NYMEX Light Sweet Crude Oil Future May 2016

Trading Metrics calculated at close of trading on 23-Mar-2016

Day Change Summary
	Previous	Current
	22-Mar-2016	23-Mar-2016	Change	Change %	Previous Week
Open	41.59	41.19	-0.40	-1.0%	39.85
High	41.90	41.34	-0.56	-1.3%	42.49
Low	40.77	39.67	-1.10	-2.7%	37.71
Close	41.45	39.79	-1.66	-4.0%	41.14
Range	1.13	1.67	0.54	47.8%	4.78
ATR	1.74	1.75	0.00	0.2%	0.00
Volume	463,693	492,003	28,310	6.1%	1,964,731

Daily Pivots for day following 23-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	45.28	44.20	40.71
R3	43.61	42.53	40.25
R2	41.94	41.94	40.10
R1	40.86	40.86	39.94	40.57
PP	40.27	40.27	40.27	40.12
S1	39.19	39.19	39.64	38.90
S2	38.60	38.60	39.48
S3	36.93	37.52	39.33
S4	35.26	35.85	38.87

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	39.67	2.82	7.1%	1.47	3.7%	4%	False	True	509,934
10	42.49	37.71	4.78	12.0%	1.46	3.7%	44%	False	False	397,008
20	42.49	33.03	9.46	23.8%	1.63	4.1%	71%	False	False	300,470
40	42.49	30.67	11.82	29.7%	1.91	4.8%	77%	False	False	215,826
60	42.49	29.85	12.64	31.8%	1.91	4.8%	79%	False	False	159,408
80	47.11	29.85	17.26	43.4%	1.77	4.5%	58%	False	False	125,213
100	51.63	29.85	21.78	54.7%	1.69	4.2%	46%	False	False	102,893
120	53.22	29.85	23.37	58.7%	1.63	4.1%	43%	False	False	87,249

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.27
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	48.44
2.618	45.71
1.618	44.04
1.000	43.01
0.618	42.37
HIGH	41.34
0.618	40.70
0.500	40.51
0.382	40.31
LOW	39.67
0.618	38.64
1.000	38.00
1.618	36.97
2.618	35.30
4.250	32.57

Fisher Pivots for day following 23-Mar-2016
Pivot	1 day	3 day
R1	40.51	40.79
PP	40.27	40.45
S1	40.03	40.12

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

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