NYMEX miNY Light Sweet Crude Oil Future January 2008


Trading Metrics calculated at close of trading on 12-Nov-2007
Day Change Summary
Previous Current
09-Nov-2007 12-Nov-2007 Change Change % Previous Week
Open 95.000 94.700 -0.300 -0.3% 94.900
High 95.600 95.225 -0.375 -0.4% 97.600
Low 93.775 92.475 -1.300 -1.4% 92.825
Close 95.300 93.520 -1.780 -1.9% 95.300
Range 1.825 2.750 0.925 50.7% 4.775
ATR 2.387 2.418 0.031 1.3% 0.000
Volume 912 1,267 355 38.9% 4,095
Daily Pivots for day following 12-Nov-2007
Classic Woodie Camarilla DeMark
R4 101.990 100.505 95.033
R3 99.240 97.755 94.276
R2 96.490 96.490 94.024
R1 95.005 95.005 93.772 94.373
PP 93.740 93.740 93.740 93.424
S1 92.255 92.255 93.268 91.623
S2 90.990 90.990 93.016
S3 88.240 89.505 92.764
S4 85.490 86.755 92.008
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 92.475 5.125 5.5% 2.675 2.9% 20% False True 1,009
10 97.600 88.200 9.400 10.1% 3.170 3.4% 57% False False 781
20 97.600 83.975 13.625 14.6% 2.604 2.8% 70% False False 473
40 97.600 76.750 20.850 22.3% 1.798 1.9% 80% False False 241
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 0.635
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 106.913
2.618 102.425
1.618 99.675
1.000 97.975
0.618 96.925
HIGH 95.225
0.618 94.175
0.500 93.850
0.382 93.526
LOW 92.475
0.618 90.776
1.000 89.725
1.618 88.026
2.618 85.276
4.250 80.788
Fisher Pivots for day following 12-Nov-2007
Pivot 1 day 3 day
R1 93.850 94.663
PP 93.740 94.282
S1 93.630 93.901

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

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