NYMEX miNY Light Sweet Crude Oil Future January 2008


Trading Metrics calculated at close of trading on 15-Oct-2007
Day Change Summary
Previous Current
12-Oct-2007 15-Oct-2007 Change Change % Previous Week
Open 81.075 81.575 0.500 0.6% 79.000
High 82.150 84.800 2.650 3.2% 82.150
Low 80.950 81.575 0.625 0.8% 77.300
Close 81.930 84.250 2.320 2.8% 81.930
Range 1.200 3.225 2.025 168.8% 4.850
ATR 1.057 1.212 0.155 14.6% 0.000
Volume 12 15 3 25.0% 34
Daily Pivots for day following 15-Oct-2007
Classic Woodie Camarilla DeMark
R4 93.217 91.958 86.024
R3 89.992 88.733 85.137
R2 86.767 86.767 84.841
R1 85.508 85.508 84.546 86.138
PP 83.542 83.542 83.542 83.856
S1 82.283 82.283 83.954 82.913
S2 80.317 80.317 83.659
S3 77.092 79.058 83.363
S4 73.867 75.833 82.476
Weekly Pivots for week ending 12-Oct-2007
Classic Woodie Camarilla DeMark
R4 95.010 93.320 84.598
R3 90.160 88.470 83.264
R2 85.310 85.310 82.819
R1 83.620 83.620 82.375 84.465
PP 80.460 80.460 80.460 80.883
S1 78.770 78.770 81.485 79.615
S2 75.610 75.610 81.041
S3 70.760 73.920 80.596
S4 65.910 69.070 79.263
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 84.800 77.300 7.500 8.9% 1.880 2.2% 93% True False 9
10 84.800 77.275 7.525 8.9% 1.368 1.6% 93% True False 9
20 84.800 76.750 8.050 9.6% 0.991 1.2% 93% True False 9
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 0.136
Widest range in 36 trading days
Fibonacci Retracements and Extensions
4.250 98.506
2.618 93.243
1.618 90.018
1.000 88.025
0.618 86.793
HIGH 84.800
0.618 83.568
0.500 83.188
0.382 82.807
LOW 81.575
0.618 79.582
1.000 78.350
1.618 76.357
2.618 73.132
4.250 67.869
Fisher Pivots for day following 15-Oct-2007
Pivot 1 day 3 day
R1 83.896 83.579
PP 83.542 82.908
S1 83.188 82.238

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

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