NYMEX Light Sweet Crude Oil Future May 2016

Trading Metrics calculated at close of trading on 05-Apr-2016

Day Change Summary
	Previous	Current
	04-Apr-2016	05-Apr-2016	Change	Change %	Previous Week
Open	36.61	35.50	-1.11	-3.0%	39.55
High	37.21	36.58	-0.63	-1.7%	40.14
Low	35.46	35.24	-0.22	-0.6%	36.63
Close	35.70	35.89	0.19	0.5%	36.79
Range	1.75	1.34	-0.41	-23.4%	3.51
ATR	1.69	1.67	-0.03	-1.5%	0.00
Volume	549,477	485,543	-63,934	-11.6%	2,409,618

Daily Pivots for day following 05-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	39.92	39.25	36.63
R3	38.58	37.91	36.26
R2	37.24	37.24	36.14
R1	36.57	36.57	36.01	36.91
PP	35.90	35.90	35.90	36.07
S1	35.23	35.23	35.77	35.57
S2	34.56	34.56	35.64
S3	33.22	33.89	35.52
S4	31.88	32.55	35.15

Weekly Pivots for week ending 01-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	48.38	46.10	38.72
R3	44.87	42.59	37.76
R2	41.36	41.36	37.43
R1	39.08	39.08	37.11	38.47
PP	37.85	37.85	37.85	37.55
S1	35.57	35.57	36.47	34.96
S2	34.34	34.34	36.15
S3	30.83	32.06	35.82
S4	27.32	28.55	34.86

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	39.85	35.24	4.61	12.8%	1.64	4.6%	14%	False	True	531,366
10	41.90	35.24	6.66	18.6%	1.53	4.3%	10%	False	True	489,550
20	42.49	35.24	7.25	20.2%	1.57	4.4%	9%	False	True	426,610
40	42.49	30.67	11.82	32.9%	1.77	4.9%	44%	False	False	293,960
60	42.49	29.85	12.64	35.2%	1.91	5.3%	48%	False	False	222,120
80	42.98	29.85	13.13	36.6%	1.78	5.0%	46%	False	False	172,290
100	48.60	29.85	18.75	52.2%	1.71	4.8%	32%	False	False	141,411
120	51.63	29.85	21.78	60.7%	1.62	4.5%	28%	False	False	119,428

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.36
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	42.28
2.618	40.09
1.618	38.75
1.000	37.92
0.618	37.41
HIGH	36.58
0.618	36.07
0.500	35.91
0.382	35.75
LOW	35.24
0.618	34.41
1.000	33.90
1.618	33.07
2.618	31.73
4.250	29.55

Fisher Pivots for day following 05-Apr-2016
Pivot	1 day	3 day
R1	35.91	36.90
PP	35.90	36.56
S1	35.90	36.23

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

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