NYMEX Light Sweet Crude Oil Future March 2009
| Trading Metrics calculated at close of trading on 18-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2008 |
18-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
114.06 |
116.06 |
2.00 |
1.8% |
116.62 |
| High |
115.54 |
116.46 |
0.92 |
0.8% |
118.01 |
| Low |
113.01 |
113.90 |
0.89 |
0.8% |
113.01 |
| Close |
115.54 |
114.35 |
-1.19 |
-1.0% |
115.54 |
| Range |
2.53 |
2.56 |
0.03 |
1.2% |
5.00 |
| ATR |
2.94 |
2.91 |
-0.03 |
-0.9% |
0.00 |
| Volume |
3,144 |
1,952 |
-1,192 |
-37.9% |
9,658 |
|
| Daily Pivots for day following 18-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.58 |
121.03 |
115.76 |
|
| R3 |
120.02 |
118.47 |
115.05 |
|
| R2 |
117.46 |
117.46 |
114.82 |
|
| R1 |
115.91 |
115.91 |
114.58 |
115.41 |
| PP |
114.90 |
114.90 |
114.90 |
114.65 |
| S1 |
113.35 |
113.35 |
114.12 |
112.85 |
| S2 |
112.34 |
112.34 |
113.88 |
|
| S3 |
109.78 |
110.79 |
113.65 |
|
| S4 |
107.22 |
108.23 |
112.94 |
|
|
| Weekly Pivots for week ending 15-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130.52 |
128.03 |
118.29 |
|
| R3 |
125.52 |
123.03 |
116.92 |
|
| R2 |
120.52 |
120.52 |
116.46 |
|
| R1 |
118.03 |
118.03 |
116.00 |
116.78 |
| PP |
115.52 |
115.52 |
115.52 |
114.89 |
| S1 |
113.03 |
113.03 |
115.08 |
111.78 |
| S2 |
110.52 |
110.52 |
114.62 |
|
| S3 |
105.52 |
108.03 |
114.17 |
|
| S4 |
100.52 |
103.03 |
112.79 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127.34 |
|
2.618 |
123.16 |
|
1.618 |
120.60 |
|
1.000 |
119.02 |
|
0.618 |
118.04 |
|
HIGH |
116.46 |
|
0.618 |
115.48 |
|
0.500 |
115.18 |
|
0.382 |
114.88 |
|
LOW |
113.90 |
|
0.618 |
112.32 |
|
1.000 |
111.34 |
|
1.618 |
109.76 |
|
2.618 |
107.20 |
|
4.250 |
103.02 |
|
|
| Fisher Pivots for day following 18-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115.18 |
115.01 |
| PP |
114.90 |
114.79 |
| S1 |
114.63 |
114.57 |
|