NYMEX miNY Light Sweet Crude Oil Future January 2008


Trading Metrics calculated at close of trading on 07-Dec-2007
Day Change Summary
Previous Current
06-Dec-2007 07-Dec-2007 Change Change % Previous Week
Open 87.275 90.525 3.250 3.7% 88.800
High 90.700 90.625 -0.075 -0.1% 90.700
Low 85.850 87.075 1.225 1.4% 85.850
Close 90.230 88.280 -1.950 -2.2% 88.280
Range 4.850 3.550 -1.300 -26.8% 4.850
ATR 3.158 3.186 0.028 0.9% 0.000
Volume 21,267 21,353 86 0.4% 102,895
Daily Pivots for day following 07-Dec-2007
Classic Woodie Camarilla DeMark
R4 99.310 97.345 90.233
R3 95.760 93.795 89.256
R2 92.210 92.210 88.931
R1 90.245 90.245 88.605 89.453
PP 88.660 88.660 88.660 88.264
S1 86.695 86.695 87.955 85.903
S2 85.110 85.110 87.629
S3 81.560 83.145 87.304
S4 78.010 79.595 86.328
Weekly Pivots for week ending 07-Dec-2007
Classic Woodie Camarilla DeMark
R4 102.827 100.403 90.948
R3 97.977 95.553 89.614
R2 93.127 93.127 89.169
R1 90.703 90.703 88.725 89.490
PP 88.277 88.277 88.277 87.670
S1 85.853 85.853 87.835 84.640
S2 83.427 83.427 87.391
S3 78.577 81.003 86.946
S4 73.727 76.153 85.613
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 90.700 85.850 4.850 5.5% 3.490 4.0% 50% False False 20,579
10 99.100 85.850 13.250 15.0% 3.588 4.1% 18% False False 19,773
20 99.200 85.850 13.350 15.1% 3.241 3.7% 18% False False 14,593
40 99.200 80.950 18.250 20.7% 2.919 3.3% 40% False False 7,480
60 99.200 76.150 23.050 26.1% 2.203 2.5% 53% False False 4,989
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.793
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 105.713
2.618 99.919
1.618 96.369
1.000 94.175
0.618 92.819
HIGH 90.625
0.618 89.269
0.500 88.850
0.382 88.431
LOW 87.075
0.618 84.881
1.000 83.525
1.618 81.331
2.618 77.781
4.250 71.988
Fisher Pivots for day following 07-Dec-2007
Pivot 1 day 3 day
R1 88.850 88.278
PP 88.660 88.277
S1 88.470 88.275

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

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