NYMEX miNY Light Sweet Crude Oil Future December 2007


Trading Metrics calculated at close of trading on 12-Nov-2007
Day Change Summary
Previous Current
09-Nov-2007 12-Nov-2007 Change Change % Previous Week
Open 95.975 96.100 0.125 0.1% 95.925
High 96.675 96.225 -0.450 -0.5% 98.600
Low 94.550 93.525 -1.025 -1.1% 93.725
Close 96.320 94.620 -1.700 -1.8% 96.320
Range 2.125 2.700 0.575 27.1% 4.875
ATR 2.764 2.766 0.002 0.1% 0.000
Volume 27,157 21,109 -6,048 -22.3% 122,874
Daily Pivots for day following 12-Nov-2007
Classic Woodie Camarilla DeMark
R4 102.890 101.455 96.105
R3 100.190 98.755 95.363
R2 97.490 97.490 95.115
R1 96.055 96.055 94.868 95.423
PP 94.790 94.790 94.790 94.474
S1 93.355 93.355 94.373 92.723
S2 92.090 92.090 94.125
S3 89.390 90.655 93.878
S4 86.690 87.955 93.135
Weekly Pivots for week ending 09-Nov-2007
Classic Woodie Camarilla DeMark
R4 110.840 108.455 99.001
R3 105.965 103.580 97.661
R2 101.090 101.090 97.214
R1 98.705 98.705 96.767 99.898
PP 96.215 96.215 96.215 96.811
S1 93.830 93.830 95.873 95.023
S2 91.340 91.340 95.426
S3 86.465 88.955 94.979
S4 81.590 84.080 93.639
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.600 93.525 5.075 5.4% 2.860 3.0% 22% False True 25,862
10 98.600 88.900 9.700 10.3% 3.458 3.7% 59% False False 24,931
20 98.600 84.700 13.900 14.7% 2.934 3.1% 71% False False 18,983
40 98.600 77.350 21.250 22.5% 2.395 2.5% 81% False False 9,753
60 98.600 68.425 30.175 31.9% 1.939 2.0% 87% False False 6,510
80 98.600 68.425 30.175 31.9% 1.692 1.8% 87% False False 4,885
100 98.600 68.425 30.175 31.9% 1.380 1.5% 87% False False 3,909
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.613
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 107.700
2.618 103.294
1.618 100.594
1.000 98.925
0.618 97.894
HIGH 96.225
0.618 95.194
0.500 94.875
0.382 94.556
LOW 93.525
0.618 91.856
1.000 90.825
1.618 89.156
2.618 86.456
4.250 82.050
Fisher Pivots for day following 12-Nov-2007
Pivot 1 day 3 day
R1 94.875 95.613
PP 94.790 95.282
S1 94.705 94.951

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

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