NYMEX miNY Light Sweet Crude Oil Future January 2008


Trading Metrics calculated at close of trading on 20-Nov-2007
Day Change Summary
Previous Current
19-Nov-2007 20-Nov-2007 Change Change % Previous Week
Open 93.925 94.825 0.900 1.0% 94.700
High 95.150 98.600 3.450 3.6% 95.225
Low 93.175 93.975 0.800 0.9% 89.200
Close 94.640 98.030 3.390 3.6% 93.840
Range 1.975 4.625 2.650 134.2% 6.025
ATR 2.550 2.698 0.148 5.8% 0.000
Volume 15,596 13,537 -2,059 -13.2% 26,016
Daily Pivots for day following 20-Nov-2007
Classic Woodie Camarilla DeMark
R4 110.743 109.012 100.574
R3 106.118 104.387 99.302
R2 101.493 101.493 98.878
R1 99.762 99.762 98.454 100.628
PP 96.868 96.868 96.868 97.301
S1 95.137 95.137 97.606 96.003
S2 92.243 92.243 97.182
S3 87.618 90.512 96.758
S4 82.993 85.887 95.486
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 98.600 90.200 8.400 8.6% 2.975 3.0% 93% True False 10,299
10 98.600 89.200 9.400 9.6% 3.013 3.1% 94% True False 5,829
20 98.600 83.975 14.625 14.9% 3.020 3.1% 96% True False 3,142
40 98.600 76.750 21.850 22.3% 2.237 2.3% 97% True False 1,588
60 98.600 71.400 27.200 27.7% 1.528 1.6% 98% True False 1,061
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 0.770
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 118.256
2.618 110.708
1.618 106.083
1.000 103.225
0.618 101.458
HIGH 98.600
0.618 96.833
0.500 96.288
0.382 95.742
LOW 93.975
0.618 91.117
1.000 89.350
1.618 86.492
2.618 81.867
4.250 74.319
Fisher Pivots for day following 20-Nov-2007
Pivot 1 day 3 day
R1 97.449 97.083
PP 96.868 96.135
S1 96.288 95.188

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

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