NYMEX Light Sweet Crude Oil Future November 2009

Trading Metrics calculated at close of trading on 27-Jan-2009

Day Change Summary
	Previous	Current
	26-Jan-2009	27-Jan-2009	Change	Change %	Previous Week
Open	55.69	53.05	-2.64	-4.7%	53.20
High	56.63	53.05	-3.58	-6.3%	55.46
Low	54.98	53.05	-1.93	-3.5%	52.25
Close	54.65	52.98	-1.67	-3.1%	55.85
Range	1.65	0.00	-1.65	-100.0%	3.21
ATR	1.92	1.90	-0.02	-1.2%	0.00
Volume	4,219	3,800	-419	-9.9%	14,845

Daily Pivots for day following 27-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	53.03	53.00	52.98
R3	53.03	53.00	52.98
R2	53.03	53.03	52.98
R1	53.00	53.00	52.98	53.02
PP	53.03	53.03	53.03	53.03
S1	53.00	53.00	52.98	53.02
S2	53.03	53.03	52.98
S3	53.03	53.00	52.98
S4	53.03	53.00	52.98

Weekly Pivots for week ending 23-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	64.15	63.21	57.62
R3	60.94	60.00	56.73
R2	57.73	57.73	56.44
R1	56.79	56.79	56.14	57.26
PP	54.52	54.52	54.52	54.76
S1	53.58	53.58	55.56	54.05
S2	51.31	51.31	55.26
S3	48.10	50.37	54.97
S4	44.89	47.16	54.08

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	56.63	52.25	4.38	8.3%	1.17	2.2%	17%	False	False	4,208
10	58.00	52.25	5.75	10.9%	1.28	2.4%	13%	False	False	3,617

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	0.33
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	53.05
2.618	53.05
1.618	53.05
1.000	53.05
0.618	53.05
HIGH	53.05
0.618	53.05
0.500	53.05
0.382	53.05
LOW	53.05
0.618	53.05
1.000	53.05
1.618	53.05
2.618	53.05
4.250	53.05

Fisher Pivots for day following 27-Jan-2009
Pivot	1 day	3 day
R1	53.05	54.52
PP	53.03	54.00
S1	53.00	53.49

Download as Excel Spreadsheet

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

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