NYMEX miNY Light Sweet Crude Oil Future January 2008


Trading Metrics calculated at close of trading on 08-Nov-2007
Day Change Summary
Previous Current
07-Nov-2007 08-Nov-2007 Change Change % Previous Week
Open 95.975 95.100 -0.875 -0.9% 90.850
High 97.600 96.850 -0.750 -0.8% 94.875
Low 93.925 94.175 0.250 0.3% 88.200
Close 95.600 94.660 -0.940 -1.0% 94.810
Range 3.675 2.675 -1.000 -27.2% 6.675
ATR 2.411 2.430 0.019 0.8% 0.000
Volume 639 1,598 959 150.1% 2,834
Daily Pivots for day following 08-Nov-2007
Classic Woodie Camarilla DeMark
R4 103.253 101.632 96.131
R3 100.578 98.957 95.396
R2 97.903 97.903 95.150
R1 96.282 96.282 94.905 95.755
PP 95.228 95.228 95.228 94.965
S1 93.607 93.607 94.415 93.080
S2 92.553 92.553 94.170
S3 89.878 90.932 93.924
S4 87.203 88.257 93.189
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 92.150 5.450 5.8% 2.740 2.9% 46% False False 760
10 97.600 88.200 9.400 9.9% 3.115 3.3% 69% False False 634
20 97.600 80.950 16.650 17.6% 2.596 2.7% 82% False False 366
40 97.600 76.150 21.450 22.7% 1.683 1.8% 86% False False 187
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.605
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 108.219
2.618 103.853
1.618 101.178
1.000 99.525
0.618 98.503
HIGH 96.850
0.618 95.828
0.500 95.513
0.382 95.197
LOW 94.175
0.618 92.522
1.000 91.500
1.618 89.847
2.618 87.172
4.250 82.806
Fisher Pivots for day following 08-Nov-2007
Pivot 1 day 3 day
R1 95.513 95.600
PP 95.228 95.287
S1 94.944 94.973

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

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