NYMEX Light Sweet Crude Oil Future May 2016

Trading Metrics calculated at close of trading on 13-Apr-2016

Day Change Summary
	Previous	Current
	12-Apr-2016	13-Apr-2016	Change	Change %	Previous Week
Open	40.35	41.63	1.28	3.2%	36.61
High	42.25	42.42	0.17	0.4%	39.84
Low	40.09	41.24	1.15	2.9%	35.24
Close	42.17	41.76	-0.41	-1.0%	39.72
Range	2.16	1.18	-0.98	-45.4%	4.60
ATR	1.76	1.72	-0.04	-2.4%	0.00
Volume	796,837	730,437	-66,400	-8.3%	3,230,047

Daily Pivots for day following 13-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	45.35	44.73	42.41
R3	44.17	43.55	42.08
R2	42.99	42.99	41.98
R1	42.37	42.37	41.87	42.68
PP	41.81	41.81	41.81	41.96
S1	41.19	41.19	41.65	41.50
S2	40.63	40.63	41.54
S3	39.45	40.01	41.44
S4	38.27	38.83	41.11

Weekly Pivots for week ending 08-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	52.07	50.49	42.25
R3	47.47	45.89	40.99
R2	42.87	42.87	40.56
R1	41.29	41.29	40.14	42.08
PP	38.27	38.27	38.27	38.66
S1	36.69	36.69	39.30	37.48
S2	33.67	33.67	38.88
S3	29.07	32.09	38.46
S4	24.47	27.49	37.19

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	42.42	36.69	5.73	13.7%	1.77	4.2%	88%	True	False	730,120
10	42.42	35.24	7.18	17.2%	1.68	4.0%	91%	True	False	651,601
20	42.49	35.24	7.25	17.4%	1.60	3.8%	90%	False	False	563,283
40	42.49	32.42	10.07	24.1%	1.69	4.1%	93%	False	False	379,325
60	42.49	29.85	12.64	30.3%	1.90	4.5%	94%	False	False	290,450
80	42.49	29.85	12.64	30.3%	1.80	4.3%	94%	False	False	225,234
100	47.45	29.85	17.60	42.1%	1.72	4.1%	68%	False	False	184,696
120	51.63	29.85	21.78	52.2%	1.66	4.0%	55%	False	False	155,707

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.38
Narrowest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	47.44
2.618	45.51
1.618	44.33
1.000	43.60
0.618	43.15
HIGH	42.42
0.618	41.97
0.500	41.83
0.382	41.69
LOW	41.24
0.618	40.51
1.000	40.06
1.618	39.33
2.618	38.15
4.250	36.23

Fisher Pivots for day following 13-Apr-2016
Pivot	1 day	3 day
R1	41.83	41.45
PP	41.81	41.14
S1	41.78	40.84

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

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