NYMEX Light Sweet Crude Oil Future October 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 | 
                        53.08 | 
                        53.25 | 
                        0.17 | 
                        0.3% | 
                        53.33 | 
                     
                    
                        | High | 
                        54.27 | 
                        53.99 | 
                        -0.28 | 
                        -0.5% | 
                        54.91 | 
                     
                    
                        | Low | 
                        52.91 | 
                        52.85 | 
                        -0.06 | 
                        -0.1% | 
                        51.11 | 
                     
                    
                        | Close | 
                        53.70 | 
                        54.03 | 
                        0.33 | 
                        0.6% | 
                        55.19 | 
                     
                    
                        | Range | 
                        1.36 | 
                        1.14 | 
                        -0.22 | 
                        -16.2% | 
                        3.80 | 
                     
                    
                        | ATR | 
                        1.71 | 
                        1.67 | 
                        -0.04 | 
                        -2.4% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        3,614 | 
                        2,653 | 
                        -961 | 
                        -26.6% | 
                        15,323 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 29-Jan-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                57.04 | 
                56.68 | 
                54.66 | 
                 | 
             
            
                | R3 | 
                55.90 | 
                55.54 | 
                54.34 | 
                 | 
             
            
                | R2 | 
                54.76 | 
                54.76 | 
                54.24 | 
                 | 
             
            
                | R1 | 
                54.40 | 
                54.40 | 
                54.13 | 
                54.58 | 
             
            
                | PP | 
                53.62 | 
                53.62 | 
                53.62 | 
                53.72 | 
             
            
                | S1 | 
                53.26 | 
                53.26 | 
                53.93 | 
                53.44 | 
             
            
                | S2 | 
                52.48 | 
                52.48 | 
                53.82 | 
                 | 
             
            
                | S3 | 
                51.34 | 
                52.12 | 
                53.72 | 
                 | 
             
            
                | S4 | 
                50.20 | 
                50.98 | 
                53.40 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            58.84 | 
         
        
            | 
2.618             | 
            56.97 | 
         
        
            | 
1.618             | 
            55.83 | 
         
        
            | 
1.000             | 
            55.13 | 
         
        
            | 
0.618             | 
            54.69 | 
         
        
            | 
HIGH             | 
            53.99 | 
         
        
            | 
0.618             | 
            53.55 | 
         
        
            | 
0.500             | 
            53.42 | 
         
        
            | 
0.382             | 
            53.29 | 
         
        
            | 
LOW             | 
            52.85 | 
         
        
            | 
0.618             | 
            52.15 | 
         
        
            | 
1.000             | 
            51.71 | 
         
        
            | 
1.618             | 
            51.01 | 
         
        
            | 
2.618             | 
            49.87 | 
         
        
            | 
4.250             | 
            48.01 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 29-Jan-2009 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                53.83 | 
                                53.78 | 
                             
                            
                                | PP | 
                                53.62 | 
                                53.52 | 
                             
                            
                                | S1 | 
                                53.42 | 
                                53.27 | 
                             
             
         |