NYMEX Light Sweet Crude Oil Future December 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	55.75	55.25	-0.50	-0.9%	57.02
High	57.54	56.55	-0.99	-1.7%	57.02
Low	55.00	53.63	-1.37	-2.5%	52.49
Close	55.30	53.71	-1.59	-2.9%	56.50
Range	2.54	2.92	0.38	15.0%	4.53
ATR	2.92	2.92	0.00	0.0%	0.00
Volume	20,488	24,202	3,714	18.1%	95,808

Daily Pivots for day following 27-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	63.39	61.47	55.32
R3	60.47	58.55	54.51
R2	57.55	57.55	54.25
R1	55.63	55.63	53.98	55.13
PP	54.63	54.63	54.63	54.38
S1	52.71	52.71	53.44	52.21
S2	51.71	51.71	53.17
S3	48.79	49.79	52.91
S4	45.87	46.87	52.10

Weekly Pivots for week ending 23-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	68.93	67.24	58.99
R3	64.40	62.71	57.75
R2	59.87	59.87	57.33
R1	58.18	58.18	56.92	56.76
PP	55.34	55.34	55.34	54.63
S1	53.65	53.65	56.08	52.23
S2	50.81	50.81	55.67
S3	46.28	49.12	55.25
S4	41.75	44.59	54.01

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	57.54	52.49	5.05	9.4%	2.61	4.9%	24%	False	False	24,874
10	59.44	52.49	6.95	12.9%	2.72	5.1%	18%	False	False	20,963

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	0.72
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	68.96
2.618	64.19
1.618	61.27
1.000	59.47
0.618	58.35
HIGH	56.55
0.618	55.43
0.500	55.09
0.382	54.75
LOW	53.63
0.618	51.83
1.000	50.71
1.618	48.91
2.618	45.99
4.250	41.22

Fisher Pivots for day following 27-Jan-2009
Pivot	1 day	3 day
R1	55.09	55.14
PP	54.63	54.66
S1	54.17	54.19

Download as Excel Spreadsheet

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

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