NYMEX Light Sweet Crude Oil Future October 2009

Trading Metrics calculated at close of trading on 23-Jan-2009

Day Change Summary
	Previous	Current
	22-Jan-2009	23-Jan-2009	Change	Change %	Previous Week
Open	52.03	51.46	-0.57	-1.1%	53.33
High	52.45	54.91	2.46	4.7%	54.91
Low	51.53	51.46	-0.07	-0.1%	51.11
Close	52.40	55.19	2.79	5.3%	55.19
Range	0.92	3.45	2.53	275.0%	3.80
ATR	1.55	1.69	0.14	8.7%	0.00
Volume	3,222	6,041	2,819	87.5%	15,323

Daily Pivots for day following 23-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	64.20	63.15	57.09
R3	60.75	59.70	56.14
R2	57.30	57.30	55.82
R1	56.25	56.25	55.51	56.78
PP	53.85	53.85	53.85	54.12
S1	52.80	52.80	54.87	53.33
S2	50.40	50.40	54.56
S3	46.95	49.35	54.24
S4	43.50	45.90	53.29

Weekly Pivots for week ending 23-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	65.14	63.96	57.28
R3	61.34	60.16	56.24
R2	57.54	57.54	55.89
R1	56.36	56.36	55.54	56.95
PP	53.74	53.74	53.74	54.03
S1	52.56	52.56	54.84	53.15
S2	49.94	49.94	54.49
S3	46.14	48.76	54.15
S4	42.34	44.96	53.10

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	10.6%	1.72	3.1%	70%	False	False	3,621
10	56.95	51.11	5.84	10.6%	1.33	2.4%	70%	False	False	3,406

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.11
Widest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	69.57
2.618	63.94
1.618	60.49
1.000	58.36
0.618	57.04
HIGH	54.91
0.618	53.59
0.500	53.19
0.382	52.78
LOW	51.46
0.618	49.33
1.000	48.01
1.618	45.88
2.618	42.43
4.250	36.80

Fisher Pivots for day following 23-Jan-2009
Pivot	1 day	3 day
R1	54.52	54.46
PP	53.85	53.74
S1	53.19	53.01

Download as Excel Spreadsheet

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

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