NYMEX miNY Light Sweet Crude Oil Future January 2008


Trading Metrics calculated at close of trading on 29-Nov-2007
Day Change Summary
Previous Current
28-Nov-2007 29-Nov-2007 Change Change % Previous Week
Open 94.525 91.350 -3.175 -3.4% 93.925
High 95.225 95.175 -0.050 -0.1% 99.200
Low 90.325 90.425 0.100 0.1% 93.175
Close 91.425 91.010 -0.415 -0.5% 98.180
Range 4.900 4.750 -0.150 -3.1% 6.025
ATR 2.887 3.020 0.133 4.6% 0.000
Volume 17,727 22,846 5,119 28.9% 67,216
Daily Pivots for day following 29-Nov-2007
Classic Woodie Camarilla DeMark
R4 106.453 103.482 93.623
R3 101.703 98.732 92.316
R2 96.953 96.953 91.881
R1 93.982 93.982 91.445 93.093
PP 92.203 92.203 92.203 91.759
S1 89.232 89.232 90.575 88.343
S2 87.453 87.453 90.139
S3 82.703 84.482 89.704
S4 77.953 79.732 88.398
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 99.100 90.325 8.775 9.6% 3.515 3.9% 8% False False 17,362
10 99.200 90.325 8.875 9.8% 3.253 3.6% 8% False False 15,039
20 99.200 89.200 10.000 11.0% 3.085 3.4% 18% False False 8,215
40 99.200 77.300 21.900 24.1% 2.603 2.9% 63% False False 4,169
60 99.200 73.340 25.860 28.4% 1.869 2.1% 68% False False 2,782
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.753
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 115.363
2.618 107.611
1.618 102.861
1.000 99.925
0.618 98.111
HIGH 95.175
0.618 93.361
0.500 92.800
0.382 92.240
LOW 90.425
0.618 87.490
1.000 85.675
1.618 82.740
2.618 77.990
4.250 70.238
Fisher Pivots for day following 29-Nov-2007
Pivot 1 day 3 day
R1 92.800 93.813
PP 92.203 92.878
S1 91.607 91.944

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

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