NYMEX miNY Light Sweet Crude Oil Future December 2007


Trading Metrics calculated at close of trading on 14-Nov-2007
Day Change Summary
Previous Current
13-Nov-2007 14-Nov-2007 Change Change % Previous Week
Open 93.575 91.400 -2.175 -2.3% 95.925
High 94.675 94.375 -0.300 -0.3% 98.600
Low 90.100 91.200 1.100 1.2% 93.725
Close 91.170 94.090 2.920 3.2% 96.320
Range 4.575 3.175 -1.400 -30.6% 4.875
ATR 2.895 2.917 0.022 0.8% 0.000
Volume 22,347 32,549 10,202 45.7% 122,874
Daily Pivots for day following 14-Nov-2007
Classic Woodie Camarilla DeMark
R4 102.747 101.593 95.836
R3 99.572 98.418 94.963
R2 96.397 96.397 94.672
R1 95.243 95.243 94.381 95.820
PP 93.222 93.222 93.222 93.510
S1 92.068 92.068 93.799 92.645
S2 90.047 90.047 93.508
S3 86.872 88.893 93.217
S4 83.697 85.718 92.344
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 97.700 90.100 7.600 8.1% 3.075 3.3% 53% False False 29,534
10 98.600 90.100 8.500 9.0% 3.160 3.4% 47% False False 26,254
20 98.600 84.700 13.900 14.8% 3.075 3.3% 68% False False 21,415
40 98.600 77.350 21.250 22.6% 2.511 2.7% 79% False False 11,120
60 98.600 68.425 30.175 32.1% 2.029 2.2% 85% False False 7,425
80 98.600 68.425 30.175 32.1% 1.754 1.9% 85% False False 5,571
100 98.600 68.425 30.175 32.1% 1.447 1.5% 85% False False 4,458
120 98.600 67.350 31.250 33.2% 1.224 1.3% 86% False False 3,715
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.643
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 107.869
2.618 102.687
1.618 99.512
1.000 97.550
0.618 96.337
HIGH 94.375
0.618 93.162
0.500 92.788
0.382 92.413
LOW 91.200
0.618 89.238
1.000 88.025
1.618 86.063
2.618 82.888
4.250 77.706
Fisher Pivots for day following 14-Nov-2007
Pivot 1 day 3 day
R1 93.656 93.781
PP 93.222 93.472
S1 92.788 93.163

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

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