NYMEX Light Sweet Crude Oil Future October 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	51.46	55.95	4.49	8.7%	53.33
High	54.91	55.95	1.04	1.9%	54.91
Low	51.46	54.36	2.90	5.6%	51.11
Close	55.19	54.00	-1.19	-2.2%	55.19
Range	3.45	1.59	-1.86	-53.9%	3.80
ATR	1.69	1.68	-0.01	-0.4%	0.00
Volume	6,041	4,287	-1,754	-29.0%	15,323

Daily Pivots for day following 26-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	59.54	58.36	54.87
R3	57.95	56.77	54.44
R2	56.36	56.36	54.29
R1	55.18	55.18	54.15	54.98
PP	54.77	54.77	54.77	54.67
S1	53.59	53.59	53.85	53.39
S2	53.18	53.18	53.71
S3	51.59	52.00	53.56
S4	50.00	50.41	53.13

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	55.95	51.11	4.84	9.0%	1.77	3.3%	60%	True	False	3,922
10	56.95	51.11	5.84	10.8%	1.43	2.6%	49%	False	False	3,556

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	True
Stretch	0.10
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	62.71
2.618	60.11
1.618	58.52
1.000	57.54
0.618	56.93
HIGH	55.95
0.618	55.34
0.500	55.16
0.382	54.97
LOW	54.36
0.618	53.38
1.000	52.77
1.618	51.79
2.618	50.20
4.250	47.60

Fisher Pivots for day following 26-Jan-2009
Pivot	1 day	3 day
R1	55.16	53.90
PP	54.77	53.80
S1	54.39	53.71

Download as Excel Spreadsheet

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

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