NYMEX miNY Light Sweet Crude Oil Future January 2008


Trading Metrics calculated at close of trading on 12-Dec-2007
Day Change Summary
Previous Current
11-Dec-2007 12-Dec-2007 Change Change % Previous Week
Open 88.425 89.500 1.075 1.2% 88.800
High 90.550 94.825 4.275 4.7% 90.700
Low 88.000 89.250 1.250 1.4% 85.850
Close 90.020 94.390 4.370 4.9% 88.280
Range 2.550 5.575 3.025 118.6% 4.850
ATR 3.117 3.292 0.176 5.6% 0.000
Volume 17,092 13,508 -3,584 -21.0% 102,895
Daily Pivots for day following 12-Dec-2007
Classic Woodie Camarilla DeMark
R4 109.547 107.543 97.456
R3 103.972 101.968 95.923
R2 98.397 98.397 95.412
R1 96.393 96.393 94.901 97.395
PP 92.822 92.822 92.822 93.323
S1 90.818 90.818 93.879 91.820
S2 87.247 87.247 93.368
S3 81.672 85.243 92.857
S4 76.097 79.668 91.324
Weekly Pivots for week ending 07-Dec-2007
Classic Woodie Camarilla DeMark
R4 102.827 100.403 90.948
R3 97.977 95.553 89.614
R2 93.127 93.127 89.169
R1 90.703 90.703 88.725 89.490
PP 88.277 88.277 88.277 87.670
S1 85.853 85.853 87.835 84.640
S2 83.427 83.427 87.391
S3 78.577 81.003 86.946
S4 73.727 76.153 85.613
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.825 85.850 8.975 9.5% 3.840 4.1% 95% True False 18,006
10 95.175 85.850 9.325 9.9% 3.610 3.8% 92% False False 20,271
20 99.200 85.850 13.350 14.1% 3.336 3.5% 64% False False 16,736
40 99.200 83.975 15.225 16.1% 3.036 3.2% 68% False False 8,664
60 99.200 76.750 22.450 23.8% 2.383 2.5% 79% False False 5,779
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.793
Widest range in 77 trading days
Fibonacci Retracements and Extensions
4.250 118.519
2.618 109.420
1.618 103.845
1.000 100.400
0.618 98.270
HIGH 94.825
0.618 92.695
0.500 92.038
0.382 91.380
LOW 89.250
0.618 85.805
1.000 83.675
1.618 80.230
2.618 74.655
4.250 65.556
Fisher Pivots for day following 12-Dec-2007
Pivot 1 day 3 day
R1 93.606 93.248
PP 92.822 92.105
S1 92.038 90.963

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

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