NYMEX Light Sweet Crude Oil Future January 2010

Trading Metrics calculated at close of trading on 16-Mar-2009

Day Change Summary
	Previous	Current
	13-Mar-2009	16-Mar-2009	Change	Change %	Previous Week
Open	53.66	52.22	-1.44	-2.7%	52.68
High	53.66	54.00	0.34	0.6%	53.90
Low	52.42	51.78	-0.64	-1.2%	50.10
Close	52.82	53.73	0.91	1.7%	52.82
Range	1.24	2.22	0.98	79.0%	3.80
ATR
Volume	1,990	1,998	8	0.4%	14,599

Daily Pivots for day following 16-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	59.83	59.00	54.95
R3	57.61	56.78	54.34
R2	55.39	55.39	54.14
R1	54.56	54.56	53.93	54.98
PP	53.17	53.17	53.17	53.38
S1	52.34	52.34	53.53	52.76
S2	50.95	50.95	53.32
S3	48.73	50.12	53.12
S4	46.51	47.90	52.51

Weekly Pivots for week ending 13-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	63.67	62.05	54.91
R3	59.87	58.25	53.87
R2	56.07	56.07	53.52
R1	54.45	54.45	53.17	55.26
PP	52.27	52.27	52.27	52.68
S1	50.65	50.65	52.47	51.46
S2	48.47	48.47	52.12
S3	44.67	46.85	51.78
S4	40.87	43.05	50.73

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	54.00	50.10	3.90	7.3%	2.03	3.8%	93%	True	False	3,030
10	54.00	48.71	5.29	9.8%	1.63	3.0%	95%	True	False	2,383

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	0.24
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	63.44
2.618	59.81
1.618	57.59
1.000	56.22
0.618	55.37
HIGH	54.00
0.618	53.15
0.500	52.89
0.382	52.63
LOW	51.78
0.618	50.41
1.000	49.56
1.618	48.19
2.618	45.97
4.250	42.35

Fisher Pivots for day following 16-Mar-2009
Pivot	1 day	3 day
R1	53.45	53.19
PP	53.17	52.64
S1	52.89	52.10

Download as Excel Spreadsheet

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

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