NYMEX miNY Light Sweet Crude Oil Future January 2008


Trading Metrics calculated at close of trading on 14-Nov-2007
Day Change Summary
Previous Current
13-Nov-2007 14-Nov-2007 Change Change % Previous Week
Open 92.500 90.425 -2.075 -2.2% 94.900
High 93.525 93.050 -0.475 -0.5% 97.600
Low 89.200 90.200 1.000 1.1% 92.825
Close 90.200 92.830 2.630 2.9% 95.300
Range 4.325 2.850 -1.475 -34.1% 4.775
ATR 2.554 2.576 0.021 0.8% 0.000
Volume 2,386 4,467 2,081 87.2% 4,095
Daily Pivots for day following 14-Nov-2007
Classic Woodie Camarilla DeMark
R4 100.577 99.553 94.398
R3 97.727 96.703 93.614
R2 94.877 94.877 93.353
R1 93.853 93.853 93.091 94.365
PP 92.027 92.027 92.027 92.283
S1 91.003 91.003 92.569 91.515
S2 89.177 89.177 92.308
S3 86.327 88.153 92.046
S4 83.477 85.303 91.263
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 96.850 89.200 7.650 8.2% 2.885 3.1% 47% False False 2,126
10 97.600 89.200 8.400 9.0% 2.918 3.1% 43% False False 1,391
20 97.600 83.975 13.625 14.7% 2.789 3.0% 65% False False 806
40 97.600 76.750 20.850 22.5% 1.977 2.1% 77% False False 413
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 0.673
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 105.163
2.618 100.511
1.618 97.661
1.000 95.900
0.618 94.811
HIGH 93.050
0.618 91.961
0.500 91.625
0.382 91.289
LOW 90.200
0.618 88.439
1.000 87.350
1.618 85.589
2.618 82.739
4.250 78.088
Fisher Pivots for day following 14-Nov-2007
Pivot 1 day 3 day
R1 92.428 92.624
PP 92.027 92.418
S1 91.625 92.213

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

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