NYMEX miNY Light Sweet Crude Oil Future January 2008


Trading Metrics calculated at close of trading on 27-Nov-2007
Day Change Summary
Previous Current
26-Nov-2007 27-Nov-2007 Change Change % Previous Week
Open 98.175 97.050 -1.125 -1.1% 93.925
High 99.100 97.300 -1.800 -1.8% 99.200
Low 96.525 94.200 -2.325 -2.4% 93.175
Close 97.700 94.420 -3.280 -3.4% 98.180
Range 2.575 3.100 0.525 20.4% 6.025
ATR 2.673 2.732 0.059 2.2% 0.000
Volume 7,737 16,972 9,235 119.4% 67,216
Daily Pivots for day following 27-Nov-2007
Classic Woodie Camarilla DeMark
R4 104.607 102.613 96.125
R3 101.507 99.513 95.273
R2 98.407 98.407 94.988
R1 96.413 96.413 94.704 95.860
PP 95.307 95.307 95.307 95.030
S1 93.313 93.313 94.136 92.760
S2 92.207 92.207 93.852
S3 89.107 90.213 93.568
S4 86.007 87.113 92.715
Weekly Pivots for week ending 23-Nov-2007
Classic Woodie Camarilla DeMark
R4 114.927 112.578 101.494
R3 108.902 106.553 99.837
R2 102.877 102.877 99.285
R1 100.528 100.528 98.732 101.703
PP 96.852 96.852 96.852 97.439
S1 94.503 94.503 97.628 95.678
S2 90.827 90.827 97.075
S3 84.802 88.478 96.523
S4 78.777 82.453 94.866
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.200 93.975 5.225 5.5% 3.095 3.3% 9% False False 15,265
10 99.200 89.200 10.000 10.6% 3.005 3.2% 52% False False 11,667
20 99.200 88.200 11.000 11.7% 3.088 3.3% 57% False False 6,224
40 99.200 77.275 21.925 23.2% 2.395 2.5% 78% False False 3,156
60 99.200 72.700 26.500 28.1% 1.708 1.8% 82% False False 2,107
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.715
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 110.475
2.618 105.416
1.618 102.316
1.000 100.400
0.618 99.216
HIGH 97.300
0.618 96.116
0.500 95.750
0.382 95.384
LOW 94.200
0.618 92.284
1.000 91.100
1.618 89.184
2.618 86.084
4.250 81.025
Fisher Pivots for day following 27-Nov-2007
Pivot 1 day 3 day
R1 95.750 96.650
PP 95.307 95.907
S1 94.863 95.163

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

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