NYMEX miNY Light Sweet Crude Oil Future January 2008


Trading Metrics calculated at close of trading on 30-Oct-2007
Day Change Summary
Previous Current
29-Oct-2007 30-Oct-2007 Change Change % Previous Week
Open 90.850 92.900 2.050 2.3% 85.925
High 92.750 92.900 0.150 0.2% 90.900
Low 90.550 88.750 -1.800 -2.0% 83.975
Close 92.630 89.590 -3.040 -3.3% 90.740
Range 2.200 4.150 1.950 88.6% 6.925
ATR 1.685 1.861 0.176 10.4% 0.000
Volume 377 373 -4 -1.1% 1,037
Daily Pivots for day following 30-Oct-2007
Classic Woodie Camarilla DeMark
R4 102.863 100.377 91.873
R3 98.713 96.227 90.731
R2 94.563 94.563 90.351
R1 92.077 92.077 89.970 91.245
PP 90.413 90.413 90.413 89.998
S1 87.927 87.927 89.210 87.095
S2 86.263 86.263 88.829
S3 82.113 83.777 88.449
S4 77.963 79.627 87.308
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 92.900 83.975 8.925 10.0% 2.730 3.0% 63% True False 304
10 92.900 83.975 8.925 10.0% 2.283 2.5% 63% True False 201
20 92.900 77.300 15.600 17.4% 1.864 2.1% 79% True False 104
40 92.900 72.700 20.200 22.5% 1.123 1.3% 84% True False 57
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.323
Widest range in 47 trading days
Fibonacci Retracements and Extensions
4.250 110.538
2.618 103.765
1.618 99.615
1.000 97.050
0.618 95.465
HIGH 92.900
0.618 91.315
0.500 90.825
0.382 90.335
LOW 88.750
0.618 86.185
1.000 84.600
1.618 82.035
2.618 77.885
4.250 71.113
Fisher Pivots for day following 30-Oct-2007
Pivot 1 day 3 day
R1 90.825 90.825
PP 90.413 90.413
S1 90.002 90.002

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

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