NYMEX miNY Light Sweet Crude Oil Future December 2007


Trading Metrics calculated at close of trading on 06-Nov-2007
Day Change Summary
Previous Current
05-Nov-2007 06-Nov-2007 Change Change % Previous Week
Open 95.925 94.475 -1.450 -1.5% 91.725
High 96.125 97.075 0.950 1.0% 96.225
Low 93.725 94.425 0.700 0.7% 88.900
Close 93.980 96.700 2.720 2.9% 95.930
Range 2.400 2.650 0.250 10.4% 7.325
ATR 2.692 2.721 0.029 1.1% 0.000
Volume 14,670 17,023 2,353 16.0% 124,144
Daily Pivots for day following 06-Nov-2007
Classic Woodie Camarilla DeMark
R4 104.017 103.008 98.158
R3 101.367 100.358 97.429
R2 98.717 98.717 97.186
R1 97.708 97.708 96.943 98.213
PP 96.067 96.067 96.067 96.319
S1 95.058 95.058 96.457 95.563
S2 93.417 93.417 96.214
S3 90.767 92.408 95.971
S4 88.117 89.758 95.243
Weekly Pivots for week ending 02-Nov-2007
Classic Woodie Camarilla DeMark
R4 115.660 113.120 99.959
R3 108.335 105.795 97.944
R2 101.010 101.010 97.273
R1 98.470 98.470 96.601 99.740
PP 93.685 93.685 93.685 94.320
S1 91.145 91.145 95.259 92.415
S2 86.360 86.360 94.587
S3 79.035 83.820 93.916
S4 71.710 76.495 91.901
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.075 88.900 8.175 8.5% 3.715 3.8% 95% True False 23,595
10 97.075 84.700 12.375 12.8% 3.318 3.4% 97% True False 20,794
20 97.075 79.075 18.000 18.6% 2.753 2.8% 98% True False 13,546
40 97.075 75.450 21.625 22.4% 2.232 2.3% 98% True False 6,950
60 97.075 68.425 28.650 29.6% 1.851 1.9% 99% True False 4,640
80 97.075 68.425 28.650 29.6% 1.560 1.6% 99% True False 3,482
100 97.075 68.425 28.650 29.6% 1.271 1.3% 99% True False 2,786
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 0.343
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 108.338
2.618 104.013
1.618 101.363
1.000 99.725
0.618 98.713
HIGH 97.075
0.618 96.063
0.500 95.750
0.382 95.437
LOW 94.425
0.618 92.787
1.000 91.775
1.618 90.137
2.618 87.487
4.250 83.163
Fisher Pivots for day following 06-Nov-2007
Pivot 1 day 3 day
R1 96.383 96.154
PP 96.067 95.608
S1 95.750 95.063

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

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