NYMEX Light Sweet Crude Oil Future May 2016

Trading Metrics calculated at close of trading on 28-Mar-2016

Day Change Summary
	Previous	Current
	24-Mar-2016	28-Mar-2016	Change	Change %	Previous Week
Open	39.73	39.55	-0.18	-0.5%	41.07
High	39.77	40.14	0.37	0.9%	41.90
Low	38.33	38.86	0.53	1.4%	38.33
Close	39.46	39.39	-0.07	-0.2%	39.46
Range	1.44	1.28	-0.16	-11.1%	3.57
ATR	1.72	1.69	-0.03	-1.8%	0.00
Volume	495,168	299,775	-195,393	-39.5%	1,930,201

Daily Pivots for day following 28-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	43.30	42.63	40.09
R3	42.02	41.35	39.74
R2	40.74	40.74	39.62
R1	40.07	40.07	39.51	39.77
PP	39.46	39.46	39.46	39.31
S1	38.79	38.79	39.27	38.49
S2	38.18	38.18	39.16
S3	36.90	37.51	39.04
S4	35.62	36.23	38.69

Weekly Pivots for week ending 25-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	50.61	48.60	41.42
R3	47.04	45.03	40.44
R2	43.47	43.47	40.11
R1	41.46	41.46	39.79	40.68
PP	39.90	39.90	39.90	39.51
S1	37.89	37.89	39.13	37.11
S2	36.33	36.33	38.81
S3	32.76	34.32	38.48
S4	29.19	30.75	37.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	41.90	38.33	3.57	9.1%	1.38	3.5%	30%	False	False	445,995
10	42.49	37.71	4.78	12.1%	1.51	3.8%	35%	False	False	419,470
20	42.49	34.22	8.27	21.0%	1.56	4.0%	63%	False	False	324,667
40	42.49	30.67	11.82	30.0%	1.84	4.7%	74%	False	False	230,863
60	42.49	29.85	12.64	32.1%	1.92	4.9%	75%	False	False	172,280
80	46.00	29.85	16.15	41.0%	1.78	4.5%	59%	False	False	134,844
100	51.63	29.85	21.78	55.3%	1.69	4.3%	44%	False	False	110,667
120	53.22	29.85	23.37	59.3%	1.62	4.1%	41%	False	False	93,753

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	0.30
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	45.58
2.618	43.49
1.618	42.21
1.000	41.42
0.618	40.93
HIGH	40.14
0.618	39.65
0.500	39.50
0.382	39.35
LOW	38.86
0.618	38.07
1.000	37.58
1.618	36.79
2.618	35.51
4.250	33.42

Fisher Pivots for day following 28-Mar-2016
Pivot	1 day	3 day
R1	39.50	39.84
PP	39.46	39.69
S1	39.43	39.54

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

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