NYMEX miNY Light Sweet Crude Oil Future January 2008


Trading Metrics calculated at close of trading on 09-Nov-2007
Day Change Summary
Previous Current
08-Nov-2007 09-Nov-2007 Change Change % Previous Week
Open 95.100 95.000 -0.100 -0.1% 94.900
High 96.850 95.600 -1.250 -1.3% 97.600
Low 94.175 93.775 -0.400 -0.4% 92.825
Close 94.660 95.300 0.640 0.7% 95.300
Range 2.675 1.825 -0.850 -31.8% 4.775
ATR 2.430 2.387 -0.043 -1.8% 0.000
Volume 1,598 912 -686 -42.9% 4,095
Daily Pivots for day following 09-Nov-2007
Classic Woodie Camarilla DeMark
R4 100.367 99.658 96.304
R3 98.542 97.833 95.802
R2 96.717 96.717 95.635
R1 96.008 96.008 95.467 96.363
PP 94.892 94.892 94.892 95.069
S1 94.183 94.183 95.133 94.538
S2 93.067 93.067 94.965
S3 91.242 92.358 94.798
S4 89.417 90.533 94.296
Weekly Pivots for week ending 09-Nov-2007
Classic Woodie Camarilla DeMark
R4 109.567 107.208 97.926
R3 104.792 102.433 96.613
R2 100.017 100.017 96.175
R1 97.658 97.658 95.738 98.838
PP 95.242 95.242 95.242 95.831
S1 92.883 92.883 94.862 94.063
S2 90.467 90.467 94.425
S3 85.692 88.108 93.987
S4 80.917 83.333 92.674
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.600 92.825 4.775 5.0% 2.560 2.7% 52% False False 819
10 97.600 88.200 9.400 9.9% 3.115 3.3% 76% False False 692
20 97.600 81.575 16.025 16.8% 2.628 2.8% 86% False False 411
40 97.600 76.700 20.900 21.9% 1.729 1.8% 89% False False 210
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.613
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 103.356
2.618 100.378
1.618 98.553
1.000 97.425
0.618 96.728
HIGH 95.600
0.618 94.903
0.500 94.688
0.382 94.472
LOW 93.775
0.618 92.647
1.000 91.950
1.618 90.822
2.618 88.997
4.250 86.019
Fisher Pivots for day following 09-Nov-2007
Pivot 1 day 3 day
R1 95.096 95.688
PP 94.892 95.558
S1 94.688 95.429

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

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