NYMEX miNY Light Sweet Crude Oil Future January 2008


Trading Metrics calculated at close of trading on 01-Nov-2007
Day Change Summary
Previous Current
31-Oct-2007 01-Nov-2007 Change Change % Previous Week
Open 89.075 93.700 4.625 5.2% 85.925
High 93.750 94.725 0.975 1.0% 90.900
Low 88.200 91.000 2.800 3.2% 83.975
Close 93.270 92.450 -0.820 -0.9% 90.740
Range 5.550 3.725 -1.825 -32.9% 6.925
ATR 2.125 2.239 0.114 5.4% 0.000
Volume 387 1,080 693 179.1% 1,037
Daily Pivots for day following 01-Nov-2007
Classic Woodie Camarilla DeMark
R4 103.900 101.900 94.499
R3 100.175 98.175 93.474
R2 96.450 96.450 93.133
R1 94.450 94.450 92.791 93.588
PP 92.725 92.725 92.725 92.294
S1 90.725 90.725 92.109 89.863
S2 89.000 89.000 91.767
S3 85.275 87.000 91.426
S4 81.550 83.275 90.401
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 94.725 88.200 6.525 7.1% 3.490 3.8% 65% True False 509
10 94.725 83.975 10.750 11.6% 2.815 3.0% 79% True False 327
20 94.725 77.300 17.425 18.8% 2.284 2.5% 87% True False 177
40 94.725 73.350 21.375 23.1% 1.354 1.5% 89% True False 93
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 0.430
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 110.556
2.618 104.477
1.618 100.752
1.000 98.450
0.618 97.027
HIGH 94.725
0.618 93.302
0.500 92.863
0.382 92.423
LOW 91.000
0.618 88.698
1.000 87.275
1.618 84.973
2.618 81.248
4.250 75.169
Fisher Pivots for day following 01-Nov-2007
Pivot 1 day 3 day
R1 92.863 92.121
PP 92.725 91.792
S1 92.588 91.463

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

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