NYMEX miNY Light Sweet Crude Oil Future January 2008


Trading Metrics calculated at close of trading on 21-Nov-2007
Day Change Summary
Previous Current
20-Nov-2007 21-Nov-2007 Change Change % Previous Week
Open 94.825 98.100 3.275 3.5% 94.700
High 98.600 99.200 0.600 0.6% 95.225
Low 93.975 96.275 2.300 2.4% 89.200
Close 98.030 97.290 -0.740 -0.8% 93.840
Range 4.625 2.925 -1.700 -36.8% 6.025
ATR 2.698 2.714 0.016 0.6% 0.000
Volume 13,537 16,552 3,015 22.3% 26,016
Daily Pivots for day following 21-Nov-2007
Classic Woodie Camarilla DeMark
R4 106.363 104.752 98.899
R3 103.438 101.827 98.094
R2 100.513 100.513 97.826
R1 98.902 98.902 97.558 98.245
PP 97.588 97.588 97.588 97.260
S1 95.977 95.977 97.022 95.320
S2 94.663 94.663 96.754
S3 91.738 93.052 96.486
S4 88.813 90.127 95.681
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 99.200 90.525 8.675 8.9% 2.990 3.1% 78% True False 12,716
10 99.200 89.200 10.000 10.3% 2.938 3.0% 81% True False 7,421
20 99.200 86.475 12.725 13.1% 3.031 3.1% 85% True False 3,960
40 99.200 77.275 21.925 22.5% 2.279 2.3% 91% True False 2,001
60 99.200 71.400 27.800 28.6% 1.577 1.6% 93% True False 1,336
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.718
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 111.631
2.618 106.858
1.618 103.933
1.000 102.125
0.618 101.008
HIGH 99.200
0.618 98.083
0.500 97.738
0.382 97.392
LOW 96.275
0.618 94.467
1.000 93.350
1.618 91.542
2.618 88.617
4.250 83.844
Fisher Pivots for day following 21-Nov-2007
Pivot 1 day 3 day
R1 97.738 96.923
PP 97.588 96.555
S1 97.439 96.188

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

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