NYMEX Light Sweet Crude Oil Future March 2009
| Trading Metrics calculated at close of trading on 06-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2008 |
06-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
120.40 |
119.75 |
-0.65 |
-0.5% |
125.42 |
| High |
121.10 |
119.85 |
-1.25 |
-1.0% |
128.22 |
| Low |
119.50 |
118.25 |
-1.25 |
-1.0% |
122.70 |
| Close |
119.95 |
119.06 |
-0.89 |
-0.7% |
126.66 |
| Range |
1.60 |
1.60 |
0.00 |
0.0% |
5.52 |
| ATR |
3.22 |
3.11 |
-0.11 |
-3.4% |
0.00 |
| Volume |
1,728 |
2,863 |
1,135 |
65.7% |
10,082 |
|
| Daily Pivots for day following 06-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.85 |
123.06 |
119.94 |
|
| R3 |
122.25 |
121.46 |
119.50 |
|
| R2 |
120.65 |
120.65 |
119.35 |
|
| R1 |
119.86 |
119.86 |
119.21 |
119.46 |
| PP |
119.05 |
119.05 |
119.05 |
118.85 |
| S1 |
118.26 |
118.26 |
118.91 |
117.86 |
| S2 |
117.45 |
117.45 |
118.77 |
|
| S3 |
115.85 |
116.66 |
118.62 |
|
| S4 |
114.25 |
115.06 |
118.18 |
|
|
| Weekly Pivots for week ending 01-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142.42 |
140.06 |
129.70 |
|
| R3 |
136.90 |
134.54 |
128.18 |
|
| R2 |
131.38 |
131.38 |
127.67 |
|
| R1 |
129.02 |
129.02 |
127.17 |
130.20 |
| PP |
125.86 |
125.86 |
125.86 |
126.45 |
| S1 |
123.50 |
123.50 |
126.15 |
124.68 |
| S2 |
120.34 |
120.34 |
125.65 |
|
| S3 |
114.82 |
117.98 |
125.14 |
|
| S4 |
109.30 |
112.46 |
123.62 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126.65 |
|
2.618 |
124.04 |
|
1.618 |
122.44 |
|
1.000 |
121.45 |
|
0.618 |
120.84 |
|
HIGH |
119.85 |
|
0.618 |
119.24 |
|
0.500 |
119.05 |
|
0.382 |
118.86 |
|
LOW |
118.25 |
|
0.618 |
117.26 |
|
1.000 |
116.65 |
|
1.618 |
115.66 |
|
2.618 |
114.06 |
|
4.250 |
111.45 |
|
|
| Fisher Pivots for day following 06-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
119.06 |
121.88 |
| PP |
119.05 |
120.94 |
| S1 |
119.05 |
120.00 |
|