NYMEX miNY Light Sweet Crude Oil Future December 2007


Trading Metrics calculated at close of trading on 23-Oct-2007
Day Change Summary
Previous Current
22-Oct-2007 23-Oct-2007 Change Change % Previous Week
Open 86.875 85.850 -1.025 -1.2% 82.800
High 86.975 86.775 -0.200 -0.2% 88.475
Low 84.725 84.800 0.075 0.1% 82.525
Close 86.020 85.270 -0.750 -0.9% 86.950
Range 2.250 1.975 -0.275 -12.2% 5.950
ATR 1.953 1.954 0.002 0.1% 0.000
Volume 17,646 18,786 1,140 6.5% 23,758
Daily Pivots for day following 23-Oct-2007
Classic Woodie Camarilla DeMark
R4 91.540 90.380 86.356
R3 89.565 88.405 85.813
R2 87.590 87.590 85.632
R1 86.430 86.430 85.451 86.023
PP 85.615 85.615 85.615 85.411
S1 84.455 84.455 85.089 84.048
S2 83.640 83.640 84.908
S3 81.665 82.480 84.727
S4 79.690 80.505 84.184
Weekly Pivots for week ending 19-Oct-2007
Classic Woodie Camarilla DeMark
R4 103.833 101.342 90.223
R3 97.883 95.392 88.586
R2 91.933 91.933 88.041
R1 89.442 89.442 87.495 90.688
PP 85.983 85.983 85.983 86.606
S1 83.492 83.492 86.405 84.738
S2 80.033 80.033 85.859
S3 74.083 77.542 85.314
S4 68.133 71.592 83.678
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 88.475 84.725 3.750 4.4% 2.160 2.5% 15% False False 11,512
10 88.475 79.075 9.400 11.0% 2.188 2.6% 66% False False 6,298
20 88.475 77.350 11.125 13.0% 2.116 2.5% 71% False False 3,418
40 88.475 70.250 18.225 21.4% 1.634 1.9% 82% False False 1,758
60 88.475 68.425 20.050 23.5% 1.420 1.7% 84% False False 1,176
80 88.475 68.425 20.050 23.5% 1.146 1.3% 84% False False 883
100 88.475 67.980 20.495 24.0% 0.943 1.1% 84% False False 707
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 0.315
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 95.169
2.618 91.946
1.618 89.971
1.000 88.750
0.618 87.996
HIGH 86.775
0.618 86.021
0.500 85.788
0.382 85.554
LOW 84.800
0.618 83.579
1.000 82.825
1.618 81.604
2.618 79.629
4.250 76.406
Fisher Pivots for day following 23-Oct-2007
Pivot 1 day 3 day
R1 85.788 86.600
PP 85.615 86.157
S1 85.443 85.713

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

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