NYMEX Light Sweet Crude Oil Future May 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 06-Apr-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 05-Apr-2016 | 06-Apr-2016 | Change | Change % | Previous Week |  
                        | Open | 35.50 | 36.52 | 1.02 | 2.9% | 39.55 |  
                        | High | 36.58 | 37.90 | 1.32 | 3.6% | 40.14 |  
                        | Low | 35.24 | 36.43 | 1.19 | 3.4% | 36.63 |  
                        | Close | 35.89 | 37.75 | 1.86 | 5.2% | 36.79 |  
                        | Range | 1.34 | 1.47 | 0.13 | 9.7% | 3.51 |  
                        | ATR | 1.67 | 1.69 | 0.02 | 1.5% | 0.00 |  
                        | Volume | 485,543 | 751,048 | 265,505 | 54.7% | 2,409,618 |  | 
    
| 
        
            | Daily Pivots for day following 06-Apr-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 41.77 | 41.23 | 38.56 |  |  
                | R3 | 40.30 | 39.76 | 38.15 |  |  
                | R2 | 38.83 | 38.83 | 38.02 |  |  
                | R1 | 38.29 | 38.29 | 37.88 | 38.56 |  
                | PP | 37.36 | 37.36 | 37.36 | 37.50 |  
                | S1 | 36.82 | 36.82 | 37.62 | 37.09 |  
                | S2 | 35.89 | 35.89 | 37.48 |  |  
                | S3 | 34.42 | 35.35 | 37.35 |  |  
                | S4 | 32.95 | 33.88 | 36.94 |  |  | 
        
            | 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 | 39.04 | 35.24 | 3.80 | 10.1% | 1.59 | 4.2% | 66% | False | False | 573,082 |  
                | 10 | 41.34 | 35.24 | 6.10 | 16.2% | 1.56 | 4.1% | 41% | False | False | 518,285 |  
                | 20 | 42.49 | 35.24 | 7.25 | 19.2% | 1.53 | 4.1% | 35% | False | False | 449,793 |  
                | 40 | 42.49 | 30.67 | 11.82 | 31.3% | 1.76 | 4.7% | 60% | False | False | 309,522 |  
                | 60 | 42.49 | 29.85 | 12.64 | 33.5% | 1.91 | 5.1% | 63% | False | False | 233,955 |  
                | 80 | 42.49 | 29.85 | 12.64 | 33.5% | 1.77 | 4.7% | 63% | False | False | 181,328 |  
                | 100 | 48.35 | 29.85 | 18.50 | 49.0% | 1.71 | 4.5% | 43% | False | False | 148,814 |  
                | 120 | 51.63 | 29.85 | 21.78 | 57.7% | 1.63 | 4.3% | 36% | False | False | 125,603 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 44.15 |  
            | 2.618 | 41.75 |  
            | 1.618 | 40.28 |  
            | 1.000 | 39.37 |  
            | 0.618 | 38.81 |  
            | HIGH | 37.90 |  
            | 0.618 | 37.34 |  
            | 0.500 | 37.17 |  
            | 0.382 | 36.99 |  
            | LOW | 36.43 |  
            | 0.618 | 35.52 |  
            | 1.000 | 34.96 |  
            | 1.618 | 34.05 |  
            | 2.618 | 32.58 |  
            | 4.250 | 30.18 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 06-Apr-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 37.56 | 37.36 |  
                                | PP | 37.36 | 36.96 |  
                                | S1 | 37.17 | 36.57 |  |