NYMEX Light Sweet Crude Oil Future March 2009
| Trading Metrics calculated at close of trading on 19-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2008 |
19-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
116.06 |
114.17 |
-1.89 |
-1.6% |
116.62 |
| High |
116.46 |
117.26 |
0.80 |
0.7% |
118.01 |
| Low |
113.90 |
114.17 |
0.27 |
0.2% |
113.01 |
| Close |
114.35 |
115.91 |
1.56 |
1.4% |
115.54 |
| Range |
2.56 |
3.09 |
0.53 |
20.7% |
5.00 |
| ATR |
2.91 |
2.93 |
0.01 |
0.4% |
0.00 |
| Volume |
1,952 |
1,334 |
-618 |
-31.7% |
9,658 |
|
| Daily Pivots for day following 19-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125.05 |
123.57 |
117.61 |
|
| R3 |
121.96 |
120.48 |
116.76 |
|
| R2 |
118.87 |
118.87 |
116.48 |
|
| R1 |
117.39 |
117.39 |
116.19 |
118.13 |
| PP |
115.78 |
115.78 |
115.78 |
116.15 |
| S1 |
114.30 |
114.30 |
115.63 |
115.04 |
| S2 |
112.69 |
112.69 |
115.34 |
|
| S3 |
109.60 |
111.21 |
115.06 |
|
| S4 |
106.51 |
108.12 |
114.21 |
|
|
| 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 |
130.39 |
|
2.618 |
125.35 |
|
1.618 |
122.26 |
|
1.000 |
120.35 |
|
0.618 |
119.17 |
|
HIGH |
117.26 |
|
0.618 |
116.08 |
|
0.500 |
115.72 |
|
0.382 |
115.35 |
|
LOW |
114.17 |
|
0.618 |
112.26 |
|
1.000 |
111.08 |
|
1.618 |
109.17 |
|
2.618 |
106.08 |
|
4.250 |
101.04 |
|
|
| Fisher Pivots for day following 19-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115.85 |
115.65 |
| PP |
115.78 |
115.39 |
| S1 |
115.72 |
115.14 |
|