NYMEX Light Sweet Crude Oil Future February 2009

Trading Metrics calculated at close of trading on 13-Jan-2009

Day Change Summary
	Previous	Current
	12-Jan-2009	13-Jan-2009	Change	Change %	Previous Week
Open	40.55	37.49	-3.06	-7.5%	47.04
High	40.80	39.50	-1.30	-3.2%	50.47
Low	37.48	36.10	-1.38	-3.7%	39.38
Close	37.59	37.78	0.19	0.5%	40.83
Range	3.32	3.40	0.08	2.4%	11.09
ATR	4.18	4.12	-0.06	-1.3%	0.00
Volume	277,431	272,828	-4,603	-1.7%	1,393,495

Daily Pivots for day following 13-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	47.99	46.29	39.65
R3	44.59	42.89	38.72
R2	41.19	41.19	38.40
R1	39.49	39.49	38.09	40.34
PP	37.79	37.79	37.79	38.22
S1	36.09	36.09	37.47	36.94
S2	34.39	34.39	37.16
S3	30.99	32.69	36.85
S4	27.59	29.29	35.91

Weekly Pivots for week ending 09-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	76.83	69.92	46.93
R3	65.74	58.83	43.88
R2	54.65	54.65	42.86
R1	47.74	47.74	41.85	45.65
PP	43.56	43.56	43.56	42.52
S1	36.65	36.65	39.81	34.56
S2	32.47	32.47	38.80
S3	21.38	25.56	37.78
S4	10.29	14.47	34.73

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	49.09	36.10	12.99	34.4%	3.96	10.5%	13%	False	True	300,062
10	50.47	36.10	14.37	38.0%	4.32	11.4%	12%	False	True	242,021
20	52.95	35.13	17.82	47.2%	4.12	10.9%	15%	False	False	197,782
40	61.45	35.13	26.32	69.7%	4.02	10.7%	10%	False	False	136,806
60	76.72	35.13	41.59	110.1%	4.30	11.4%	6%	False	False	98,309
80	109.44	35.13	74.31	196.7%	4.54	12.0%	4%	False	False	76,521
100	123.65	35.13	88.52	234.3%	4.43	11.7%	3%	False	False	62,392
120	129.51	35.13	94.38	249.8%	4.21	11.1%	3%	False	False	52,475

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	1.11
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	53.95
2.618	48.40
1.618	45.00
1.000	42.90
0.618	41.60
HIGH	39.50
0.618	38.20
0.500	37.80
0.382	37.40
LOW	36.10
0.618	34.00
1.000	32.70
1.618	30.60
2.618	27.20
4.250	21.65

Fisher Pivots for day following 13-Jan-2009
Pivot	1 day	3 day
R1	37.80	39.40
PP	37.79	38.86
S1	37.79	38.32

Download as Excel Spreadsheet

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

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