NYMEX Light Sweet Crude Oil Future January 2010

Trading Metrics calculated at close of trading on 18-Mar-2009

Day Change Summary
	Previous	Current
	17-Mar-2009	18-Mar-2009	Change	Change %	Previous Week
Open	55.32	55.44	0.12	0.2%	52.68
High	56.10	57.66	1.56	2.8%	53.90
Low	55.05	55.18	0.13	0.2%	50.10
Close	56.00	56.31	0.31	0.6%	52.82
Range	1.05	2.48	1.43	136.2%	3.80
ATR
Volume	829	3,379	2,550	307.6%	14,599

Daily Pivots for day following 18-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	63.82	62.55	57.67
R3	61.34	60.07	56.99
R2	58.86	58.86	56.76
R1	57.59	57.59	56.54	58.23
PP	56.38	56.38	56.38	56.70
S1	55.11	55.11	56.08	55.75
S2	53.90	53.90	55.86
S3	51.42	52.63	55.63
S4	48.94	50.15	54.95

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	57.66	50.20	7.46	13.2%	2.04	3.6%	82%	True	False	2,586
10	57.66	50.10	7.56	13.4%	1.76	3.1%	82%	True	False	2,608

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.21
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	68.20
2.618	64.15
1.618	61.67
1.000	60.14
0.618	59.19
HIGH	57.66
0.618	56.71
0.500	56.42
0.382	56.13
LOW	55.18
0.618	53.65
1.000	52.70
1.618	51.17
2.618	48.69
4.250	44.64

Fisher Pivots for day following 18-Mar-2009
Pivot	1 day	3 day
R1	56.42	55.78
PP	56.38	55.25
S1	56.35	54.72

Download as Excel Spreadsheet

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

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