NYMEX Light Sweet Crude Oil Future May 2016

Trading Metrics calculated at close of trading on 24-Mar-2016

Day Change Summary
	Previous	Current
	23-Mar-2016	24-Mar-2016	Change	Change %	Previous Week
Open	41.19	39.73	-1.46	-3.5%	39.85
High	41.34	39.77	-1.57	-3.8%	42.49
Low	39.67	38.33	-1.34	-3.4%	37.71
Close	39.79	39.46	-0.33	-0.8%	41.14
Range	1.67	1.44	-0.23	-13.8%	4.78
ATR	1.75	1.72	-0.02	-1.2%	0.00
Volume	492,003	495,168	3,165	0.6%	1,964,731

Daily Pivots for day following 24-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	43.51	42.92	40.25
R3	42.07	41.48	39.86
R2	40.63	40.63	39.72
R1	40.04	40.04	39.59	39.62
PP	39.19	39.19	39.19	38.97
S1	38.60	38.60	39.33	38.18
S2	37.75	37.75	39.20
S3	36.31	37.16	39.06
S4	34.87	35.72	38.67

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	38.33	4.16	10.5%	1.42	3.6%	27%	False	True	520,384
10	42.49	37.71	4.78	12.1%	1.48	3.7%	37%	False	False	414,930
20	42.49	34.22	8.27	21.0%	1.59	4.0%	63%	False	False	317,171
40	42.49	30.67	11.82	30.0%	1.88	4.8%	74%	False	False	225,777
60	42.49	29.85	12.64	32.0%	1.92	4.9%	76%	False	False	167,469
80	46.46	29.85	16.61	42.1%	1.77	4.5%	58%	False	False	131,311
100	51.63	29.85	21.78	55.2%	1.69	4.3%	44%	False	False	107,763
120	53.22	29.85	23.37	59.2%	1.63	4.1%	41%	False	False	91,323

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	0.25
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	45.89
2.618	43.54
1.618	42.10
1.000	41.21
0.618	40.66
HIGH	39.77
0.618	39.22
0.500	39.05
0.382	38.88
LOW	38.33
0.618	37.44
1.000	36.89
1.618	36.00
2.618	34.56
4.250	32.21

Fisher Pivots for day following 24-Mar-2016
Pivot	1 day	3 day
R1	39.32	40.12
PP	39.19	39.90
S1	39.05	39.68

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

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