NYMEX Light Sweet Crude Oil Future January 2010

Trading Metrics calculated at close of trading on 27-Apr-2009

Day Change Summary
	Previous	Current
	24-Apr-2009	27-Apr-2009	Change	Change %	Previous Week
Open	58.40	56.67	-1.73	-3.0%	58.80
High	58.62	57.65	-0.97	-1.7%	58.80
Low	58.30	56.67	-1.63	-2.8%	56.18
Close	58.54	57.42	-1.12	-1.9%	58.54
Range	0.32	0.98	0.66	206.3%	2.62
ATR	1.61	1.62	0.02	1.2%	0.00
Volume	2,305	2,613	308	13.4%	9,028

Daily Pivots for day following 27-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	60.19	59.78	57.96
R3	59.21	58.80	57.69
R2	58.23	58.23	57.60
R1	57.82	57.82	57.51	58.03
PP	57.25	57.25	57.25	57.35
S1	56.84	56.84	57.33	57.05
S2	56.27	56.27	57.24
S3	55.29	55.86	57.15
S4	54.31	54.88	56.88

Weekly Pivots for week ending 24-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	65.70	64.74	59.98
R3	63.08	62.12	59.26
R2	60.46	60.46	59.02
R1	59.50	59.50	58.78	58.67
PP	57.84	57.84	57.84	57.43
S1	56.88	56.88	58.30	56.05
S2	55.22	55.22	58.06
S3	52.60	54.26	57.82
S4	49.98	51.64	57.10

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	58.62	56.18	2.44	4.2%	0.79	1.4%	51%	False	False	2,114
10	61.54	56.18	5.36	9.3%	0.75	1.3%	23%	False	False	1,601
20	62.41	56.18	6.23	10.8%	1.02	1.8%	20%	False	False	1,867

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	0.08
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	61.82
2.618	60.22
1.618	59.24
1.000	58.63
0.618	58.26
HIGH	57.65
0.618	57.28
0.500	57.16
0.382	57.04
LOW	56.67
0.618	56.06
1.000	55.69
1.618	55.08
2.618	54.10
4.250	52.51

Fisher Pivots for day following 27-Apr-2009
Pivot	1 day	3 day
R1	57.33	57.56
PP	57.25	57.51
S1	57.16	57.47

Download as Excel Spreadsheet

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

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