NYMEX miNY Light Sweet Crude Oil Future January 2008


Trading Metrics calculated at close of trading on 13-Nov-2007
Day Change Summary
Previous Current
12-Nov-2007 13-Nov-2007 Change Change % Previous Week
Open 94.700 92.500 -2.200 -2.3% 94.900
High 95.225 93.525 -1.700 -1.8% 97.600
Low 92.475 89.200 -3.275 -3.5% 92.825
Close 93.520 90.200 -3.320 -3.6% 95.300
Range 2.750 4.325 1.575 57.3% 4.775
ATR 2.418 2.554 0.136 5.6% 0.000
Volume 1,267 2,386 1,119 88.3% 4,095
Daily Pivots for day following 13-Nov-2007
Classic Woodie Camarilla DeMark
R4 103.950 101.400 92.579
R3 99.625 97.075 91.389
R2 95.300 95.300 90.993
R1 92.750 92.750 90.596 91.863
PP 90.975 90.975 90.975 90.531
S1 88.425 88.425 89.804 87.538
S2 86.650 86.650 89.407
S3 82.325 84.100 89.011
S4 78.000 79.775 87.821
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 89.200 8.400 9.3% 3.050 3.4% 12% False True 1,360
10 97.600 88.200 9.400 10.4% 3.188 3.5% 21% False False 983
20 97.600 83.975 13.625 15.1% 2.735 3.0% 46% False False 592
40 97.600 76.750 20.850 23.1% 1.906 2.1% 65% False False 301
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.738
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 111.906
2.618 104.848
1.618 100.523
1.000 97.850
0.618 96.198
HIGH 93.525
0.618 91.873
0.500 91.363
0.382 90.852
LOW 89.200
0.618 86.527
1.000 84.875
1.618 82.202
2.618 77.877
4.250 70.819
Fisher Pivots for day following 13-Nov-2007
Pivot 1 day 3 day
R1 91.363 92.400
PP 90.975 91.667
S1 90.588 90.933

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

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