NYMEX Light Sweet Crude Oil Future March 2009
| Trading Metrics calculated at close of trading on 12-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2008 |
12-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
116.62 |
113.54 |
-3.08 |
-2.6% |
125.50 |
| High |
116.62 |
115.59 |
-1.03 |
-0.9% |
125.50 |
| Low |
114.70 |
113.54 |
-1.16 |
-1.0% |
116.38 |
| Close |
115.80 |
114.28 |
-1.52 |
-1.3% |
116.46 |
| Range |
1.92 |
2.05 |
0.13 |
6.8% |
9.12 |
| ATR |
2.96 |
2.91 |
-0.05 |
-1.7% |
0.00 |
| Volume |
2,187 |
916 |
-1,271 |
-58.1% |
12,844 |
|
| Daily Pivots for day following 12-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120.62 |
119.50 |
115.41 |
|
| R3 |
118.57 |
117.45 |
114.84 |
|
| R2 |
116.52 |
116.52 |
114.66 |
|
| R1 |
115.40 |
115.40 |
114.47 |
115.96 |
| PP |
114.47 |
114.47 |
114.47 |
114.75 |
| S1 |
113.35 |
113.35 |
114.09 |
113.91 |
| S2 |
112.42 |
112.42 |
113.90 |
|
| S3 |
110.37 |
111.30 |
113.72 |
|
| S4 |
108.32 |
109.25 |
113.15 |
|
|
| 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 |
124.30 |
|
2.618 |
120.96 |
|
1.618 |
118.91 |
|
1.000 |
117.64 |
|
0.618 |
116.86 |
|
HIGH |
115.59 |
|
0.618 |
114.81 |
|
0.500 |
114.57 |
|
0.382 |
114.32 |
|
LOW |
113.54 |
|
0.618 |
112.27 |
|
1.000 |
111.49 |
|
1.618 |
110.22 |
|
2.618 |
108.17 |
|
4.250 |
104.83 |
|
|
| Fisher Pivots for day following 12-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114.57 |
115.55 |
| PP |
114.47 |
115.12 |
| S1 |
114.38 |
114.70 |
|