NYMEX Light Sweet Crude Oil Future March 2009
| Trading Metrics calculated at close of trading on 08-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2008 |
08-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
120.32 |
117.45 |
-2.87 |
-2.4% |
125.50 |
| High |
120.40 |
117.55 |
-2.85 |
-2.4% |
125.50 |
| Low |
118.60 |
116.38 |
-2.22 |
-1.9% |
116.38 |
| Close |
119.75 |
116.46 |
-3.29 |
-2.7% |
116.46 |
| Range |
1.80 |
1.17 |
-0.63 |
-35.0% |
9.12 |
| ATR |
3.02 |
3.04 |
0.03 |
0.8% |
0.00 |
| Volume |
2,664 |
2,898 |
234 |
8.8% |
12,844 |
|
| Daily Pivots for day following 08-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120.31 |
119.55 |
117.10 |
|
| R3 |
119.14 |
118.38 |
116.78 |
|
| R2 |
117.97 |
117.97 |
116.67 |
|
| R1 |
117.21 |
117.21 |
116.57 |
117.01 |
| PP |
116.80 |
116.80 |
116.80 |
116.69 |
| S1 |
116.04 |
116.04 |
116.35 |
115.84 |
| S2 |
115.63 |
115.63 |
116.25 |
|
| S3 |
114.46 |
114.87 |
116.14 |
|
| S4 |
113.29 |
113.70 |
115.82 |
|
|
| Weekly Pivots for week ending 08-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146.81 |
140.75 |
121.48 |
|
| R3 |
137.69 |
131.63 |
118.97 |
|
| R2 |
128.57 |
128.57 |
118.13 |
|
| R1 |
122.51 |
122.51 |
117.30 |
120.98 |
| PP |
119.45 |
119.45 |
119.45 |
118.68 |
| S1 |
113.39 |
113.39 |
115.62 |
111.86 |
| S2 |
110.33 |
110.33 |
114.79 |
|
| S3 |
101.21 |
104.27 |
113.95 |
|
| S4 |
92.09 |
95.15 |
111.44 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122.52 |
|
2.618 |
120.61 |
|
1.618 |
119.44 |
|
1.000 |
118.72 |
|
0.618 |
118.27 |
|
HIGH |
117.55 |
|
0.618 |
117.10 |
|
0.500 |
116.97 |
|
0.382 |
116.83 |
|
LOW |
116.38 |
|
0.618 |
115.66 |
|
1.000 |
115.21 |
|
1.618 |
114.49 |
|
2.618 |
113.32 |
|
4.250 |
111.41 |
|
|
| Fisher Pivots for day following 08-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116.97 |
118.39 |
| PP |
116.80 |
117.75 |
| S1 |
116.63 |
117.10 |
|