NYMEX Light Sweet Crude Oil Future December 2009

Trading Metrics calculated at close of trading on 28-Jan-2009

Day Change Summary
	Previous	Current
	27-Jan-2009	28-Jan-2009	Change	Change %	Previous Week
Open	55.25	54.28	-0.97	-1.8%	57.02
High	56.55	56.30	-0.25	-0.4%	57.02
Low	53.63	53.69	0.06	0.1%	52.49
Close	53.71	55.11	1.40	2.6%	56.50
Range	2.92	2.61	-0.31	-10.6%	4.53
ATR	2.92	2.90	-0.02	-0.8%	0.00
Volume	24,202	20,202	-4,000	-16.5%	95,808

Daily Pivots for day following 28-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	62.86	61.60	56.55
R3	60.25	58.99	55.83
R2	57.64	57.64	55.59
R1	56.38	56.38	55.35	57.01
PP	55.03	55.03	55.03	55.35
S1	53.77	53.77	54.87	54.40
S2	52.42	52.42	54.63
S3	49.81	51.16	54.39
S4	47.20	48.55	53.67

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	9.2%	2.81	5.1%	52%	False	False	24,011
10	59.44	52.49	6.95	12.6%	2.71	4.9%	38%	False	False	21,641

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.66
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	67.39
2.618	63.13
1.618	60.52
1.000	58.91
0.618	57.91
HIGH	56.30
0.618	55.30
0.500	55.00
0.382	54.69
LOW	53.69
0.618	52.08
1.000	51.08
1.618	49.47
2.618	46.86
4.250	42.60

Fisher Pivots for day following 28-Jan-2009
Pivot	1 day	3 day
R1	55.07	55.59
PP	55.03	55.43
S1	55.00	55.27

Download as Excel Spreadsheet

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

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