NYMEX Light Sweet Crude Oil Future September 2009
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 29-Jan-2009 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    28-Jan-2009 | 
                    29-Jan-2009 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        51.83 | 
                        52.71 | 
                        0.88 | 
                        1.7% | 
                        52.32 | 
                     
                    
                        | High | 
                        53.60 | 
                        53.70 | 
                        0.10 | 
                        0.2% | 
                        54.52 | 
                     
                    
                        | Low | 
                        51.83 | 
                        52.48 | 
                        0.65 | 
                        1.3% | 
                        50.12 | 
                     
                    
                        | Close | 
                        52.97 | 
                        53.30 | 
                        0.33 | 
                        0.6% | 
                        54.52 | 
                     
                    
                        | Range | 
                        1.77 | 
                        1.22 | 
                        -0.55 | 
                        -31.1% | 
                        4.40 | 
                     
                    
                        | ATR | 
                        2.51 | 
                        2.42 | 
                        -0.09 | 
                        -3.7% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        4,861 | 
                        3,571 | 
                        -1,290 | 
                        -26.5% | 
                        19,038 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 29-Jan-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                56.82 | 
                56.28 | 
                53.97 | 
                 | 
             
            
                | R3 | 
                55.60 | 
                55.06 | 
                53.64 | 
                 | 
             
            
                | R2 | 
                54.38 | 
                54.38 | 
                53.52 | 
                 | 
             
            
                | R1 | 
                53.84 | 
                53.84 | 
                53.41 | 
                54.11 | 
             
            
                | PP | 
                53.16 | 
                53.16 | 
                53.16 | 
                53.30 | 
             
            
                | S1 | 
                52.62 | 
                52.62 | 
                53.19 | 
                52.89 | 
             
            
                | S2 | 
                51.94 | 
                51.94 | 
                53.08 | 
                 | 
             
            
                | S3 | 
                50.72 | 
                51.40 | 
                52.96 | 
                 | 
             
            
                | S4 | 
                49.50 | 
                50.18 | 
                52.63 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            58.89 | 
         
        
            | 
2.618             | 
            56.89 | 
         
        
            | 
1.618             | 
            55.67 | 
         
        
            | 
1.000             | 
            54.92 | 
         
        
            | 
0.618             | 
            54.45 | 
         
        
            | 
HIGH             | 
            53.70 | 
         
        
            | 
0.618             | 
            53.23 | 
         
        
            | 
0.500             | 
            53.09 | 
         
        
            | 
0.382             | 
            52.95 | 
         
        
            | 
LOW             | 
            52.48 | 
         
        
            | 
0.618             | 
            51.73 | 
         
        
            | 
1.000             | 
            51.26 | 
         
        
            | 
1.618             | 
            50.51 | 
         
        
            | 
2.618             | 
            49.29 | 
         
        
            | 
4.250             | 
            47.30 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 29-Jan-2009 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                53.23 | 
                                53.23 | 
                             
                            
                                | PP | 
                                53.16 | 
                                53.16 | 
                             
                            
                                | S1 | 
                                53.09 | 
                                53.09 | 
                             
             
         |