NYMEX miNY Light Sweet Crude Oil Future January 2008


Trading Metrics calculated at close of trading on 16-Nov-2007
Day Change Summary
Previous Current
15-Nov-2007 16-Nov-2007 Change Change % Previous Week
Open 92.800 92.400 -0.400 -0.4% 94.700
High 93.350 94.375 1.025 1.1% 95.225
Low 90.525 91.775 1.250 1.4% 89.200
Close 92.070 93.840 1.770 1.9% 93.840
Range 2.825 2.600 -0.225 -8.0% 6.025
ATR 2.593 2.594 0.000 0.0% 0.000
Volume 4,368 13,528 9,160 209.7% 26,016
Daily Pivots for day following 16-Nov-2007
Classic Woodie Camarilla DeMark
R4 101.130 100.085 95.270
R3 98.530 97.485 94.555
R2 95.930 95.930 94.317
R1 94.885 94.885 94.078 95.408
PP 93.330 93.330 93.330 93.591
S1 92.285 92.285 93.602 92.808
S2 90.730 90.730 93.363
S3 88.130 89.685 93.125
S4 85.530 87.085 92.410
Weekly Pivots for week ending 16-Nov-2007
Classic Woodie Camarilla DeMark
R4 110.830 108.360 97.154
R3 104.805 102.335 95.497
R2 98.780 98.780 94.945
R1 96.310 96.310 94.392 94.533
PP 92.755 92.755 92.755 91.866
S1 90.285 90.285 93.288 88.508
S2 86.730 86.730 92.735
S3 80.705 84.260 92.183
S4 74.680 78.235 90.526
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.225 89.200 6.025 6.4% 3.070 3.3% 77% False False 5,203
10 97.600 89.200 8.400 9.0% 2.815 3.0% 55% False False 3,011
20 97.600 83.975 13.625 14.5% 2.863 3.1% 72% False False 1,699
40 97.600 76.750 20.850 22.2% 2.106 2.2% 82% False False 860
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.623
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 105.425
2.618 101.182
1.618 98.582
1.000 96.975
0.618 95.982
HIGH 94.375
0.618 93.382
0.500 93.075
0.382 92.768
LOW 91.775
0.618 90.168
1.000 89.175
1.618 87.568
2.618 84.968
4.250 80.725
Fisher Pivots for day following 16-Nov-2007
Pivot 1 day 3 day
R1 93.585 93.323
PP 93.330 92.805
S1 93.075 92.288

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

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