NYMEX miNY Light Sweet Crude Oil Future December 2007


Trading Metrics calculated at close of trading on 05-Nov-2007
Day Change Summary
Previous Current
02-Nov-2007 05-Nov-2007 Change Change % Previous Week
Open 93.600 95.925 2.325 2.5% 91.725
High 96.025 96.125 0.100 0.1% 96.225
Low 93.050 93.725 0.675 0.7% 88.900
Close 95.930 93.980 -1.950 -2.0% 95.930
Range 2.975 2.400 -0.575 -19.3% 7.325
ATR 2.714 2.692 -0.022 -0.8% 0.000
Volume 29,982 14,670 -15,312 -51.1% 124,144
Daily Pivots for day following 05-Nov-2007
Classic Woodie Camarilla DeMark
R4 101.810 100.295 95.300
R3 99.410 97.895 94.640
R2 97.010 97.010 94.420
R1 95.495 95.495 94.200 95.053
PP 94.610 94.610 94.610 94.389
S1 93.095 93.095 93.760 92.653
S2 92.210 92.210 93.540
S3 89.810 90.695 93.320
S4 87.410 88.295 92.660
Weekly Pivots for week ending 02-Nov-2007
Classic Woodie Camarilla DeMark
R4 115.660 113.120 99.959
R3 108.335 105.795 97.944
R2 101.010 101.010 97.273
R1 98.470 98.470 96.601 99.740
PP 93.685 93.685 93.685 94.320
S1 91.145 91.145 95.259 92.415
S2 86.360 86.360 94.587
S3 79.035 83.820 93.916
S4 71.710 76.495 91.901
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% 4.055 4.3% 69% False False 24,001
10 96.225 84.700 11.525 12.3% 3.250 3.5% 81% False False 20,970
20 96.225 77.800 18.425 19.6% 2.741 2.9% 88% False False 12,732
40 96.225 74.600 21.625 23.0% 2.199 2.3% 90% False False 6,525
60 96.225 68.425 27.800 29.6% 1.807 1.9% 92% False False 4,357
80 96.225 68.425 27.800 29.6% 1.527 1.6% 92% False False 3,269
100 96.225 68.425 27.800 29.6% 1.244 1.3% 92% False False 2,616
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.430
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 106.325
2.618 102.408
1.618 100.008
1.000 98.525
0.618 97.608
HIGH 96.125
0.618 95.208
0.500 94.925
0.382 94.642
LOW 93.725
0.618 92.242
1.000 91.325
1.618 89.842
2.618 87.442
4.250 83.525
Fisher Pivots for day following 05-Nov-2007
Pivot 1 day 3 day
R1 94.925 94.138
PP 94.610 94.085
S1 94.295 94.033

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

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