NYMEX miNY Light Sweet Crude Oil Future January 2008


Trading Metrics calculated at close of trading on 06-Dec-2007
Day Change Summary
Previous Current
05-Dec-2007 06-Dec-2007 Change Change % Previous Week
Open 88.300 87.275 -1.025 -1.2% 98.175
High 90.400 90.700 0.300 0.3% 99.100
Low 86.825 85.850 -0.975 -1.1% 88.450
Close 87.490 90.230 2.740 3.1% 88.710
Range 3.575 4.850 1.275 35.7% 10.650
ATR 3.028 3.158 0.130 4.3% 0.000
Volume 17,373 21,267 3,894 22.4% 94,839
Daily Pivots for day following 06-Dec-2007
Classic Woodie Camarilla DeMark
R4 103.477 101.703 92.898
R3 98.627 96.853 91.564
R2 93.777 93.777 91.119
R1 92.003 92.003 90.675 92.890
PP 88.927 88.927 88.927 89.370
S1 87.153 87.153 89.785 88.040
S2 84.077 84.077 89.341
S3 79.227 82.303 88.896
S4 74.377 77.453 87.563
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 91.550 85.850 5.700 6.3% 3.400 3.8% 77% False True 22,219
10 99.100 85.850 13.250 14.7% 3.458 3.8% 33% False True 19,791
20 99.200 85.850 13.350 14.8% 3.198 3.5% 33% False True 13,606
40 99.200 79.675 19.525 21.6% 2.874 3.2% 54% False False 6,946
60 99.200 76.000 23.200 25.7% 2.143 2.4% 61% False False 4,633
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.868
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 111.313
2.618 103.397
1.618 98.547
1.000 95.550
0.618 93.697
HIGH 90.700
0.618 88.847
0.500 88.275
0.382 87.703
LOW 85.850
0.618 82.853
1.000 81.000
1.618 78.003
2.618 73.153
4.250 65.238
Fisher Pivots for day following 06-Dec-2007
Pivot 1 day 3 day
R1 89.578 89.578
PP 88.927 88.927
S1 88.275 88.275

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

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