NYMEX miNY Light Sweet Crude Oil Future January 2008


Trading Metrics calculated at close of trading on 28-Nov-2007
Day Change Summary
Previous Current
27-Nov-2007 28-Nov-2007 Change Change % Previous Week
Open 97.050 94.525 -2.525 -2.6% 93.925
High 97.300 95.225 -2.075 -2.1% 99.200
Low 94.200 90.325 -3.875 -4.1% 93.175
Close 94.420 91.425 -2.995 -3.2% 98.180
Range 3.100 4.900 1.800 58.1% 6.025
ATR 2.732 2.887 0.155 5.7% 0.000
Volume 16,972 17,727 755 4.4% 67,216
Daily Pivots for day following 28-Nov-2007
Classic Woodie Camarilla DeMark
R4 107.025 104.125 94.120
R3 102.125 99.225 92.773
R2 97.225 97.225 92.323
R1 94.325 94.325 91.874 93.325
PP 92.325 92.325 92.325 91.825
S1 89.425 89.425 90.976 88.425
S2 87.425 87.425 90.527
S3 82.525 84.525 90.078
S4 77.625 79.625 88.730
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 90.325 8.875 9.7% 3.150 3.4% 12% False True 16,103
10 99.200 90.200 9.000 9.8% 3.063 3.3% 14% False False 13,201
20 99.200 88.200 11.000 12.0% 3.125 3.4% 29% False False 7,092
40 99.200 77.300 21.900 24.0% 2.494 2.7% 64% False False 3,598
60 99.200 72.700 26.500 29.0% 1.790 2.0% 71% False False 2,402
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 0.683
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 116.050
2.618 108.053
1.618 103.153
1.000 100.125
0.618 98.253
HIGH 95.225
0.618 93.353
0.500 92.775
0.382 92.197
LOW 90.325
0.618 87.297
1.000 85.425
1.618 82.397
2.618 77.497
4.250 69.500
Fisher Pivots for day following 28-Nov-2007
Pivot 1 day 3 day
R1 92.775 94.713
PP 92.325 93.617
S1 91.875 92.521

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

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