NYMEX miNY Light Sweet Crude Oil Future January 2008

Trading Metrics calculated at close of trading on 23-Oct-2007

Day Change Summary
	Previous	Current
	22-Oct-2007	23-Oct-2007	Change	Change %	Previous Week
Open	85.925	84.900	-1.025	-1.2%	81.575
High	85.975	85.825	-0.150	-0.2%	87.175
Low	84.300	84.050	-0.250	-0.3%	81.575
Close	85.210	84.460	-0.750	-0.9%	85.920
Range	1.675	1.775	0.100	6.0%	5.600
ATR	1.400	1.427	0.027	1.9%	0.000
Volume	76	190	114	150.0%	257

Daily Pivots for day following 23-Oct-2007
	Classic	Woodie	Camarilla	DeMark
R4	90.103	89.057	85.436
R3	88.328	87.282	84.948
R2	86.553	86.553	84.785
R1	85.507	85.507	84.623	85.143
PP	84.778	84.778	84.778	84.596
S1	83.732	83.732	84.297	83.368
S2	83.003	83.003	84.135
S3	81.228	81.957	83.972
S4	79.453	80.182	83.484

Weekly Pivots for week ending 19-Oct-2007
	Classic	Woodie	Camarilla	DeMark
R4	101.690	99.405	89.000
R3	96.090	93.805	87.460
R2	90.490	90.490	86.947
R1	88.205	88.205	86.433	89.348
PP	84.890	84.890	84.890	85.461
S1	82.605	82.605	85.407	83.748
S2	79.290	79.290	84.893
S3	73.690	77.005	84.380
S4	68.090	71.405	82.840

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	87.175	84.050	3.125	3.7%	1.835	2.2%	13%	False	True	98
10	87.175	78.650	8.525	10.1%	1.825	2.2%	68%	False	False	54
20	87.175	76.750	10.425	12.3%	1.454	1.7%	74%	False	False	33
40	87.175	71.400	15.775	18.7%	0.783	0.9%	83%	False	False	20

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	0.258
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	93.369
2.618	90.472
1.618	88.697
1.000	87.600
0.618	86.922
HIGH	85.825
0.618	85.147
0.500	84.938
0.382	84.728
LOW	84.050
0.618	82.953
1.000	82.275
1.618	81.178
2.618	79.403
4.250	76.506

Fisher Pivots for day following 23-Oct-2007
Pivot	1 day	3 day
R1	84.938	85.613
PP	84.778	85.228
S1	84.619	84.844

Download as Excel Spreadsheet

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

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