NYMEX Light Sweet Crude Oil Future March 2009
| Trading Metrics calculated at close of trading on 14-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2008 |
14-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
114.70 |
117.00 |
2.30 |
2.0% |
125.50 |
| High |
118.01 |
117.00 |
-1.01 |
-0.9% |
125.50 |
| Low |
114.53 |
114.70 |
0.17 |
0.1% |
116.38 |
| Close |
116.94 |
116.19 |
-0.75 |
-0.6% |
116.46 |
| Range |
3.48 |
2.30 |
-1.18 |
-33.9% |
9.12 |
| ATR |
2.97 |
2.92 |
-0.05 |
-1.6% |
0.00 |
| Volume |
2,073 |
1,338 |
-735 |
-35.5% |
12,844 |
|
| Daily Pivots for day following 14-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.86 |
121.83 |
117.46 |
|
| R3 |
120.56 |
119.53 |
116.82 |
|
| R2 |
118.26 |
118.26 |
116.61 |
|
| R1 |
117.23 |
117.23 |
116.40 |
116.60 |
| PP |
115.96 |
115.96 |
115.96 |
115.65 |
| S1 |
114.93 |
114.93 |
115.98 |
114.30 |
| S2 |
113.66 |
113.66 |
115.77 |
|
| S3 |
111.36 |
112.63 |
115.56 |
|
| S4 |
109.06 |
110.33 |
114.93 |
|
|
| 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 |
126.78 |
|
2.618 |
123.02 |
|
1.618 |
120.72 |
|
1.000 |
119.30 |
|
0.618 |
118.42 |
|
HIGH |
117.00 |
|
0.618 |
116.12 |
|
0.500 |
115.85 |
|
0.382 |
115.58 |
|
LOW |
114.70 |
|
0.618 |
113.28 |
|
1.000 |
112.40 |
|
1.618 |
110.98 |
|
2.618 |
108.68 |
|
4.250 |
104.93 |
|
|
| Fisher Pivots for day following 14-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116.08 |
116.05 |
| PP |
115.96 |
115.91 |
| S1 |
115.85 |
115.78 |
|