NYMEX miNY Light Sweet Crude Oil Future December 2007


Trading Metrics calculated at close of trading on 24-Oct-2007
Day Change Summary
Previous Current
23-Oct-2007 24-Oct-2007 Change Change % Previous Week
Open 85.850 85.075 -0.775 -0.9% 82.800
High 86.775 87.750 0.975 1.1% 88.475
Low 84.800 84.700 -0.100 -0.1% 82.525
Close 85.270 87.100 1.830 2.1% 86.950
Range 1.975 3.050 1.075 54.4% 5.950
ATR 1.954 2.033 0.078 4.0% 0.000
Volume 18,786 14,156 -4,630 -24.6% 23,758
Daily Pivots for day following 24-Oct-2007
Classic Woodie Camarilla DeMark
R4 95.667 94.433 88.778
R3 92.617 91.383 87.939
R2 89.567 89.567 87.659
R1 88.333 88.333 87.380 88.950
PP 86.517 86.517 86.517 86.825
S1 85.283 85.283 86.820 85.900
S2 83.467 83.467 86.541
S3 80.417 82.233 86.261
S4 77.367 79.183 85.423
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 84.700 3.775 4.3% 2.395 2.7% 64% False True 13,465
10 88.475 80.575 7.900 9.1% 2.338 2.7% 83% False False 7,640
20 88.475 77.800 10.675 12.3% 2.163 2.5% 87% False False 4,097
40 88.475 71.300 17.175 19.7% 1.666 1.9% 92% False False 2,111
60 88.475 68.425 20.050 23.0% 1.454 1.7% 93% False False 1,412
80 88.475 68.425 20.050 23.0% 1.184 1.4% 93% False False 1,060
100 88.475 67.980 20.495 23.5% 0.973 1.1% 93% False False 848
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.308
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 100.713
2.618 95.735
1.618 92.685
1.000 90.800
0.618 89.635
HIGH 87.750
0.618 86.585
0.500 86.225
0.382 85.865
LOW 84.700
0.618 82.815
1.000 81.650
1.618 79.765
2.618 76.715
4.250 71.738
Fisher Pivots for day following 24-Oct-2007
Pivot 1 day 3 day
R1 86.808 86.808
PP 86.517 86.517
S1 86.225 86.225

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

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