NYMEX miNY Light Sweet Crude Oil Future January 2008


Trading Metrics calculated at close of trading on 31-Oct-2007
Day Change Summary
Previous Current
30-Oct-2007 31-Oct-2007 Change Change % Previous Week
Open 92.900 89.075 -3.825 -4.1% 85.925
High 92.900 93.750 0.850 0.9% 90.900
Low 88.750 88.200 -0.550 -0.6% 83.975
Close 89.590 93.270 3.680 4.1% 90.740
Range 4.150 5.550 1.400 33.7% 6.925
ATR 1.861 2.125 0.263 14.2% 0.000
Volume 373 387 14 3.8% 1,037
Daily Pivots for day following 31-Oct-2007
Classic Woodie Camarilla DeMark
R4 108.390 106.380 96.323
R3 102.840 100.830 94.796
R2 97.290 97.290 94.288
R1 95.280 95.280 93.779 96.285
PP 91.740 91.740 91.740 92.243
S1 89.730 89.730 92.761 90.735
S2 86.190 86.190 92.253
S3 80.640 84.180 91.744
S4 75.090 78.630 90.218
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 93.750 86.475 7.275 7.8% 3.300 3.5% 93% True False 343
10 93.750 83.975 9.775 10.5% 2.660 2.9% 95% True False 222
20 93.750 77.300 16.450 17.6% 2.121 2.3% 97% True False 123
40 93.750 73.340 20.410 21.9% 1.261 1.4% 98% True False 66
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.333
Widest range in 48 trading days
Fibonacci Retracements and Extensions
4.250 117.338
2.618 108.280
1.618 102.730
1.000 99.300
0.618 97.180
HIGH 93.750
0.618 91.630
0.500 90.975
0.382 90.320
LOW 88.200
0.618 84.770
1.000 82.650
1.618 79.220
2.618 73.670
4.250 64.613
Fisher Pivots for day following 31-Oct-2007
Pivot 1 day 3 day
R1 92.505 92.505
PP 91.740 91.740
S1 90.975 90.975

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

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