.85	17.60	42.4%	1.77	4.3%	66%	False	False	113,732
100	51.63	29.85	21.78	52.5%	1.70	4.1%	54%	False	False	93,567
120	53.22	29.85	23.37	56.3%	1.62	3.9%	50%	False	False	79,351

Crabel Price Patterns
NR	True
NR4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	47.71
2.618	45.44
1.618	44.05
1.000	43.19
0.618	42.66
HIGH	41.80
0.618	41.27
0.500	41.11
0.382	40.94
LOW	40.41
0.618	39.55
1.000	39.02
1.618	38.16
2.618	36.77
4.250	34.50

Fisher Pivots for day following 21-Mar-2016
Pivot	1 day	3 day
R1	41.38	41.43
PP	41.24	41.34
S1	41.11	41.25

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

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