NYMEX Light Sweet Crude Oil Future November 2009

Trading Metrics calculated at close of trading on 30-Jan-2009

Day Change Summary
	Previous	Current
	29-Jan-2009	30-Jan-2009	Change	Change %	Previous Week
Open	53.96	55.52	1.56	2.9%	55.69
High	54.82	55.66	0.84	1.5%	56.63
Low	53.96	54.42	0.46	0.9%	53.05
Close	54.73	54.16	-0.57	-1.0%	54.16
Range	0.86	1.24	0.38	44.2%	3.58
ATR	1.85	1.81	-0.04	-2.4%	0.00
Volume	2,085	2,018	-67	-3.2%	15,469

Daily Pivots for day following 30-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	58.47	57.55	54.84
R3	57.23	56.31	54.50
R2	55.99	55.99	54.39
R1	55.07	55.07	54.27	54.91
PP	54.75	54.75	54.75	54.67
S1	53.83	53.83	54.05	53.67
S2	53.51	53.51	53.93
S3	52.27	52.59	53.82
S4	51.03	51.35	53.48

Weekly Pivots for week ending 30-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	65.35	63.34	56.13
R3	61.77	59.76	55.14
R2	58.19	58.19	54.82
R1	56.18	56.18	54.49	55.40
PP	54.61	54.61	54.61	54.22
S1	52.60	52.60	53.83	51.82
S2	51.03	51.03	53.50
S3	47.45	49.02	53.18
S4	43.87	45.44	52.19

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	56.63	53.05	3.58	6.6%	1.17	2.2%	31%	False	False	3,093
10	58.00	52.25	5.75	10.6%	1.29	2.4%	33%	False	False	3,338

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.22
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	60.93
2.618	58.91
1.618	57.67
1.000	56.90
0.618	56.43
HIGH	55.66
0.618	55.19
0.500	55.04
0.382	54.89
LOW	54.42
0.618	53.65
1.000	53.18
1.618	52.41
2.618	51.17
4.250	49.15

Fisher Pivots for day following 30-Jan-2009
Pivot	1 day	3 day
R1	55.04	54.46
PP	54.75	54.36
S1	54.45	54.26

Download as Excel Spreadsheet

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

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