NYMEX Light Sweet Crude Oil Future December 2009

Trading Metrics calculated at close of trading on 29-Jan-2009

Day Change Summary
	Previous	Current
	28-Jan-2009	29-Jan-2009	Change	Change %	Previous Week
Open	54.28	54.90	0.62	1.1%	57.02
High	56.30	55.90	-0.40	-0.7%	57.02
Low	53.69	54.15	0.46	0.9%	52.49
Close	55.11	55.42	0.31	0.6%	56.50
Range	2.61	1.75	-0.86	-33.0%	4.53
ATR	2.90	2.82	-0.08	-2.8%	0.00
Volume	20,202	18,359	-1,843	-9.1%	95,808

Daily Pivots for day following 29-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	60.41	59.66	56.38
R3	58.66	57.91	55.90
R2	56.91	56.91	55.74
R1	56.16	56.16	55.58	56.54
PP	55.16	55.16	55.16	55.34
S1	54.41	54.41	55.26	54.79
S2	53.41	53.41	55.10
S3	51.66	52.66	54.94
S4	49.91	50.91	54.46

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	52.73	4.81	8.7%	2.72	4.9%	56%	False	False	22,970
10	59.44	52.49	6.95	12.5%	2.63	4.7%	42%	False	False	21,438

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.68
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	63.34
2.618	60.48
1.618	58.73
1.000	57.65
0.618	56.98
HIGH	55.90
0.618	55.23
0.500	55.03
0.382	54.82
LOW	54.15
0.618	53.07
1.000	52.40
1.618	51.32
2.618	49.57
4.250	46.71

Fisher Pivots for day following 29-Jan-2009
Pivot	1 day	3 day
R1	55.29	55.31
PP	55.16	55.20
S1	55.03	55.09

Download as Excel Spreadsheet

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

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