NYMEX Light Sweet Crude Oil Future November 2009

Trading Metrics calculated at close of trading on 26-Jan-2009

Day Change Summary
	Previous	Current
	23-Jan-2009	26-Jan-2009	Change	Change %	Previous Week
Open	52.40	55.69	3.29	6.3%	53.20
High	55.46	56.63	1.17	2.1%	55.46
Low	52.40	54.98	2.58	4.9%	52.25
Close	55.85	54.65	-1.20	-2.1%	55.85
Range	3.06	1.65	-1.41	-46.1%	3.21
ATR	1.94	1.92	-0.02	-1.1%	0.00
Volume	4,867	4,219	-648	-13.3%	14,845

Daily Pivots for day following 26-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	60.37	59.16	55.56
R3	58.72	57.51	55.10
R2	57.07	57.07	54.95
R1	55.86	55.86	54.80	55.64
PP	55.42	55.42	55.42	55.31
S1	54.21	54.21	54.50	53.99
S2	53.77	53.77	54.35
S3	52.12	52.56	54.20
S4	50.47	50.91	53.74

Weekly Pivots for week ending 23-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	64.15	63.21	57.62
R3	60.94	60.00	56.73
R2	57.73	57.73	56.44
R1	56.79	56.79	56.14	57.26
PP	54.52	54.52	54.52	54.76
S1	53.58	53.58	55.56	54.05
S2	51.31	51.31	55.26
S3	48.10	50.37	54.97
S4	44.89	47.16	54.08

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	56.63	52.25	4.38	8.0%	1.43	2.6%	55%	True	False	3,812
10	58.00	52.25	5.75	10.5%	1.47	2.7%	42%	False	False	3,488

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	True
Stretch	0.33
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	63.64
2.618	60.95
1.618	59.30
1.000	58.28
0.618	57.65
HIGH	56.63
0.618	56.00
0.500	55.81
0.382	55.61
LOW	54.98
0.618	53.96
1.000	53.33
1.618	52.31
2.618	50.66
4.250	47.97

Fisher Pivots for day following 26-Jan-2009
Pivot	1 day	3 day
R1	55.81	54.61
PP	55.42	54.56
S1	55.04	54.52

Download as Excel Spreadsheet

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

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