NYMEX miNY Light Sweet Crude Oil Future January 2008


Trading Metrics calculated at close of trading on 16-Oct-2007
Day Change Summary
Previous Current
15-Oct-2007 16-Oct-2007 Change Change % Previous Week
Open 81.575 84.525 2.950 3.6% 79.000
High 84.800 85.925 1.125 1.3% 82.150
Low 81.575 84.225 2.650 3.2% 77.300
Close 84.250 85.580 1.330 1.6% 81.930
Range 3.225 1.700 -1.525 -47.3% 4.850
ATR 1.212 1.247 0.035 2.9% 0.000
Volume 15 16 1 6.7% 34
Daily Pivots for day following 16-Oct-2007
Classic Woodie Camarilla DeMark
R4 90.343 89.662 86.515
R3 88.643 87.962 86.048
R2 86.943 86.943 85.892
R1 86.262 86.262 85.736 86.603
PP 85.243 85.243 85.243 85.414
S1 84.562 84.562 85.424 84.903
S2 83.543 83.543 85.268
S3 81.843 82.862 85.113
S4 80.143 81.162 84.645
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 85.925 78.650 7.275 8.5% 1.815 2.1% 95% True False 11
10 85.925 77.300 8.625 10.1% 1.445 1.7% 96% True False 7
20 85.925 76.750 9.175 10.7% 1.076 1.3% 96% True False 10
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 0.166
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 93.150
2.618 90.376
1.618 88.676
1.000 87.625
0.618 86.976
HIGH 85.925
0.618 85.276
0.500 85.075
0.382 84.874
LOW 84.225
0.618 83.174
1.000 82.525
1.618 81.474
2.618 79.774
4.250 77.000
Fisher Pivots for day following 16-Oct-2007
Pivot 1 day 3 day
R1 85.412 84.866
PP 85.243 84.152
S1 85.075 83.438

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

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