NYMEX miNY Light Sweet Crude Oil Future January 2008


Trading Metrics calculated at close of trading on 23-Oct-2007
Day Change Summary
Previous Current
22-Oct-2007 23-Oct-2007 Change Change % Previous Week
Open 85.925 84.900 -1.025 -1.2% 81.575
High 85.975 85.825 -0.150 -0.2% 87.175
Low 84.300 84.050 -0.250 -0.3% 81.575
Close 85.210 84.460 -0.750 -0.9% 85.920
Range 1.675 1.775 0.100 6.0% 5.600
ATR 1.400 1.427 0.027 1.9% 0.000
Volume 76 190 114 150.0% 257
Daily Pivots for day following 23-Oct-2007
Classic Woodie Camarilla DeMark
R4 90.103 89.057 85.436
R3 88.328 87.282 84.948
R2 86.553 86.553 84.785
R1 85.507 85.507 84.623 85.143
PP 84.778 84.778 84.778 84.596
S1 83.732 83.732 84.297 83.368
S2 83.003 83.003 84.135
S3 81.228 81.957 83.972
S4 79.453 80.182 83.484
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 84.050 3.125 3.7% 1.835 2.2% 13% False True 98
10 87.175 78.650 8.525 10.1% 1.825 2.2% 68% False False 54
20 87.175 76.750 10.425 12.3% 1.454 1.7% 74% False False 33
40 87.175 71.400 15.775 18.7% 0.783 0.9% 83% False False 20
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.258
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 93.369
2.618 90.472
1.618 88.697
1.000 87.600
0.618 86.922
HIGH 85.825
0.618 85.147
0.500 84.938
0.382 84.728
LOW 84.050
0.618 82.953
1.000 82.275
1.618 81.178
2.618 79.403
4.250 76.506
Fisher Pivots for day following 23-Oct-2007
Pivot 1 day 3 day
R1 84.938 85.613
PP 84.778 85.228
S1 84.619 84.844

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

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