NYMEX Light Sweet Crude Oil Future October 2009

Trading Metrics calculated at close of trading on 21-Jan-2009

Day Change Summary
	Previous	Current
	20-Jan-2009	21-Jan-2009	Change	Change %	Previous Week
Open	53.33	51.11	-2.22	-4.2%	55.35
High	53.47	52.55	-0.92	-1.7%	56.95
Low	52.00	51.11	-0.89	-1.7%	54.77
Close	52.40	52.14	-0.26	-0.5%	55.76
Range	1.47	1.44	-0.03	-2.0%	2.18
ATR
Volume	1,832	4,228	2,396	130.8%	15,952

Daily Pivots for day following 21-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	56.25	55.64	52.93
R3	54.81	54.20	52.54
R2	53.37	53.37	52.40
R1	52.76	52.76	52.27	53.07
PP	51.93	51.93	51.93	52.09
S1	51.32	51.32	52.01	51.63
S2	50.49	50.49	51.88
S3	49.05	49.88	51.74
S4	47.61	48.44	51.35

Weekly Pivots for week ending 16-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	62.37	61.24	56.96
R3	60.19	59.06	56.36
R2	58.01	58.01	56.16
R1	56.88	56.88	55.96	57.45
PP	55.83	55.83	55.83	56.11
S1	54.70	54.70	55.56	55.27
S2	53.65	53.65	55.36
S3	51.47	52.52	55.16
S4	49.29	50.34	54.56

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	56.95	51.11	5.84	11.2%	1.51	2.9%	18%	False	True	3,443
10	59.11	51.11	8.00	15.3%	1.23	2.4%	13%	False	True	3,039

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	0.11
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	58.67
2.618	56.32
1.618	54.88
1.000	53.99
0.618	53.44
HIGH	52.55
0.618	52.00
0.500	51.83
0.382	51.66
LOW	51.11
0.618	50.22
1.000	49.67
1.618	48.78
2.618	47.34
4.250	44.99

Fisher Pivots for day following 21-Jan-2009
Pivot	1 day	3 day
R1	52.04	54.03
PP	51.93	53.40
S1	51.83	52.77

Download as Excel Spreadsheet

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

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