NYMEX miNY Light Sweet Crude Oil Future January 2008


Trading Metrics calculated at close of trading on 19-Oct-2007
Day Change Summary
Previous Current
18-Oct-2007 19-Oct-2007 Change Change % Previous Week
Open 85.000 86.875 1.875 2.2% 81.575
High 87.125 87.175 0.050 0.1% 87.175
Low 84.950 85.400 0.450 0.5% 81.575
Close 86.890 85.920 -0.970 -1.1% 85.920
Range 2.175 1.775 -0.400 -18.4% 5.600
ATR 1.348 1.379 0.030 2.3% 0.000
Volume 26 25 -1 -3.8% 257
Daily Pivots for day following 19-Oct-2007
Classic Woodie Camarilla DeMark
R4 91.490 90.480 86.896
R3 89.715 88.705 86.408
R2 87.940 87.940 86.245
R1 86.930 86.930 86.083 86.548
PP 86.165 86.165 86.165 85.974
S1 85.155 85.155 85.757 84.773
S2 84.390 84.390 85.595
S3 82.615 83.380 85.432
S4 80.840 81.605 84.944
Weekly Pivots for week ending 19-Oct-2007
Classic Woodie Camarilla DeMark
R4 101.690 99.405 89.000
R3 96.090 93.805 87.460
R2 90.490 90.490 86.947
R1 88.205 88.205 86.433 89.348
PP 84.890 84.890 84.890 85.461
S1 82.605 82.605 85.407 83.748
S2 79.290 79.290 84.893
S3 73.690 77.005 84.380
S4 68.090 71.405 82.840
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 87.175 81.575 5.600 6.5% 2.130 2.5% 78% True False 51
10 87.175 77.300 9.875 11.5% 1.888 2.2% 87% True False 29
20 87.175 76.750 10.425 12.1% 1.350 1.6% 88% True False 21
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.265
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 94.719
2.618 91.822
1.618 90.047
1.000 88.950
0.618 88.272
HIGH 87.175
0.618 86.497
0.500 86.288
0.382 86.078
LOW 85.400
0.618 84.303
1.000 83.625
1.618 82.528
2.618 80.753
4.250 77.856
Fisher Pivots for day following 19-Oct-2007
Pivot 1 day 3 day
R1 86.288 85.893
PP 86.165 85.865
S1 86.043 85.838

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

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