NYMEX miNY Light Sweet Crude Oil Future January 2008

Trading Metrics calculated at close of trading on 31-Oct-2007

Day Change Summary
	Previous	Current
	30-Oct-2007	31-Oct-2007	Change	Change %	Previous Week
Open	92.900	89.075	-3.825	-4.1%	85.925
High	92.900	93.750	0.850	0.9%	90.900
Low	88.750	88.200	-0.550	-0.6%	83.975
Close	89.590	93.270	3.680	4.1%	90.740
Range	4.150	5.550	1.400	33.7%	6.925
ATR	1.861	2.125	0.263	14.2%	0.000
Volume	373	387	14	3.8%	1,037

Daily Pivots for day following 31-Oct-2007
	Classic	Woodie	Camarilla	DeMark
R4	108.390	106.380	96.323
R3	102.840	100.830	94.796
R2	97.290	97.290	94.288
R1	95.280	95.280	93.779	96.285
PP	91.740	91.740	91.740	92.243
S1	89.730	89.730	92.761	90.735
S2	86.190	86.190	92.253
S3	80.640	84.180	91.744
S4	75.090	78.630	90.218

Weekly Pivots for week ending 26-Oct-2007
	Classic	Woodie	Camarilla	DeMark
R4	109.313	106.952	94.549
R3	102.388	100.027	92.644
R2	95.463	95.463	92.010
R1	93.102	93.102	91.375	94.283
PP	88.538	88.538	88.538	89.129
S1	86.177	86.177	90.105	87.358
S2	81.613	81.613	89.470
S3	74.688	79.252	88.836
S4	67.763	72.327	86.931

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	93.750	86.475	7.275	7.8%	3.300	3.5%	93%	True	False	343
10	93.750	83.975	9.775	10.5%	2.660	2.9%	95%	True	False	222
20	93.750	77.300	16.450	17.6%	2.121	2.3%	97%	True	False	123
40	93.750	73.340	20.410	21.9%	1.261	1.4%	98%	True	False	66

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.333
Widest range in 48 trading days

Fibonacci Retracements and Extensions
4.250	117.338
2.618	108.280
1.618	102.730
1.000	99.300
0.618	97.180
HIGH	93.750
0.618	91.630
0.500	90.975
0.382	90.320
LOW	88.200
0.618	84.770
1.000	82.650
1.618	79.220
2.618	73.670
4.250	64.613

Fisher Pivots for day following 31-Oct-2007
Pivot	1 day	3 day
R1	92.505	92.505
PP	91.740	91.740
S1	90.975	90.975

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols