NYMEX miNY Light Sweet Crude Oil Future January 2008


Trading Metrics calculated at close of trading on 15-Nov-2007
Day Change Summary
Previous Current
14-Nov-2007 15-Nov-2007 Change Change % Previous Week
Open 90.425 92.800 2.375 2.6% 94.900
High 93.050 93.350 0.300 0.3% 97.600
Low 90.200 90.525 0.325 0.4% 92.825
Close 92.830 92.070 -0.760 -0.8% 95.300
Range 2.850 2.825 -0.025 -0.9% 4.775
ATR 2.576 2.593 0.018 0.7% 0.000
Volume 4,467 4,368 -99 -2.2% 4,095
Daily Pivots for day following 15-Nov-2007
Classic Woodie Camarilla DeMark
R4 100.457 99.088 93.624
R3 97.632 96.263 92.847
R2 94.807 94.807 92.588
R1 93.438 93.438 92.329 92.710
PP 91.982 91.982 91.982 91.618
S1 90.613 90.613 91.811 89.885
S2 89.157 89.157 91.552
S3 86.332 87.788 91.293
S4 83.507 84.963 90.516
Weekly Pivots for week ending 09-Nov-2007
Classic Woodie Camarilla DeMark
R4 109.567 107.208 97.926
R3 104.792 102.433 96.613
R2 100.017 100.017 96.175
R1 97.658 97.658 95.738 98.838
PP 95.242 95.242 95.242 95.831
S1 92.883 92.883 94.862 94.063
S2 90.467 90.467 94.425
S3 85.692 88.108 93.987
S4 80.917 83.333 92.674
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.600 89.200 6.400 7.0% 2.915 3.2% 45% False False 2,680
10 97.600 89.200 8.400 9.1% 2.828 3.1% 34% False False 1,720
20 97.600 83.975 13.625 14.8% 2.821 3.1% 59% False False 1,023
40 97.600 76.750 20.850 22.6% 2.041 2.2% 73% False False 522
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 0.625
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 105.356
2.618 100.746
1.618 97.921
1.000 96.175
0.618 95.096
HIGH 93.350
0.618 92.271
0.500 91.938
0.382 91.604
LOW 90.525
0.618 88.779
1.000 87.700
1.618 85.954
2.618 83.129
4.250 78.519
Fisher Pivots for day following 15-Nov-2007
Pivot 1 day 3 day
R1 92.026 91.834
PP 91.982 91.598
S1 91.938 91.363

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

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