NYMEX Light Sweet Crude Oil Future September 2009

Trading Metrics calculated at close of trading on 22-Jan-2009

Day Change Summary
	Previous	Current
	21-Jan-2009	22-Jan-2009	Change	Change %	Previous Week
Open	50.90	51.60	0.70	1.4%	54.25
High	51.77	51.77	0.00	0.0%	57.15
Low	50.12	50.40	0.28	0.6%	53.67
Close	51.39	51.65	0.26	0.5%	54.81
Range	1.65	1.37	-0.28	-17.0%	3.48
ATR	0.00	2.42	2.42		0.00
Volume	5,483	4,173	-1,310	-23.9%	18,481

Daily Pivots for day following 22-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	55.38	54.89	52.40
R3	54.01	53.52	52.03
R2	52.64	52.64	51.90
R1	52.15	52.15	51.78	52.40
PP	51.27	51.27	51.27	51.40
S1	50.78	50.78	51.52	51.03
S2	49.90	49.90	51.40
S3	48.53	49.41	51.27
S4	47.16	48.04	50.90

Weekly Pivots for week ending 16-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	65.65	63.71	56.72
R3	62.17	60.23	55.77
R2	58.69	58.69	55.45
R1	56.75	56.75	55.13	57.72
PP	55.21	55.21	55.21	55.70
S1	53.27	53.27	54.49	54.24
S2	51.73	51.73	54.17
S3	48.25	49.79	53.85
S4	44.77	46.31	52.90

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	57.15	50.12	7.03	13.6%	1.92	3.7%	22%	False	False	4,251
10	57.15	50.12	7.03	13.6%	1.70	3.3%	22%	False	False	3,917

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	False
Stretch	0.37
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	57.59
2.618	55.36
1.618	53.99
1.000	53.14
0.618	52.62
HIGH	51.77
0.618	51.25
0.500	51.09
0.382	50.92
LOW	50.40
0.618	49.55
1.000	49.03
1.618	48.18
2.618	46.81
4.250	44.58

Fisher Pivots for day following 22-Jan-2009
Pivot	1 day	3 day
R1	51.46	51.58
PP	51.27	51.52
S1	51.09	51.45

Download as Excel Spreadsheet

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

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