NYMEX Light Sweet Crude Oil Future November 2009

Trading Metrics calculated at close of trading on 16-Jan-2009

Day Change Summary
	Previous	Current
	15-Jan-2009	16-Jan-2009	Change	Change %	Previous Week
Open	57.19	57.45	0.26	0.5%	57.92
High	57.80	58.00	0.20	0.3%	58.00
Low	55.52	56.45	0.93	1.7%	55.52
Close	57.48	56.67	-0.81	-1.4%	56.67
Range	2.28	1.55	-0.73	-32.0%	2.48
ATR
Volume	2,832	3,066	234	8.3%	15,818

Daily Pivots for day following 16-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	61.69	60.73	57.52
R3	60.14	59.18	57.10
R2	58.59	58.59	56.95
R1	57.63	57.63	56.81	57.34
PP	57.04	57.04	57.04	56.89
S1	56.08	56.08	56.53	55.79
S2	55.49	55.49	56.39
S3	53.94	54.53	56.24
S4	52.39	52.98	55.82

Weekly Pivots for week ending 16-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	64.17	62.90	58.03
R3	61.69	60.42	57.35
R2	59.21	59.21	57.12
R1	57.94	57.94	56.90	57.34
PP	56.73	56.73	56.73	56.43
S1	55.46	55.46	56.44	54.86
S2	54.25	54.25	56.22
S3	51.77	52.98	55.99
S4	49.29	50.50	55.31

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	58.00	55.52	2.48	4.4%	1.51	2.7%	46%	True	False	3,163
10	63.22	55.52	7.70	13.6%	1.55	2.7%	15%	False	False	2,799

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	0.20
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	64.59
2.618	62.06
1.618	60.51
1.000	59.55
0.618	58.96
HIGH	58.00
0.618	57.41
0.500	57.23
0.382	57.04
LOW	56.45
0.618	55.49
1.000	54.90
1.618	53.94
2.618	52.39
4.250	49.86

Fisher Pivots for day following 16-Jan-2009
Pivot	1 day	3 day
R1	57.23	56.76
PP	57.04	56.73
S1	56.86	56.70

Download as Excel Spreadsheet

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

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