NYMEX miNY Light Sweet Crude Oil Future January 2008


Trading Metrics calculated at close of trading on 03-Dec-2007
Day Change Summary
Previous Current
30-Nov-2007 03-Dec-2007 Change Change % Previous Week
Open 91.050 88.800 -2.250 -2.5% 98.175
High 91.550 89.975 -1.575 -1.7% 99.100
Low 88.450 87.150 -1.300 -1.5% 88.450
Close 88.710 89.310 0.600 0.7% 88.710
Range 3.100 2.825 -0.275 -8.9% 10.650
ATR 3.026 3.012 -0.014 -0.5% 0.000
Volume 29,557 21,182 -8,375 -28.3% 94,839
Daily Pivots for day following 03-Dec-2007
Classic Woodie Camarilla DeMark
R4 97.287 96.123 90.864
R3 94.462 93.298 90.087
R2 91.637 91.637 89.828
R1 90.473 90.473 89.569 91.055
PP 88.812 88.812 88.812 89.103
S1 87.648 87.648 89.051 88.230
S2 85.987 85.987 88.792
S3 83.162 84.823 88.533
S4 80.337 81.998 87.756
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 97.300 87.150 10.150 11.4% 3.735 4.2% 21% False True 21,656
10 99.200 87.150 12.050 13.5% 3.303 3.7% 18% False True 18,323
20 99.200 87.150 12.050 13.5% 3.059 3.4% 18% False True 10,667
40 99.200 77.300 21.900 24.5% 2.729 3.1% 55% False False 5,437
60 99.200 74.250 24.950 27.9% 1.959 2.2% 60% False False 3,628
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.803
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 101.981
2.618 97.371
1.618 94.546
1.000 92.800
0.618 91.721
HIGH 89.975
0.618 88.896
0.500 88.563
0.382 88.229
LOW 87.150
0.618 85.404
1.000 84.325
1.618 82.579
2.618 79.754
4.250 75.144
Fisher Pivots for day following 03-Dec-2007
Pivot 1 day 3 day
R1 89.061 91.163
PP 88.812 90.545
S1 88.563 89.928

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

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