NYMEX miNY Light Sweet Crude Oil Future January 2008

Trading Metrics calculated at close of trading on 15-Oct-2007

Day Change Summary
	Previous	Current
	12-Oct-2007	15-Oct-2007	Change	Change %	Previous Week
Open	81.075	81.575	0.500	0.6%	79.000
High	82.150	84.800	2.650	3.2%	82.150
Low	80.950	81.575	0.625	0.8%	77.300
Close	81.930	84.250	2.320	2.8%	81.930
Range	1.200	3.225	2.025	168.8%	4.850
ATR	1.057	1.212	0.155	14.6%	0.000
Volume	12	15	3	25.0%	34

Daily Pivots for day following 15-Oct-2007
	Classic	Woodie	Camarilla	DeMark
R4	93.217	91.958	86.024
R3	89.992	88.733	85.137
R2	86.767	86.767	84.841
R1	85.508	85.508	84.546	86.138
PP	83.542	83.542	83.542	83.856
S1	82.283	82.283	83.954	82.913
S2	80.317	80.317	83.659
S3	77.092	79.058	83.363
S4	73.867	75.833	82.476

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	84.800	77.300	7.500	8.9%	1.880	2.2%	93%	True	False	9
10	84.800	77.275	7.525	8.9%	1.368	1.6%	93%	True	False	9
20	84.800	76.750	8.050	9.6%	0.991	1.2%	93%	True	False	9

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.136
Widest range in 36 trading days

Fibonacci Retracements and Extensions
4.250	98.506
2.618	93.243
1.618	90.018
1.000	88.025
0.618	86.793
HIGH	84.800
0.618	83.568
0.500	83.188
0.382	82.807
LOW	81.575
0.618	79.582
1.000	78.350
1.618	76.357
2.618	73.132
4.250	67.869

Fisher Pivots for day following 15-Oct-2007
Pivot	1 day	3 day
R1	83.896	83.579
PP	83.542	82.908
S1	83.188	82.238

Download as Excel Spreadsheet

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

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