NYMEX miNY Light Sweet Crude Oil Future January 2008


Trading Metrics calculated at close of trading on 26-Oct-2007
Day Change Summary
Previous Current
25-Oct-2007 26-Oct-2007 Change Change % Previous Week
Open 86.500 89.600 3.100 3.6% 85.925
High 89.250 90.900 1.650 1.8% 90.900
Low 86.475 89.075 2.600 3.0% 83.975
Close 89.240 90.740 1.500 1.7% 90.740
Range 2.775 1.825 -0.950 -34.2% 6.925
ATR 1.632 1.646 0.014 0.8% 0.000
Volume 248 332 84 33.9% 1,037
Daily Pivots for day following 26-Oct-2007
Classic Woodie Camarilla DeMark
R4 95.713 95.052 91.744
R3 93.888 93.227 91.242
R2 92.063 92.063 91.075
R1 91.402 91.402 90.907 91.733
PP 90.238 90.238 90.238 90.404
S1 89.577 89.577 90.573 89.908
S2 88.413 88.413 90.405
S3 86.588 87.752 90.238
S4 84.763 85.927 89.736
Weekly Pivots for week ending 26-Oct-2007
Classic Woodie Camarilla DeMark
R4 109.313 106.952 94.549
R3 102.388 100.027 92.644
R2 95.463 95.463 92.010
R1 93.102 93.102 91.375 94.283
PP 88.538 88.538 88.538 89.129
S1 86.177 86.177 90.105 87.358
S2 81.613 81.613 89.470
S3 74.688 79.252 88.836
S4 67.763 72.327 86.931
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 90.900 83.975 6.925 7.6% 2.150 2.4% 98% True False 207
10 90.900 81.575 9.325 10.3% 2.140 2.4% 98% True False 129
20 90.900 77.275 13.625 15.0% 1.681 1.9% 99% True False 69
40 90.900 71.830 19.070 21.0% 0.964 1.1% 99% True False 39
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 0.323
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 98.656
2.618 95.678
1.618 93.853
1.000 92.725
0.618 92.028
HIGH 90.900
0.618 90.203
0.500 89.988
0.382 89.772
LOW 89.075
0.618 87.947
1.000 87.250
1.618 86.122
2.618 84.297
4.250 81.319
Fisher Pivots for day following 26-Oct-2007
Pivot 1 day 3 day
R1 90.489 89.639
PP 90.238 88.538
S1 89.988 87.438

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

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