NYMEX Light Sweet Crude Oil Future September 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	50.80	53.58	2.78	5.5%	52.32
High	54.52	55.68	1.16	2.1%	54.52
Low	50.66	53.50	2.84	5.6%	50.12
Close	54.52	53.34	-1.18	-2.2%	54.52
Range	3.86	2.18	-1.68	-43.5%	4.40
ATR	2.52	2.49	-0.02	-1.0%	0.00
Volume	5,808	4,537	-1,271	-21.9%	19,038

Daily Pivots for day following 26-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	60.71	59.21	54.54
R3	58.53	57.03	53.94
R2	56.35	56.35	53.74
R1	54.85	54.85	53.54	54.51
PP	54.17	54.17	54.17	54.01
S1	52.67	52.67	53.14	52.33
S2	51.99	51.99	52.94
S3	49.81	50.49	52.74
S4	47.63	48.31	52.14

Weekly Pivots for week ending 23-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	66.25	64.79	56.94
R3	61.85	60.39	55.73
R2	57.45	57.45	55.33
R1	55.99	55.99	54.92	56.72
PP	53.05	53.05	53.05	53.42
S1	51.59	51.59	54.12	52.32
S2	48.65	48.65	53.71
S3	44.25	47.19	53.31
S4	39.85	42.79	52.10

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	55.68	50.12	5.56	10.4%	2.19	4.1%	58%	True	False	4,715
10	57.15	50.12	7.03	13.2%	1.98	3.7%	46%	False	False	4,205

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	0.39
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	64.95
2.618	61.39
1.618	59.21
1.000	57.86
0.618	57.03
HIGH	55.68
0.618	54.85
0.500	54.59
0.382	54.33
LOW	53.50
0.618	52.15
1.000	51.32
1.618	49.97
2.618	47.79
4.250	44.24

Fisher Pivots for day following 26-Jan-2009
Pivot	1 day	3 day
R1	54.59	53.24
PP	54.17	53.14
S1	53.76	53.04

Download as Excel Spreadsheet

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

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