NYMEX miNY Light Sweet Crude Oil Future December 2007


Trading Metrics calculated at close of trading on 01-Nov-2007
Day Change Summary
Previous Current
31-Oct-2007 01-Nov-2007 Change Change % Previous Week
Open 89.650 95.300 5.650 6.3% 86.875
High 95.275 96.225 0.950 1.0% 92.200
Low 88.900 92.050 3.150 3.5% 84.700
Close 94.530 93.490 -1.040 -1.1% 91.860
Range 6.375 4.175 -2.200 -34.5% 7.500
ATR 2.580 2.694 0.114 4.4% 0.000
Volume 22,618 33,686 11,068 48.9% 88,539
Daily Pivots for day following 01-Nov-2007
Classic Woodie Camarilla DeMark
R4 106.447 104.143 95.786
R3 102.272 99.968 94.638
R2 98.097 98.097 94.255
R1 95.793 95.793 93.873 94.858
PP 93.922 93.922 93.922 93.454
S1 91.618 91.618 93.107 90.683
S2 89.747 89.747 92.725
S3 85.572 87.443 92.342
S4 81.397 83.268 91.194
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 96.225 88.900 7.325 7.8% 3.825 4.1% 63% True False 22,245
10 96.225 84.700 11.525 12.3% 3.160 3.4% 76% True False 19,276
20 96.225 77.800 18.425 19.7% 2.650 2.8% 85% True False 10,529
40 96.225 73.700 22.525 24.1% 2.098 2.2% 88% True False 5,411
60 96.225 68.425 27.800 29.7% 1.745 1.9% 90% True False 3,613
80 96.225 68.425 27.800 29.7% 1.460 1.6% 90% True False 2,711
100 96.225 68.425 27.800 29.7% 1.191 1.3% 90% True False 2,169
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 True
Stretch 0.385
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 113.969
2.618 107.155
1.618 102.980
1.000 100.400
0.618 98.805
HIGH 96.225
0.618 94.630
0.500 94.138
0.382 93.645
LOW 92.050
0.618 89.470
1.000 87.875
1.618 85.295
2.618 81.120
4.250 74.306
Fisher Pivots for day following 01-Nov-2007
Pivot 1 day 3 day
R1 94.138 93.181
PP 93.922 92.872
S1 93.706 92.563

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

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