NYMEX miNY Light Sweet Crude Oil Future January 2008


Trading Metrics calculated at close of trading on 30-Nov-2007
Day Change Summary
Previous Current
29-Nov-2007 30-Nov-2007 Change Change % Previous Week
Open 91.350 91.050 -0.300 -0.3% 98.175
High 95.175 91.550 -3.625 -3.8% 99.100
Low 90.425 88.450 -1.975 -2.2% 88.450
Close 91.010 88.710 -2.300 -2.5% 88.710
Range 4.750 3.100 -1.650 -34.7% 10.650
ATR 3.020 3.026 0.006 0.2% 0.000
Volume 22,846 29,557 6,711 29.4% 94,839
Daily Pivots for day following 30-Nov-2007
Classic Woodie Camarilla DeMark
R4 98.870 96.890 90.415
R3 95.770 93.790 89.563
R2 92.670 92.670 89.278
R1 90.690 90.690 88.994 90.130
PP 89.570 89.570 89.570 89.290
S1 87.590 87.590 88.426 87.030
S2 86.470 86.470 88.142
S3 83.370 84.490 87.858
S4 80.270 81.390 87.005
Weekly Pivots for week ending 30-Nov-2007
Classic Woodie Camarilla DeMark
R4 124.037 117.023 94.568
R3 113.387 106.373 91.639
R2 102.737 102.737 90.663
R1 95.723 95.723 89.686 93.905
PP 92.087 92.087 92.087 91.178
S1 85.073 85.073 87.734 83.255
S2 81.437 81.437 86.758
S3 70.787 74.423 85.781
S4 60.137 63.773 82.853
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.100 88.450 10.650 12.0% 3.685 4.2% 2% False True 18,967
10 99.200 88.450 10.750 12.1% 3.280 3.7% 2% False True 17,558
20 99.200 88.450 10.750 12.1% 3.054 3.4% 2% False True 9,639
40 99.200 77.300 21.900 24.7% 2.669 3.0% 52% False False 4,908
60 99.200 73.350 25.850 29.1% 1.921 2.2% 59% False False 3,275
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 0.748
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 104.725
2.618 99.666
1.618 96.566
1.000 94.650
0.618 93.466
HIGH 91.550
0.618 90.366
0.500 90.000
0.382 89.634
LOW 88.450
0.618 86.534
1.000 85.350
1.618 83.434
2.618 80.334
4.250 75.275
Fisher Pivots for day following 30-Nov-2007
Pivot 1 day 3 day
R1 90.000 91.838
PP 89.570 90.795
S1 89.140 89.753

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

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