NYMEX miNY Light Sweet Crude Oil Future December 2007


Trading Metrics calculated at close of trading on 13-Nov-2007
Day Change Summary
Previous Current
12-Nov-2007 13-Nov-2007 Change Change % Previous Week
Open 96.100 93.575 -2.525 -2.6% 95.925
High 96.225 94.675 -1.550 -1.6% 98.600
Low 93.525 90.100 -3.425 -3.7% 93.725
Close 94.620 91.170 -3.450 -3.6% 96.320
Range 2.700 4.575 1.875 69.4% 4.875
ATR 2.766 2.895 0.129 4.7% 0.000
Volume 21,109 22,347 1,238 5.9% 122,874
Daily Pivots for day following 13-Nov-2007
Classic Woodie Camarilla DeMark
R4 105.707 103.013 93.686
R3 101.132 98.438 92.428
R2 96.557 96.557 92.009
R1 93.863 93.863 91.589 92.923
PP 91.982 91.982 91.982 91.511
S1 89.288 89.288 90.751 88.348
S2 87.407 87.407 90.331
S3 82.832 84.713 89.912
S4 78.257 80.138 88.654
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 90.100 8.500 9.3% 3.245 3.6% 13% False True 26,927
10 98.600 88.900 9.700 10.6% 3.480 3.8% 23% False False 25,261
20 98.600 84.700 13.900 15.2% 3.010 3.3% 47% False False 20,007
40 98.600 77.350 21.250 23.3% 2.461 2.7% 65% False False 10,309
60 98.600 68.425 30.175 33.1% 1.993 2.2% 75% False False 6,883
80 98.600 68.425 30.175 33.1% 1.736 1.9% 75% False False 5,165
100 98.600 68.425 30.175 33.1% 1.426 1.6% 75% False False 4,132
120 98.600 67.175 31.425 34.5% 1.197 1.3% 76% False False 3,446
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.698
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 114.119
2.618 106.652
1.618 102.077
1.000 99.250
0.618 97.502
HIGH 94.675
0.618 92.927
0.500 92.388
0.382 91.848
LOW 90.100
0.618 87.273
1.000 85.525
1.618 82.698
2.618 78.123
4.250 70.656
Fisher Pivots for day following 13-Nov-2007
Pivot 1 day 3 day
R1 92.388 93.388
PP 91.982 92.648
S1 91.576 91.909

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

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