NYMEX miNY Light Sweet Crude Oil Future January 2008


Trading Metrics calculated at close of trading on 22-Oct-2007
Day Change Summary
Previous Current
19-Oct-2007 22-Oct-2007 Change Change % Previous Week
Open 86.875 85.925 -0.950 -1.1% 81.575
High 87.175 85.975 -1.200 -1.4% 87.175
Low 85.400 84.300 -1.100 -1.3% 81.575
Close 85.920 85.210 -0.710 -0.8% 85.920
Range 1.775 1.675 -0.100 -5.6% 5.600
ATR 1.379 1.400 0.021 1.5% 0.000
Volume 25 76 51 204.0% 257
Daily Pivots for day following 22-Oct-2007
Classic Woodie Camarilla DeMark
R4 90.187 89.373 86.131
R3 88.512 87.698 85.671
R2 86.837 86.837 85.517
R1 86.023 86.023 85.364 85.593
PP 85.162 85.162 85.162 84.946
S1 84.348 84.348 85.056 83.918
S2 83.487 83.487 84.903
S3 81.812 82.673 84.749
S4 80.137 80.998 84.289
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 84.225 2.950 3.5% 1.820 2.1% 33% False False 63
10 87.175 77.300 9.875 11.6% 1.850 2.2% 80% False False 36
20 87.175 76.750 10.425 12.2% 1.425 1.7% 81% False False 25
40 87.175 70.170 17.005 20.0% 0.738 0.9% 88% False False 15
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.235
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 93.094
2.618 90.360
1.618 88.685
1.000 87.650
0.618 87.010
HIGH 85.975
0.618 85.335
0.500 85.138
0.382 84.940
LOW 84.300
0.618 83.265
1.000 82.625
1.618 81.590
2.618 79.915
4.250 77.181
Fisher Pivots for day following 22-Oct-2007
Pivot 1 day 3 day
R1 85.186 85.738
PP 85.162 85.562
S1 85.138 85.386

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

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