NYMEX Light Sweet Crude Oil Future December 2009

Trading Metrics calculated at close of trading on 22-Jan-2009

Day Change Summary
	Previous	Current
	21-Jan-2009	22-Jan-2009	Change	Change %	Previous Week
Open	54.13	54.10	-0.03	-0.1%	58.64
High	54.35	54.70	0.35	0.6%	59.44
Low	52.72	52.49	-0.23	-0.4%	56.28
Close	53.64	53.90	0.26	0.5%	57.55
Range	1.63	2.21	0.58	35.6%	3.16
ATR	0.00	2.89	2.89		0.00
Volume	24,517	23,567	-950	-3.9%	83,793

Daily Pivots for day following 22-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	60.33	59.32	55.12
R3	58.12	57.11	54.51
R2	55.91	55.91	54.31
R1	54.90	54.90	54.10	54.30
PP	53.70	53.70	53.70	53.40
S1	52.69	52.69	53.70	52.09
S2	51.49	51.49	53.49
S3	49.28	50.48	53.29
S4	47.07	48.27	52.68

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	52.49	6.95	12.9%	2.53	4.7%	20%	False	True	19,905
10	59.50	52.49	7.01	13.0%	2.38	4.4%	20%	False	True	17,902

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.51
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	64.09
2.618	60.49
1.618	58.28
1.000	56.91
0.618	56.07
HIGH	54.70
0.618	53.86
0.500	53.60
0.382	53.33
LOW	52.49
0.618	51.12
1.000	50.28
1.618	48.91
2.618	46.70
4.250	43.10

Fisher Pivots for day following 22-Jan-2009
Pivot	1 day	3 day
R1	53.80	54.76
PP	53.70	54.47
S1	53.60	54.19

Download as Excel Spreadsheet

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

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