NYMEX miNY Light Sweet Crude Oil Future December 2007


Trading Metrics calculated at close of trading on 26-Oct-2007
Day Change Summary
Previous Current
25-Oct-2007 26-Oct-2007 Change Change % Previous Week
Open 87.600 90.225 2.625 3.0% 86.875
High 90.525 92.200 1.675 1.9% 92.200
Low 87.550 90.175 2.625 3.0% 84.700
Close 90.460 91.860 1.400 1.5% 91.860
Range 2.975 2.025 -0.950 -31.9% 7.500
ATR 2.132 2.124 -0.008 -0.4% 0.000
Volume 20,888 17,063 -3,825 -18.3% 88,539
Daily Pivots for day following 26-Oct-2007
Classic Woodie Camarilla DeMark
R4 97.487 96.698 92.974
R3 95.462 94.673 92.417
R2 93.437 93.437 92.231
R1 92.648 92.648 92.046 93.043
PP 91.412 91.412 91.412 91.609
S1 90.623 90.623 91.674 91.018
S2 89.387 89.387 91.489
S3 87.362 88.598 91.303
S4 85.337 86.573 90.746
Weekly Pivots for week ending 26-Oct-2007
Classic Woodie Camarilla DeMark
R4 112.087 109.473 95.985
R3 104.587 101.973 93.923
R2 97.087 97.087 93.235
R1 94.473 94.473 92.548 95.780
PP 89.587 89.587 89.587 90.240
S1 86.973 86.973 91.173 88.280
S2 82.087 82.087 90.485
S3 74.587 79.473 89.798
S4 67.087 71.973 87.735
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 92.200 84.700 7.500 8.2% 2.455 2.7% 95% True False 17,707
10 92.200 82.525 9.675 10.5% 2.498 2.7% 96% True False 11,229
20 92.200 77.800 14.400 15.7% 2.169 2.4% 98% True False 5,918
40 92.200 72.225 19.975 21.7% 1.745 1.9% 98% True False 3,059
60 92.200 68.425 23.775 25.9% 1.530 1.7% 99% True False 2,044
80 92.200 68.425 23.775 25.9% 1.246 1.4% 99% True False 1,534
100 92.200 68.425 23.775 25.9% 1.023 1.1% 99% True False 1,228
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.298
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 100.806
2.618 97.501
1.618 95.476
1.000 94.225
0.618 93.451
HIGH 92.200
0.618 91.426
0.500 91.188
0.382 90.949
LOW 90.175
0.618 88.924
1.000 88.150
1.618 86.899
2.618 84.874
4.250 81.569
Fisher Pivots for day following 26-Oct-2007
Pivot 1 day 3 day
R1 91.636 90.723
PP 91.412 89.587
S1 91.188 88.450

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

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