NYMEX Light Sweet Crude Oil Future May 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 15-Apr-2016 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    14-Apr-2016 | 
                    15-Apr-2016 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        41.54 | 
                        41.43 | 
                        -0.11 | 
                        -0.3% | 
                        39.72 | 
                     
                    
                        | High | 
                        42.16 | 
                        41.73 | 
                        -0.43 | 
                        -1.0% | 
                        42.42 | 
                     
                    
                        | Low | 
                        40.84 | 
                        39.98 | 
                        -0.86 | 
                        -2.1% | 
                        39.25 | 
                     
                    
                        | Close | 
                        41.50 | 
                        40.36 | 
                        -1.14 | 
                        -2.7% | 
                        40.36 | 
                     
                    
                        | Range | 
                        1.32 | 
                        1.75 | 
                        0.43 | 
                        32.6% | 
                        3.17 | 
                     
                    
                        | ATR | 
                        1.69 | 
                        1.70 | 
                        0.00 | 
                        0.2% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        488,614 | 
                        520,146 | 
                        31,532 | 
                        6.5% | 
                        3,215,385 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 15-Apr-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                45.94 | 
                44.90 | 
                41.32 | 
                 | 
             
            
                | R3 | 
                44.19 | 
                43.15 | 
                40.84 | 
                 | 
             
            
                | R2 | 
                42.44 | 
                42.44 | 
                40.68 | 
                 | 
             
            
                | R1 | 
                41.40 | 
                41.40 | 
                40.52 | 
                41.05 | 
             
            
                | PP | 
                40.69 | 
                40.69 | 
                40.69 | 
                40.51 | 
             
            
                | S1 | 
                39.65 | 
                39.65 | 
                40.20 | 
                39.30 | 
             
            
                | S2 | 
                38.94 | 
                38.94 | 
                40.04 | 
                 | 
             
            
                | S3 | 
                37.19 | 
                37.90 | 
                39.88 | 
                 | 
             
            
                | S4 | 
                35.44 | 
                36.15 | 
                39.40 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 15-Apr-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                50.19 | 
                48.44 | 
                42.10 | 
                 | 
             
            
                | R3 | 
                47.02 | 
                45.27 | 
                41.23 | 
                 | 
             
            
                | R2 | 
                43.85 | 
                43.85 | 
                40.94 | 
                 | 
             
            
                | R1 | 
                42.10 | 
                42.10 | 
                40.65 | 
                42.98 | 
             
            
                | PP | 
                40.68 | 
                40.68 | 
                40.68 | 
                41.11 | 
             
            
                | S1 | 
                38.93 | 
                38.93 | 
                40.07 | 
                39.81 | 
             
            
                | S2 | 
                37.51 | 
                37.51 | 
                39.78 | 
                 | 
             
            
                | S3 | 
                34.34 | 
                35.76 | 
                39.49 | 
                 | 
             
            
                | S4 | 
                31.17 | 
                32.59 | 
                38.62 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                42.42 | 
                39.25 | 
                3.17 | 
                7.9% | 
                1.58 | 
                3.9% | 
                35% | 
                False | 
                False | 
                643,077 | 
                 
                
                | 10 | 
                42.42 | 
                35.24 | 
                7.18 | 
                17.8% | 
                1.65 | 
                4.1% | 
                71% | 
                False | 
                False | 
                644,543 | 
                 
                
                | 20 | 
                42.49 | 
                35.24 | 
                7.25 | 
                18.0% | 
                1.58 | 
                3.9% | 
                71% | 
                False | 
                False | 
                572,848 | 
                 
                
                | 40 | 
                42.49 | 
                32.42 | 
                10.07 | 
                25.0% | 
                1.66 | 
                4.1% | 
                79% | 
                False | 
                False | 
                397,965 | 
                 
                
                | 60 | 
                42.49 | 
                30.35 | 
                12.14 | 
                30.1% | 
                1.88 | 
                4.7% | 
                82% | 
                False | 
                False | 
                304,787 | 
                 
                
                | 80 | 
                42.49 | 
                29.85 | 
                12.64 | 
                31.3% | 
                1.81 | 
                4.5% | 
                83% | 
                False | 
                False | 
                237,401 | 
                 
                
                | 100 | 
                47.45 | 
                29.85 | 
                17.60 | 
                43.6% | 
                1.74 | 
                4.3% | 
                60% | 
                False | 
                False | 
                194,459 | 
                 
                
                | 120 | 
                51.63 | 
                29.85 | 
                21.78 | 
                54.0% | 
                1.67 | 
                4.1% | 
                48% | 
                False | 
                False | 
                163,962 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            49.17 | 
         
        
            | 
2.618             | 
            46.31 | 
         
        
            | 
1.618             | 
            44.56 | 
         
        
            | 
1.000             | 
            43.48 | 
         
        
            | 
0.618             | 
            42.81 | 
         
        
            | 
HIGH             | 
            41.73 | 
         
        
            | 
0.618             | 
            41.06 | 
         
        
            | 
0.500             | 
            40.86 | 
         
        
            | 
0.382             | 
            40.65 | 
         
        
            | 
LOW             | 
            39.98 | 
         
        
            | 
0.618             | 
            38.90 | 
         
        
            | 
1.000             | 
            38.23 | 
         
        
            | 
1.618             | 
            37.15 | 
         
        
            | 
2.618             | 
            35.40 | 
         
        
            | 
4.250             | 
            32.54 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 15-Apr-2016 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                40.86 | 
                                41.20 | 
                             
                            
                                | PP | 
                                40.69 | 
                                40.92 | 
                             
                            
                                | S1 | 
                                40.53 | 
                                40.64 | 
                             
             
         |