NYMEX Light Sweet Crude Oil Future March 2009
| Trading Metrics calculated at close of trading on 13-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2008 |
13-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
113.54 |
114.70 |
1.16 |
1.0% |
125.50 |
| High |
115.59 |
118.01 |
2.42 |
2.1% |
125.50 |
| Low |
113.54 |
114.53 |
0.99 |
0.9% |
116.38 |
| Close |
114.28 |
116.94 |
2.66 |
2.3% |
116.46 |
| Range |
2.05 |
3.48 |
1.43 |
69.8% |
9.12 |
| ATR |
2.91 |
2.97 |
0.06 |
2.0% |
0.00 |
| Volume |
916 |
2,073 |
1,157 |
126.3% |
12,844 |
|
| Daily Pivots for day following 13-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126.93 |
125.42 |
118.85 |
|
| R3 |
123.45 |
121.94 |
117.90 |
|
| R2 |
119.97 |
119.97 |
117.58 |
|
| R1 |
118.46 |
118.46 |
117.26 |
119.22 |
| PP |
116.49 |
116.49 |
116.49 |
116.87 |
| S1 |
114.98 |
114.98 |
116.62 |
115.74 |
| S2 |
113.01 |
113.01 |
116.30 |
|
| S3 |
109.53 |
111.50 |
115.98 |
|
| S4 |
106.05 |
108.02 |
115.03 |
|
|
| 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 |
132.80 |
|
2.618 |
127.12 |
|
1.618 |
123.64 |
|
1.000 |
121.49 |
|
0.618 |
120.16 |
|
HIGH |
118.01 |
|
0.618 |
116.68 |
|
0.500 |
116.27 |
|
0.382 |
115.86 |
|
LOW |
114.53 |
|
0.618 |
112.38 |
|
1.000 |
111.05 |
|
1.618 |
108.90 |
|
2.618 |
105.42 |
|
4.250 |
99.74 |
|
|
| Fisher Pivots for day following 13-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116.72 |
116.55 |
| PP |
116.49 |
116.16 |
| S1 |
116.27 |
115.78 |
|