NYMEX miNY Light Sweet Crude Oil Future November 2007


Trading Metrics calculated at close of trading on 12-Oct-2007
Day Change Summary
Previous Current
11-Oct-2007 12-Oct-2007 Change Change % Previous Week
Open 81.250 82.950 1.700 2.1% 80.925
High 83.675 83.975 0.300 0.4% 83.975
Low 81.250 82.700 1.450 1.8% 78.350
Close 83.080 83.690 0.610 0.7% 83.690
Range 2.425 1.275 -1.150 -47.4% 5.625
ATR 1.936 1.889 -0.047 -2.4% 0.000
Volume 13,939 18,591 4,652 33.4% 83,275
Daily Pivots for day following 12-Oct-2007
Classic Woodie Camarilla DeMark
R4 87.280 86.760 84.391
R3 86.005 85.485 84.041
R2 84.730 84.730 83.924
R1 84.210 84.210 83.807 84.470
PP 83.455 83.455 83.455 83.585
S1 82.935 82.935 83.573 83.195
S2 82.180 82.180 83.456
S3 80.905 81.660 83.339
S4 79.630 80.385 82.989
Weekly Pivots for week ending 12-Oct-2007
Classic Woodie Camarilla DeMark
R4 98.880 96.910 86.784
R3 93.255 91.285 85.237
R2 87.630 87.630 84.721
R1 85.660 85.660 84.206 86.645
PP 82.005 82.005 82.005 82.498
S1 80.035 80.035 83.174 81.020
S2 76.380 76.380 82.659
S3 70.755 74.410 82.143
S4 65.130 68.785 80.596
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.975 78.350 5.625 6.7% 2.195 2.6% 95% True False 16,655
10 83.975 78.350 5.625 6.7% 2.040 2.4% 95% True False 17,693
20 83.975 77.275 6.700 8.0% 2.006 2.4% 96% True False 15,184
40 83.975 68.525 15.450 18.5% 1.704 2.0% 98% True False 7,771
60 83.975 68.525 15.450 18.5% 1.491 1.8% 98% True False 5,184
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 0.410
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 89.394
2.618 87.313
1.618 86.038
1.000 85.250
0.618 84.763
HIGH 83.975
0.618 83.488
0.500 83.338
0.382 83.187
LOW 82.700
0.618 81.912
1.000 81.425
1.618 80.637
2.618 79.362
4.250 77.281
Fisher Pivots for day following 12-Oct-2007
Pivot 1 day 3 day
R1 83.573 83.073
PP 83.455 82.455
S1 83.338 81.838

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

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