NYMEX miNY Light Sweet Crude Oil Future January 2008


Trading Metrics calculated at close of trading on 06-Nov-2007
Day Change Summary
Previous Current
05-Nov-2007 06-Nov-2007 Change Change % Previous Week
Open 94.900 93.625 -1.275 -1.3% 90.850
High 95.000 96.050 1.050 1.1% 94.875
Low 92.825 93.600 0.775 0.8% 88.200
Close 93.120 95.800 2.680 2.9% 94.810
Range 2.175 2.450 0.275 12.6% 6.675
ATR 2.267 2.314 0.047 2.1% 0.000
Volume 313 633 320 102.2% 2,834
Daily Pivots for day following 06-Nov-2007
Classic Woodie Camarilla DeMark
R4 102.500 101.600 97.148
R3 100.050 99.150 96.474
R2 97.600 97.600 96.249
R1 96.700 96.700 96.025 97.150
PP 95.150 95.150 95.150 95.375
S1 94.250 94.250 95.575 94.700
S2 92.700 92.700 95.351
S3 90.250 91.800 95.126
S4 87.800 89.350 94.453
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 96.050 88.200 7.850 8.2% 3.325 3.5% 97% True False 606
10 96.050 83.975 12.075 12.6% 3.028 3.2% 98% True False 455
20 96.050 78.650 17.400 18.2% 2.426 2.5% 99% True False 254
40 96.050 75.550 20.500 21.4% 1.524 1.6% 99% True False 131
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 0.388
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 106.463
2.618 102.464
1.618 100.014
1.000 98.500
0.618 97.564
HIGH 96.050
0.618 95.114
0.500 94.825
0.382 94.536
LOW 93.600
0.618 92.086
1.000 91.150
1.618 89.636
2.618 87.186
4.250 83.188
Fisher Pivots for day following 06-Nov-2007
Pivot 1 day 3 day
R1 95.475 95.233
PP 95.150 94.667
S1 94.825 94.100

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

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