NYMEX miNY Light Sweet Crude Oil Future January 2008


Trading Metrics calculated at close of trading on 29-Oct-2007
Day Change Summary
Previous Current
26-Oct-2007 29-Oct-2007 Change Change % Previous Week
Open 89.600 90.850 1.250 1.4% 85.925
High 90.900 92.750 1.850 2.0% 90.900
Low 89.075 90.550 1.475 1.7% 83.975
Close 90.740 92.630 1.890 2.1% 90.740
Range 1.825 2.200 0.375 20.5% 6.925
ATR 1.646 1.685 0.040 2.4% 0.000
Volume 332 377 45 13.6% 1,037
Daily Pivots for day following 29-Oct-2007
Classic Woodie Camarilla DeMark
R4 98.577 97.803 93.840
R3 96.377 95.603 93.235
R2 94.177 94.177 93.033
R1 93.403 93.403 92.832 93.790
PP 91.977 91.977 91.977 92.170
S1 91.203 91.203 92.428 91.590
S2 89.777 89.777 92.227
S3 87.577 89.003 92.025
S4 85.377 86.803 91.420
Weekly Pivots for week ending 26-Oct-2007
Classic Woodie Camarilla DeMark
R4 109.313 106.952 94.549
R3 102.388 100.027 92.644
R2 95.463 95.463 92.010
R1 93.102 93.102 91.375 94.283
PP 88.538 88.538 88.538 89.129
S1 86.177 86.177 90.105 87.358
S2 81.613 81.613 89.470
S3 74.688 79.252 88.836
S4 67.763 72.327 86.931
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 92.750 83.975 8.775 9.5% 2.255 2.4% 99% True False 267
10 92.750 83.975 8.775 9.5% 2.038 2.2% 99% True False 165
20 92.750 77.275 15.475 16.7% 1.703 1.8% 99% True False 87
40 92.750 72.700 20.050 21.6% 1.019 1.1% 99% True False 48
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 0.353
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 102.100
2.618 98.510
1.618 96.310
1.000 94.950
0.618 94.110
HIGH 92.750
0.618 91.910
0.500 91.650
0.382 91.390
LOW 90.550
0.618 89.190
1.000 88.350
1.618 86.990
2.618 84.790
4.250 81.200
Fisher Pivots for day following 29-Oct-2007
Pivot 1 day 3 day
R1 92.303 91.624
PP 91.977 90.618
S1 91.650 89.613

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

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