NYMEX miNY Light Sweet Crude Oil Future December 2007


Trading Metrics calculated at close of trading on 22-Oct-2007
Day Change Summary
Previous Current
19-Oct-2007 22-Oct-2007 Change Change % Previous Week
Open 88.275 86.875 -1.400 -1.6% 82.800
High 88.475 86.975 -1.500 -1.7% 88.475
Low 86.250 84.725 -1.525 -1.8% 82.525
Close 86.950 86.020 -0.930 -1.1% 86.950
Range 2.225 2.250 0.025 1.1% 5.950
ATR 1.930 1.953 0.023 1.2% 0.000
Volume 10,066 17,646 7,580 75.3% 23,758
Daily Pivots for day following 22-Oct-2007
Classic Woodie Camarilla DeMark
R4 92.657 91.588 87.258
R3 90.407 89.338 86.639
R2 88.157 88.157 86.433
R1 87.088 87.088 86.226 86.498
PP 85.907 85.907 85.907 85.611
S1 84.838 84.838 85.814 84.248
S2 83.657 83.657 85.608
S3 81.407 82.588 85.401
S4 79.157 80.338 84.783
Weekly Pivots for week ending 19-Oct-2007
Classic Woodie Camarilla DeMark
R4 103.833 101.342 90.223
R3 97.883 95.392 88.586
R2 91.933 91.933 88.041
R1 89.442 89.442 87.495 90.688
PP 85.983 85.983 85.983 86.606
S1 83.492 83.492 86.405 84.738
S2 80.033 80.033 85.859
S3 74.083 77.542 85.314
S4 68.133 71.592 83.678
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 88.475 84.725 3.750 4.4% 2.375 2.8% 35% False True 8,128
10 88.475 77.800 10.675 12.4% 2.233 2.6% 77% False False 4,494
20 88.475 77.350 11.125 12.9% 2.095 2.4% 78% False False 2,494
40 88.475 70.100 18.375 21.4% 1.608 1.9% 87% False False 1,289
60 88.475 68.425 20.050 23.3% 1.396 1.6% 88% False False 863
80 88.475 68.425 20.050 23.3% 1.121 1.3% 88% False False 648
100 88.475 67.980 20.495 23.8% 0.923 1.1% 88% False False 519
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.280
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 96.538
2.618 92.866
1.618 90.616
1.000 89.225
0.618 88.366
HIGH 86.975
0.618 86.116
0.500 85.850
0.382 85.585
LOW 84.725
0.618 83.335
1.000 82.475
1.618 81.085
2.618 78.835
4.250 75.163
Fisher Pivots for day following 22-Oct-2007
Pivot 1 day 3 day
R1 85.963 86.600
PP 85.907 86.407
S1 85.850 86.213

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

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