NYMEX miNY Light Sweet Crude Oil Future January 2008


Trading Metrics calculated at close of trading on 04-Dec-2007
Day Change Summary
Previous Current
03-Dec-2007 04-Dec-2007 Change Change % Previous Week
Open 88.800 89.525 0.725 0.8% 98.175
High 89.975 89.975 0.000 0.0% 99.100
Low 87.150 87.325 0.175 0.2% 88.450
Close 89.310 88.320 -0.990 -1.1% 88.710
Range 2.825 2.650 -0.175 -6.2% 10.650
ATR 3.012 2.986 -0.026 -0.9% 0.000
Volume 21,182 21,720 538 2.5% 94,839
Daily Pivots for day following 04-Dec-2007
Classic Woodie Camarilla DeMark
R4 96.490 95.055 89.778
R3 93.840 92.405 89.049
R2 91.190 91.190 88.806
R1 89.755 89.755 88.563 89.148
PP 88.540 88.540 88.540 88.236
S1 87.105 87.105 88.077 86.498
S2 85.890 85.890 87.834
S3 83.240 84.455 87.591
S4 80.590 81.805 86.863
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 95.225 87.150 8.075 9.1% 3.645 4.1% 14% False False 22,606
10 99.200 87.150 12.050 13.6% 3.370 3.8% 10% False False 18,936
20 99.200 87.150 12.050 13.6% 3.083 3.5% 10% False False 11,737
40 99.200 77.300 21.900 24.8% 2.744 3.1% 50% False False 5,980
60 99.200 74.700 24.500 27.7% 2.003 2.3% 56% False False 3,989
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.773
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 101.238
2.618 96.913
1.618 94.263
1.000 92.625
0.618 91.613
HIGH 89.975
0.618 88.963
0.500 88.650
0.382 88.337
LOW 87.325
0.618 85.687
1.000 84.675
1.618 83.037
2.618 80.387
4.250 76.063
Fisher Pivots for day following 04-Dec-2007
Pivot 1 day 3 day
R1 88.650 89.350
PP 88.540 89.007
S1 88.430 88.663

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

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