NYMEX miNY Light Sweet Crude Oil Future January 2008


Trading Metrics calculated at close of trading on 07-Nov-2007
Day Change Summary
Previous Current
06-Nov-2007 07-Nov-2007 Change Change % Previous Week
Open 93.625 95.975 2.350 2.5% 90.850
High 96.050 97.600 1.550 1.6% 94.875
Low 93.600 93.925 0.325 0.3% 88.200
Close 95.800 95.600 -0.200 -0.2% 94.810
Range 2.450 3.675 1.225 50.0% 6.675
ATR 2.314 2.411 0.097 4.2% 0.000
Volume 633 639 6 0.9% 2,834
Daily Pivots for day following 07-Nov-2007
Classic Woodie Camarilla DeMark
R4 106.733 104.842 97.621
R3 103.058 101.167 96.611
R2 99.383 99.383 96.274
R1 97.492 97.492 95.937 96.600
PP 95.708 95.708 95.708 95.263
S1 93.817 93.817 95.263 92.925
S2 92.033 92.033 94.926
S3 88.358 90.142 94.589
S4 84.683 86.467 93.579
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 97.600 91.000 6.600 6.9% 2.950 3.1% 70% True False 656
10 97.600 86.475 11.125 11.6% 3.125 3.3% 82% True False 499
20 97.600 79.675 17.925 18.8% 2.550 2.7% 89% True False 286
40 97.600 76.000 21.600 22.6% 1.616 1.7% 91% True False 147
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.515
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 113.219
2.618 107.221
1.618 103.546
1.000 101.275
0.618 99.871
HIGH 97.600
0.618 96.196
0.500 95.763
0.382 95.329
LOW 93.925
0.618 91.654
1.000 90.250
1.618 87.979
2.618 84.304
4.250 78.306
Fisher Pivots for day following 07-Nov-2007
Pivot 1 day 3 day
R1 95.763 95.471
PP 95.708 95.342
S1 95.654 95.213

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

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