NYMEX Light Sweet Crude Oil Future December 2009

Trading Metrics calculated at close of trading on 21-Jan-2009

Day Change Summary
	Previous	Current
	20-Jan-2009	21-Jan-2009	Change	Change %	Previous Week
Open	57.02	54.13	-2.89	-5.1%	58.64
High	57.02	54.35	-2.67	-4.7%	59.44
Low	53.46	52.72	-0.74	-1.4%	56.28
Close	54.13	53.64	-0.49	-0.9%	57.55
Range	3.56	1.63	-1.93	-54.2%	3.16
ATR
Volume	16,124	24,517	8,393	52.1%	83,793

Daily Pivots for day following 21-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	58.46	57.68	54.54
R3	56.83	56.05	54.09
R2	55.20	55.20	53.94
R1	54.42	54.42	53.79	54.00
PP	53.57	53.57	53.57	53.36
S1	52.79	52.79	53.49	52.37
S2	51.94	51.94	53.34
S3	50.31	51.16	53.19
S4	48.68	49.53	52.74

Weekly Pivots for week ending 16-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	67.24	65.55	59.29
R3	64.08	62.39	58.42
R2	60.92	60.92	58.13
R1	59.23	59.23	57.84	58.50
PP	57.76	57.76	57.76	57.39
S1	56.07	56.07	57.26	55.34
S2	54.60	54.60	56.97
S3	51.44	52.91	56.68
S4	48.28	49.75	55.81

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	59.44	52.72	6.72	12.5%	2.61	4.9%	14%	False	True	19,271
10	62.50	52.72	9.78	18.2%	2.57	4.8%	9%	False	True	17,145

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.48
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	61.28
2.618	58.62
1.618	56.99
1.000	55.98
0.618	55.36
HIGH	54.35
0.618	53.73
0.500	53.54
0.382	53.34
LOW	52.72
0.618	51.71
1.000	51.09
1.618	50.08
2.618	48.45
4.250	45.79

Fisher Pivots for day following 21-Jan-2009
Pivot	1 day	3 day
R1	53.61	55.91
PP	53.57	55.15
S1	53.54	54.40

Download as Excel Spreadsheet

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

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