NYMEX Light Sweet Crude Oil Future January 2010

Trading Metrics calculated at close of trading on 25-Mar-2009

Day Change Summary
	Previous	Current
	24-Mar-2009	25-Mar-2009	Change	Change %	Previous Week
Open	62.02	61.19	-0.83	-1.3%	52.22
High	62.42	61.70	-0.72	-1.2%	60.40
Low	61.60	60.42	-1.18	-1.9%	51.78
Close	62.42	60.88	-1.54	-2.5%	60.45
Range	0.82	1.28	0.46	56.1%	8.62
ATR	1.94	1.95	0.00	0.2%	0.00
Volume	1,947	2,103	156	8.0%	10,240

Daily Pivots for day following 25-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	64.84	64.14	61.58
R3	63.56	62.86	61.23
R2	62.28	62.28	61.11
R1	61.58	61.58	61.00	61.29
PP	61.00	61.00	61.00	60.86
S1	60.30	60.30	60.76	60.01
S2	59.72	59.72	60.65
S3	58.44	59.02	60.53
S4	57.16	57.74	60.18

Weekly Pivots for week ending 20-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	83.40	80.55	65.19
R3	74.78	71.93	62.82
R2	66.16	66.16	62.03
R1	63.31	63.31	61.24	64.74
PP	57.54	57.54	57.54	58.26
S1	54.69	54.69	59.66	56.12
S2	48.92	48.92	58.87
S3	40.30	46.07	58.08
S4	31.68	37.45	55.71

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	62.42	59.29	3.13	5.1%	1.08	1.8%	51%	False	False	1,945
10	62.42	50.20	12.22	20.1%	1.56	2.6%	87%	False	False	2,266

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	0.23
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	67.14
2.618	65.05
1.618	63.77
1.000	62.98
0.618	62.49
HIGH	61.70
0.618	61.21
0.500	61.06
0.382	60.91
LOW	60.42
0.618	59.63
1.000	59.14
1.618	58.35
2.618	57.07
4.250	54.98

Fisher Pivots for day following 25-Mar-2009
Pivot	1 day	3 day
R1	61.06	61.42
PP	61.00	61.24
S1	60.94	61.06

Download as Excel Spreadsheet

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

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