NYMEX miNY Light Sweet Crude Oil Future January 2008


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 79.675 81.075 1.400 1.8% 79.000
High 81.425 82.150 0.725 0.9% 82.150
Low 79.675 80.950 1.275 1.6% 77.300
Close 81.490 81.930 0.440 0.5% 81.930
Range 1.750 1.200 -0.550 -31.4% 4.850
ATR 1.046 1.057 0.011 1.1% 0.000
Volume 5 12 7 140.0% 34
Daily Pivots for day following 12-Oct-2007
Classic Woodie Camarilla DeMark
R4 85.277 84.803 82.590
R3 84.077 83.603 82.260
R2 82.877 82.877 82.150
R1 82.403 82.403 82.040 82.640
PP 81.677 81.677 81.677 81.795
S1 81.203 81.203 81.820 81.440
S2 80.477 80.477 81.710
S3 79.277 80.003 81.600
S4 78.077 78.803 81.270
Weekly Pivots for week ending 12-Oct-2007
Classic Woodie Camarilla DeMark
R4 95.010 93.320 84.598
R3 90.160 88.470 83.264
R2 85.310 85.310 82.819
R1 83.620 83.620 82.375 84.465
PP 80.460 80.460 80.460 80.883
S1 78.770 78.770 81.485 79.615
S2 75.610 75.610 81.041
S3 70.760 73.920 80.596
S4 65.910 69.070 79.263
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 82.150 77.300 4.850 5.9% 1.645 2.0% 95% True False 6
10 82.150 77.275 4.875 6.0% 1.223 1.5% 95% True False 9
20 82.150 76.700 5.450 6.7% 0.830 1.0% 96% True False 9
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.138
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 87.250
2.618 85.292
1.618 84.092
1.000 83.350
0.618 82.892
HIGH 82.150
0.618 81.692
0.500 81.550
0.382 81.408
LOW 80.950
0.618 80.208
1.000 79.750
1.618 79.008
2.618 77.808
4.250 75.850
Fisher Pivots for day following 12-Oct-2007
Pivot 1 day 3 day
R1 81.803 81.420
PP 81.677 80.910
S1 81.550 80.400

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

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