NYMEX miNY Light Sweet Crude Oil Future January 2008


Trading Metrics calculated at close of trading on 19-Nov-2007
Day Change Summary
Previous Current
16-Nov-2007 19-Nov-2007 Change Change % Previous Week
Open 92.400 93.925 1.525 1.7% 94.700
High 94.375 95.150 0.775 0.8% 95.225
Low 91.775 93.175 1.400 1.5% 89.200
Close 93.840 94.640 0.800 0.9% 93.840
Range 2.600 1.975 -0.625 -24.0% 6.025
ATR 2.594 2.550 -0.044 -1.7% 0.000
Volume 13,528 15,596 2,068 15.3% 26,016
Daily Pivots for day following 19-Nov-2007
Classic Woodie Camarilla DeMark
R4 100.247 99.418 95.726
R3 98.272 97.443 95.183
R2 96.297 96.297 95.002
R1 95.468 95.468 94.821 95.883
PP 94.322 94.322 94.322 94.529
S1 93.493 93.493 94.459 93.908
S2 92.347 92.347 94.278
S3 90.372 91.518 94.097
S4 88.397 89.543 93.554
Weekly Pivots for week ending 16-Nov-2007
Classic Woodie Camarilla DeMark
R4 110.830 108.360 97.154
R3 104.805 102.335 95.497
R2 98.780 98.780 94.945
R1 96.310 96.310 94.392 94.533
PP 92.755 92.755 92.755 91.866
S1 90.285 90.285 93.288 88.508
S2 86.730 86.730 92.735
S3 80.705 84.260 92.183
S4 74.680 78.235 90.526
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.150 89.200 5.950 6.3% 2.915 3.1% 91% True False 8,069
10 97.600 89.200 8.400 8.9% 2.795 3.0% 65% False False 4,539
20 97.600 83.975 13.625 14.4% 2.878 3.0% 78% False False 2,475
40 97.600 76.750 20.850 22.0% 2.151 2.3% 86% False False 1,250
60 97.600 70.170 27.430 29.0% 1.451 1.5% 89% False False 835
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.688
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 103.544
2.618 100.321
1.618 98.346
1.000 97.125
0.618 96.371
HIGH 95.150
0.618 94.396
0.500 94.163
0.382 93.929
LOW 93.175
0.618 91.954
1.000 91.200
1.618 89.979
2.618 88.004
4.250 84.781
Fisher Pivots for day following 19-Nov-2007
Pivot 1 day 3 day
R1 94.481 94.039
PP 94.322 93.438
S1 94.163 92.838

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

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