NYMEX miNY Light Sweet Crude Oil Future January 2008


Trading Metrics calculated at close of trading on 02-Nov-2007
Day Change Summary
Previous Current
01-Nov-2007 02-Nov-2007 Change Change % Previous Week
Open 93.700 92.800 -0.900 -1.0% 90.850
High 94.725 94.875 0.150 0.2% 94.875
Low 91.000 92.150 1.150 1.3% 88.200
Close 92.450 94.810 2.360 2.6% 94.810
Range 3.725 2.725 -1.000 -26.8% 6.675
ATR 2.239 2.274 0.035 1.5% 0.000
Volume 1,080 617 -463 -42.9% 2,834
Daily Pivots for day following 02-Nov-2007
Classic Woodie Camarilla DeMark
R4 102.120 101.190 96.309
R3 99.395 98.465 95.559
R2 96.670 96.670 95.310
R1 95.740 95.740 95.060 96.205
PP 93.945 93.945 93.945 94.178
S1 93.015 93.015 94.560 93.480
S2 91.220 91.220 94.310
S3 88.495 90.290 94.061
S4 85.770 87.565 93.311
Weekly Pivots for week ending 02-Nov-2007
Classic Woodie Camarilla DeMark
R4 112.653 110.407 98.481
R3 105.978 103.732 96.646
R2 99.303 99.303 96.034
R1 97.057 97.057 95.422 98.180
PP 92.628 92.628 92.628 93.190
S1 90.382 90.382 94.198 91.505
S2 85.953 85.953 93.586
S3 79.278 83.707 92.974
S4 72.603 77.032 91.139
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.875 88.200 6.675 7.0% 3.670 3.9% 99% True False 566
10 94.875 83.975 10.900 11.5% 2.910 3.1% 99% True False 387
20 94.875 77.300 17.575 18.5% 2.399 2.5% 100% True False 208
40 94.875 74.250 20.625 21.8% 1.409 1.5% 100% True False 108
Crabel Price Patterns
NR True
NR4 True
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 0.465
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 106.456
2.618 102.009
1.618 99.284
1.000 97.600
0.618 96.559
HIGH 94.875
0.618 93.834
0.500 93.513
0.382 93.191
LOW 92.150
0.618 90.466
1.000 89.425
1.618 87.741
2.618 85.016
4.250 80.569
Fisher Pivots for day following 02-Nov-2007
Pivot 1 day 3 day
R1 94.378 93.719
PP 93.945 92.628
S1 93.513 91.538

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

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